NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 06-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2015 |
06-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.896 |
2.868 |
-0.028 |
-1.0% |
2.640 |
| High |
2.902 |
2.902 |
0.000 |
0.0% |
2.880 |
| Low |
2.858 |
2.835 |
-0.023 |
-0.8% |
2.589 |
| Close |
2.870 |
2.863 |
-0.007 |
-0.2% |
2.856 |
| Range |
0.044 |
0.067 |
0.023 |
52.3% |
0.291 |
| ATR |
0.081 |
0.080 |
-0.001 |
-1.3% |
0.000 |
| Volume |
11,414 |
13,774 |
2,360 |
20.7% |
78,990 |
|
| Daily Pivots for day following 06-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.068 |
3.032 |
2.900 |
|
| R3 |
3.001 |
2.965 |
2.881 |
|
| R2 |
2.934 |
2.934 |
2.875 |
|
| R1 |
2.898 |
2.898 |
2.869 |
2.883 |
| PP |
2.867 |
2.867 |
2.867 |
2.859 |
| S1 |
2.831 |
2.831 |
2.857 |
2.816 |
| S2 |
2.800 |
2.800 |
2.851 |
|
| S3 |
2.733 |
2.764 |
2.845 |
|
| S4 |
2.666 |
2.697 |
2.826 |
|
|
| 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 |
2.656 |
0.252 |
8.8% |
0.093 |
3.3% |
82% |
False |
False |
16,631 |
| 10 |
2.908 |
2.589 |
0.319 |
11.1% |
0.076 |
2.6% |
86% |
False |
False |
15,006 |
| 20 |
2.908 |
2.589 |
0.319 |
11.1% |
0.075 |
2.6% |
86% |
False |
False |
14,716 |
| 40 |
3.025 |
2.589 |
0.436 |
15.2% |
0.078 |
2.7% |
63% |
False |
False |
12,475 |
| 60 |
3.116 |
2.589 |
0.527 |
18.4% |
0.085 |
3.0% |
52% |
False |
False |
11,094 |
| 80 |
3.257 |
2.589 |
0.668 |
23.3% |
0.091 |
3.2% |
41% |
False |
False |
10,160 |
| 100 |
3.623 |
2.589 |
1.034 |
36.1% |
0.092 |
3.2% |
26% |
False |
False |
8,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.187 |
|
2.618 |
3.077 |
|
1.618 |
3.010 |
|
1.000 |
2.969 |
|
0.618 |
2.943 |
|
HIGH |
2.902 |
|
0.618 |
2.876 |
|
0.500 |
2.869 |
|
0.382 |
2.861 |
|
LOW |
2.835 |
|
0.618 |
2.794 |
|
1.000 |
2.768 |
|
1.618 |
2.727 |
|
2.618 |
2.660 |
|
4.250 |
2.550 |
|
|
| Fisher Pivots for day following 06-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.869 |
2.869 |
| PP |
2.867 |
2.867 |
| S1 |
2.865 |
2.865 |
|