NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 01-May-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2015 |
01-May-2015 |
Change |
Change % |
Previous Week |
| Open |
2.590 |
2.737 |
0.147 |
5.7% |
2.511 |
| High |
2.770 |
2.800 |
0.030 |
1.1% |
2.800 |
| Low |
2.557 |
2.714 |
0.157 |
6.1% |
2.481 |
| Close |
2.751 |
2.776 |
0.025 |
0.9% |
2.776 |
| Range |
0.213 |
0.086 |
-0.127 |
-59.6% |
0.319 |
| ATR |
0.094 |
0.094 |
-0.001 |
-0.6% |
0.000 |
| Volume |
228,134 |
118,891 |
-109,243 |
-47.9% |
672,230 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.021 |
2.985 |
2.823 |
|
| R3 |
2.935 |
2.899 |
2.800 |
|
| R2 |
2.849 |
2.849 |
2.792 |
|
| R1 |
2.813 |
2.813 |
2.784 |
2.831 |
| PP |
2.763 |
2.763 |
2.763 |
2.773 |
| S1 |
2.727 |
2.727 |
2.768 |
2.745 |
| S2 |
2.677 |
2.677 |
2.760 |
|
| S3 |
2.591 |
2.641 |
2.752 |
|
| S4 |
2.505 |
2.555 |
2.729 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.643 |
3.528 |
2.951 |
|
| R3 |
3.324 |
3.209 |
2.864 |
|
| R2 |
3.005 |
3.005 |
2.834 |
|
| R1 |
2.890 |
2.890 |
2.805 |
2.948 |
| PP |
2.686 |
2.686 |
2.686 |
2.714 |
| S1 |
2.571 |
2.571 |
2.747 |
2.629 |
| S2 |
2.367 |
2.367 |
2.718 |
|
| S3 |
2.048 |
2.252 |
2.688 |
|
| S4 |
1.729 |
1.933 |
2.601 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.800 |
2.481 |
0.319 |
11.5% |
0.101 |
3.7% |
92% |
True |
False |
134,446 |
| 10 |
2.800 |
2.481 |
0.319 |
11.5% |
0.083 |
3.0% |
92% |
True |
False |
105,087 |
| 20 |
2.800 |
2.481 |
0.319 |
11.5% |
0.082 |
2.9% |
92% |
True |
False |
85,391 |
| 40 |
2.982 |
2.481 |
0.501 |
18.0% |
0.089 |
3.2% |
59% |
False |
False |
54,756 |
| 60 |
3.096 |
2.481 |
0.615 |
22.2% |
0.096 |
3.5% |
48% |
False |
False |
43,672 |
| 80 |
3.229 |
2.481 |
0.748 |
26.9% |
0.104 |
3.7% |
39% |
False |
False |
36,362 |
| 100 |
3.622 |
2.481 |
1.141 |
41.1% |
0.104 |
3.7% |
26% |
False |
False |
30,043 |
| 120 |
3.811 |
2.481 |
1.330 |
47.9% |
0.100 |
3.6% |
22% |
False |
False |
25,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.166 |
|
2.618 |
3.025 |
|
1.618 |
2.939 |
|
1.000 |
2.886 |
|
0.618 |
2.853 |
|
HIGH |
2.800 |
|
0.618 |
2.767 |
|
0.500 |
2.757 |
|
0.382 |
2.747 |
|
LOW |
2.714 |
|
0.618 |
2.661 |
|
1.000 |
2.628 |
|
1.618 |
2.575 |
|
2.618 |
2.489 |
|
4.250 |
2.349 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.770 |
2.736 |
| PP |
2.763 |
2.696 |
| S1 |
2.757 |
2.656 |
|