NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 16-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2015 |
16-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2.563 |
2.636 |
0.073 |
2.8% |
2.728 |
| High |
2.660 |
2.729 |
0.069 |
2.6% |
2.753 |
| Low |
2.533 |
2.586 |
0.053 |
2.1% |
2.550 |
| Close |
2.649 |
2.726 |
0.077 |
2.9% |
2.558 |
| Range |
0.127 |
0.143 |
0.016 |
12.6% |
0.203 |
| ATR |
0.091 |
0.095 |
0.004 |
4.1% |
0.000 |
| Volume |
80,488 |
103,330 |
22,842 |
28.4% |
230,024 |
|
| Daily Pivots for day following 16-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.109 |
3.061 |
2.805 |
|
| R3 |
2.966 |
2.918 |
2.765 |
|
| R2 |
2.823 |
2.823 |
2.752 |
|
| R1 |
2.775 |
2.775 |
2.739 |
2.799 |
| PP |
2.680 |
2.680 |
2.680 |
2.693 |
| S1 |
2.632 |
2.632 |
2.713 |
2.656 |
| S2 |
2.537 |
2.537 |
2.700 |
|
| S3 |
2.394 |
2.489 |
2.687 |
|
| S4 |
2.251 |
2.346 |
2.647 |
|
|
| Weekly Pivots for week ending 10-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.229 |
3.097 |
2.670 |
|
| R3 |
3.026 |
2.894 |
2.614 |
|
| R2 |
2.823 |
2.823 |
2.595 |
|
| R1 |
2.691 |
2.691 |
2.577 |
2.656 |
| PP |
2.620 |
2.620 |
2.620 |
2.603 |
| S1 |
2.488 |
2.488 |
2.539 |
2.453 |
| S2 |
2.417 |
2.417 |
2.521 |
|
| S3 |
2.214 |
2.285 |
2.502 |
|
| S4 |
2.011 |
2.082 |
2.446 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.729 |
2.521 |
0.208 |
7.6% |
0.087 |
3.2% |
99% |
True |
False |
88,731 |
| 10 |
2.765 |
2.521 |
0.244 |
9.0% |
0.086 |
3.2% |
84% |
False |
False |
62,556 |
| 20 |
2.977 |
2.521 |
0.456 |
16.7% |
0.087 |
3.2% |
45% |
False |
False |
43,529 |
| 40 |
3.096 |
2.521 |
0.575 |
21.1% |
0.096 |
3.5% |
36% |
False |
False |
33,028 |
| 60 |
3.096 |
2.521 |
0.575 |
21.1% |
0.102 |
3.8% |
36% |
False |
False |
27,555 |
| 80 |
3.428 |
2.521 |
0.907 |
33.3% |
0.110 |
4.0% |
23% |
False |
False |
23,296 |
| 100 |
3.774 |
2.521 |
1.253 |
46.0% |
0.104 |
3.8% |
16% |
False |
False |
19,396 |
| 120 |
3.872 |
2.521 |
1.351 |
49.6% |
0.099 |
3.6% |
15% |
False |
False |
16,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.337 |
|
2.618 |
3.103 |
|
1.618 |
2.960 |
|
1.000 |
2.872 |
|
0.618 |
2.817 |
|
HIGH |
2.729 |
|
0.618 |
2.674 |
|
0.500 |
2.658 |
|
0.382 |
2.641 |
|
LOW |
2.586 |
|
0.618 |
2.498 |
|
1.000 |
2.443 |
|
1.618 |
2.355 |
|
2.618 |
2.212 |
|
4.250 |
1.978 |
|
|
| Fisher Pivots for day following 16-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.703 |
2.694 |
| PP |
2.680 |
2.663 |
| S1 |
2.658 |
2.631 |
|