NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 05-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2015 |
05-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.829 |
2.896 |
0.067 |
2.4% |
2.640 |
| High |
2.908 |
2.902 |
-0.006 |
-0.2% |
2.880 |
| Low |
2.829 |
2.858 |
0.029 |
1.0% |
2.589 |
| Close |
2.905 |
2.870 |
-0.035 |
-1.2% |
2.856 |
| Range |
0.079 |
0.044 |
-0.035 |
-44.3% |
0.291 |
| ATR |
0.084 |
0.081 |
-0.003 |
-3.2% |
0.000 |
| Volume |
16,870 |
11,414 |
-5,456 |
-32.3% |
78,990 |
|
| Daily Pivots for day following 05-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.009 |
2.983 |
2.894 |
|
| R3 |
2.965 |
2.939 |
2.882 |
|
| R2 |
2.921 |
2.921 |
2.878 |
|
| R1 |
2.895 |
2.895 |
2.874 |
2.886 |
| PP |
2.877 |
2.877 |
2.877 |
2.872 |
| S1 |
2.851 |
2.851 |
2.866 |
2.842 |
| S2 |
2.833 |
2.833 |
2.862 |
|
| S3 |
2.789 |
2.807 |
2.858 |
|
| S4 |
2.745 |
2.763 |
2.846 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.648 |
3.543 |
3.016 |
|
| R3 |
3.357 |
3.252 |
2.936 |
|
| R2 |
3.066 |
3.066 |
2.909 |
|
| R1 |
2.961 |
2.961 |
2.883 |
3.014 |
| PP |
2.775 |
2.775 |
2.775 |
2.801 |
| S1 |
2.670 |
2.670 |
2.829 |
2.723 |
| S2 |
2.484 |
2.484 |
2.803 |
|
| S3 |
2.193 |
2.379 |
2.776 |
|
| S4 |
1.902 |
2.088 |
2.696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.908 |
2.613 |
0.295 |
10.3% |
0.097 |
3.4% |
87% |
False |
False |
16,313 |
| 10 |
2.908 |
2.589 |
0.319 |
11.1% |
0.075 |
2.6% |
88% |
False |
False |
14,580 |
| 20 |
2.908 |
2.589 |
0.319 |
11.1% |
0.074 |
2.6% |
88% |
False |
False |
14,560 |
| 40 |
3.025 |
2.589 |
0.436 |
15.2% |
0.077 |
2.7% |
64% |
False |
False |
12,393 |
| 60 |
3.116 |
2.589 |
0.527 |
18.4% |
0.085 |
3.0% |
53% |
False |
False |
10,987 |
| 80 |
3.257 |
2.589 |
0.668 |
23.3% |
0.091 |
3.2% |
42% |
False |
False |
10,070 |
| 100 |
3.623 |
2.589 |
1.034 |
36.0% |
0.092 |
3.2% |
27% |
False |
False |
8,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.089 |
|
2.618 |
3.017 |
|
1.618 |
2.973 |
|
1.000 |
2.946 |
|
0.618 |
2.929 |
|
HIGH |
2.902 |
|
0.618 |
2.885 |
|
0.500 |
2.880 |
|
0.382 |
2.875 |
|
LOW |
2.858 |
|
0.618 |
2.831 |
|
1.000 |
2.814 |
|
1.618 |
2.787 |
|
2.618 |
2.743 |
|
4.250 |
2.671 |
|
|
| Fisher Pivots for day following 05-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.880 |
2.864 |
| PP |
2.877 |
2.858 |
| S1 |
2.873 |
2.852 |
|