NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 08-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2015 |
08-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.855 |
2.823 |
-0.032 |
-1.1% |
2.829 |
| High |
2.900 |
2.962 |
0.062 |
2.1% |
2.962 |
| Low |
2.801 |
2.813 |
0.012 |
0.4% |
2.801 |
| Close |
2.823 |
2.955 |
0.132 |
4.7% |
2.955 |
| Range |
0.099 |
0.149 |
0.050 |
50.5% |
0.161 |
| ATR |
0.082 |
0.087 |
0.005 |
5.9% |
0.000 |
| Volume |
18,345 |
24,884 |
6,539 |
35.6% |
85,287 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.305 |
3.037 |
|
| R3 |
3.208 |
3.156 |
2.996 |
|
| R2 |
3.059 |
3.059 |
2.982 |
|
| R1 |
3.007 |
3.007 |
2.969 |
3.033 |
| PP |
2.910 |
2.910 |
2.910 |
2.923 |
| S1 |
2.858 |
2.858 |
2.941 |
2.884 |
| S2 |
2.761 |
2.761 |
2.928 |
|
| S3 |
2.612 |
2.709 |
2.914 |
|
| S4 |
2.463 |
2.560 |
2.873 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.389 |
3.333 |
3.044 |
|
| R3 |
3.228 |
3.172 |
2.999 |
|
| R2 |
3.067 |
3.067 |
2.985 |
|
| R1 |
3.011 |
3.011 |
2.970 |
3.039 |
| PP |
2.906 |
2.906 |
2.906 |
2.920 |
| S1 |
2.850 |
2.850 |
2.940 |
2.878 |
| S2 |
2.745 |
2.745 |
2.925 |
|
| S3 |
2.584 |
2.689 |
2.911 |
|
| S4 |
2.423 |
2.528 |
2.866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.962 |
2.801 |
0.161 |
5.4% |
0.088 |
3.0% |
96% |
True |
False |
17,057 |
| 10 |
2.962 |
2.589 |
0.373 |
12.6% |
0.090 |
3.0% |
98% |
True |
False |
16,427 |
| 20 |
2.962 |
2.589 |
0.373 |
12.6% |
0.079 |
2.7% |
98% |
True |
False |
15,481 |
| 40 |
3.025 |
2.589 |
0.436 |
14.8% |
0.077 |
2.6% |
84% |
False |
False |
13,050 |
| 60 |
3.116 |
2.589 |
0.527 |
17.8% |
0.085 |
2.9% |
69% |
False |
False |
11,516 |
| 80 |
3.257 |
2.589 |
0.668 |
22.6% |
0.091 |
3.1% |
55% |
False |
False |
10,432 |
| 100 |
3.623 |
2.589 |
1.034 |
35.0% |
0.093 |
3.2% |
35% |
False |
False |
9,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.595 |
|
2.618 |
3.352 |
|
1.618 |
3.203 |
|
1.000 |
3.111 |
|
0.618 |
3.054 |
|
HIGH |
2.962 |
|
0.618 |
2.905 |
|
0.500 |
2.888 |
|
0.382 |
2.870 |
|
LOW |
2.813 |
|
0.618 |
2.721 |
|
1.000 |
2.664 |
|
1.618 |
2.572 |
|
2.618 |
2.423 |
|
4.250 |
2.180 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.933 |
2.931 |
| PP |
2.910 |
2.906 |
| S1 |
2.888 |
2.882 |
|