NYMEX Natural Gas Future July 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 |
2.827 |
2.785 |
-0.042 |
-1.5% |
2.795 |
| High |
2.868 |
2.935 |
0.067 |
2.3% |
2.935 |
| Low |
2.761 |
2.776 |
0.015 |
0.5% |
2.761 |
| Close |
2.785 |
2.928 |
0.143 |
5.1% |
2.928 |
| Range |
0.107 |
0.159 |
0.052 |
48.6% |
0.174 |
| ATR |
0.090 |
0.095 |
0.005 |
5.5% |
0.000 |
| Volume |
61,654 |
77,183 |
15,529 |
25.2% |
238,960 |
|
| Daily Pivots for day following 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.301 |
3.015 |
|
| R3 |
3.198 |
3.142 |
2.972 |
|
| R2 |
3.039 |
3.039 |
2.957 |
|
| R1 |
2.983 |
2.983 |
2.943 |
3.011 |
| PP |
2.880 |
2.880 |
2.880 |
2.894 |
| S1 |
2.824 |
2.824 |
2.913 |
2.852 |
| S2 |
2.721 |
2.721 |
2.899 |
|
| S3 |
2.562 |
2.665 |
2.884 |
|
| S4 |
2.403 |
2.506 |
2.841 |
|
|
| Weekly Pivots for week ending 08-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.397 |
3.336 |
3.024 |
|
| R3 |
3.223 |
3.162 |
2.976 |
|
| R2 |
3.049 |
3.049 |
2.960 |
|
| R1 |
2.988 |
2.988 |
2.944 |
3.019 |
| PP |
2.875 |
2.875 |
2.875 |
2.890 |
| S1 |
2.814 |
2.814 |
2.912 |
2.845 |
| S2 |
2.701 |
2.701 |
2.896 |
|
| S3 |
2.527 |
2.640 |
2.880 |
|
| S4 |
2.353 |
2.466 |
2.832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.935 |
2.761 |
0.174 |
5.9% |
0.096 |
3.3% |
96% |
True |
False |
47,792 |
| 10 |
2.935 |
2.540 |
0.395 |
13.5% |
0.101 |
3.4% |
98% |
True |
False |
42,858 |
| 20 |
2.935 |
2.540 |
0.395 |
13.5% |
0.089 |
3.0% |
98% |
True |
False |
41,599 |
| 40 |
3.031 |
2.540 |
0.491 |
16.8% |
0.086 |
2.9% |
79% |
False |
False |
33,875 |
| 60 |
3.134 |
2.540 |
0.594 |
20.3% |
0.093 |
3.2% |
65% |
False |
False |
28,881 |
| 80 |
3.264 |
2.540 |
0.724 |
24.7% |
0.099 |
3.4% |
54% |
False |
False |
24,889 |
| 100 |
3.650 |
2.540 |
1.110 |
37.9% |
0.101 |
3.4% |
35% |
False |
False |
21,004 |
| 120 |
3.812 |
2.540 |
1.272 |
43.4% |
0.096 |
3.3% |
31% |
False |
False |
18,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.611 |
|
2.618 |
3.351 |
|
1.618 |
3.192 |
|
1.000 |
3.094 |
|
0.618 |
3.033 |
|
HIGH |
2.935 |
|
0.618 |
2.874 |
|
0.500 |
2.856 |
|
0.382 |
2.837 |
|
LOW |
2.776 |
|
0.618 |
2.678 |
|
1.000 |
2.617 |
|
1.618 |
2.519 |
|
2.618 |
2.360 |
|
4.250 |
2.100 |
|
|
| Fisher Pivots for day following 08-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.904 |
2.901 |
| PP |
2.880 |
2.875 |
| S1 |
2.856 |
2.848 |
|