NYMEX Natural Gas Future July 2015
Trading Metrics calculated at close of trading on 27-Apr-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2015 |
27-Apr-2015 |
Change |
Change % |
Previous Week |
Open |
2.643 |
2.577 |
-0.066 |
-2.5% |
2.713 |
High |
2.653 |
2.588 |
-0.065 |
-2.5% |
2.728 |
Low |
2.613 |
2.540 |
-0.073 |
-2.8% |
2.613 |
Close |
2.626 |
2.569 |
-0.057 |
-2.2% |
2.626 |
Range |
0.040 |
0.048 |
0.008 |
20.0% |
0.115 |
ATR |
0.083 |
0.083 |
0.000 |
0.2% |
0.000 |
Volume |
35,773 |
17,318 |
-18,455 |
-51.6% |
147,224 |
|
Daily Pivots for day following 27-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.710 |
2.687 |
2.595 |
|
R3 |
2.662 |
2.639 |
2.582 |
|
R2 |
2.614 |
2.614 |
2.578 |
|
R1 |
2.591 |
2.591 |
2.573 |
2.579 |
PP |
2.566 |
2.566 |
2.566 |
2.559 |
S1 |
2.543 |
2.543 |
2.565 |
2.531 |
S2 |
2.518 |
2.518 |
2.560 |
|
S3 |
2.470 |
2.495 |
2.556 |
|
S4 |
2.422 |
2.447 |
2.543 |
|
|
Weekly Pivots for week ending 24-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.001 |
2.928 |
2.689 |
|
R3 |
2.886 |
2.813 |
2.658 |
|
R2 |
2.771 |
2.771 |
2.647 |
|
R1 |
2.698 |
2.698 |
2.637 |
2.677 |
PP |
2.656 |
2.656 |
2.656 |
2.645 |
S1 |
2.583 |
2.583 |
2.615 |
2.562 |
S2 |
2.541 |
2.541 |
2.605 |
|
S3 |
2.426 |
2.468 |
2.594 |
|
S4 |
2.311 |
2.353 |
2.563 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.728 |
2.540 |
0.188 |
7.3% |
0.059 |
2.3% |
15% |
False |
True |
28,191 |
10 |
2.791 |
2.540 |
0.251 |
9.8% |
0.075 |
2.9% |
12% |
False |
True |
36,488 |
20 |
2.822 |
2.540 |
0.282 |
11.0% |
0.074 |
2.9% |
10% |
False |
True |
33,005 |
40 |
3.031 |
2.540 |
0.491 |
19.1% |
0.082 |
3.2% |
6% |
False |
True |
27,358 |
60 |
3.134 |
2.540 |
0.594 |
23.1% |
0.090 |
3.5% |
5% |
False |
True |
24,115 |
80 |
3.264 |
2.540 |
0.724 |
28.2% |
0.102 |
4.0% |
4% |
False |
True |
20,598 |
100 |
3.666 |
2.540 |
1.126 |
43.8% |
0.098 |
3.8% |
3% |
False |
True |
17,243 |
120 |
3.900 |
2.540 |
1.360 |
52.9% |
0.094 |
3.7% |
2% |
False |
True |
14,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.792 |
2.618 |
2.714 |
1.618 |
2.666 |
1.000 |
2.636 |
0.618 |
2.618 |
HIGH |
2.588 |
0.618 |
2.570 |
0.500 |
2.564 |
0.382 |
2.558 |
LOW |
2.540 |
0.618 |
2.510 |
1.000 |
2.492 |
1.618 |
2.462 |
2.618 |
2.414 |
4.250 |
2.336 |
|
|
Fisher Pivots for day following 27-Apr-2015 |
Pivot |
1 day |
3 day |
R1 |
2.567 |
2.625 |
PP |
2.566 |
2.606 |
S1 |
2.564 |
2.588 |
|