NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 20-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2015 |
20-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2.802 |
2.717 |
-0.085 |
-3.0% |
2.625 |
| High |
2.802 |
2.719 |
-0.083 |
-3.0% |
2.803 |
| Low |
2.752 |
2.663 |
-0.089 |
-3.2% |
2.603 |
| Close |
2.760 |
2.667 |
-0.093 |
-3.4% |
2.760 |
| Range |
0.050 |
0.056 |
0.006 |
12.0% |
0.200 |
| ATR |
0.085 |
0.085 |
0.001 |
1.1% |
0.000 |
| Volume |
18,820 |
9,417 |
-9,403 |
-50.0% |
92,239 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.851 |
2.815 |
2.698 |
|
| R3 |
2.795 |
2.759 |
2.682 |
|
| R2 |
2.739 |
2.739 |
2.677 |
|
| R1 |
2.703 |
2.703 |
2.672 |
2.693 |
| PP |
2.683 |
2.683 |
2.683 |
2.678 |
| S1 |
2.647 |
2.647 |
2.662 |
2.637 |
| S2 |
2.627 |
2.627 |
2.657 |
|
| S3 |
2.571 |
2.591 |
2.652 |
|
| S4 |
2.515 |
2.535 |
2.636 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.322 |
3.241 |
2.870 |
|
| R3 |
3.122 |
3.041 |
2.815 |
|
| R2 |
2.922 |
2.922 |
2.797 |
|
| R1 |
2.841 |
2.841 |
2.778 |
2.882 |
| PP |
2.722 |
2.722 |
2.722 |
2.742 |
| S1 |
2.641 |
2.641 |
2.742 |
2.682 |
| S2 |
2.522 |
2.522 |
2.723 |
|
| S3 |
2.322 |
2.441 |
2.705 |
|
| S4 |
2.122 |
2.241 |
2.650 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.803 |
2.612 |
0.191 |
7.2% |
0.079 |
3.0% |
29% |
False |
False |
16,695 |
| 10 |
2.840 |
2.603 |
0.237 |
8.9% |
0.074 |
2.8% |
27% |
False |
False |
14,879 |
| 20 |
2.954 |
2.603 |
0.351 |
13.2% |
0.072 |
2.7% |
18% |
False |
False |
13,483 |
| 40 |
3.125 |
2.603 |
0.522 |
19.6% |
0.083 |
3.1% |
12% |
False |
False |
11,643 |
| 60 |
3.125 |
2.603 |
0.522 |
19.6% |
0.088 |
3.3% |
12% |
False |
False |
9,806 |
| 80 |
3.268 |
2.603 |
0.665 |
24.9% |
0.096 |
3.6% |
10% |
False |
False |
8,858 |
| 100 |
3.800 |
2.603 |
1.197 |
44.9% |
0.092 |
3.5% |
5% |
False |
False |
7,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.957 |
|
2.618 |
2.866 |
|
1.618 |
2.810 |
|
1.000 |
2.775 |
|
0.618 |
2.754 |
|
HIGH |
2.719 |
|
0.618 |
2.698 |
|
0.500 |
2.691 |
|
0.382 |
2.684 |
|
LOW |
2.663 |
|
0.618 |
2.628 |
|
1.000 |
2.607 |
|
1.618 |
2.572 |
|
2.618 |
2.516 |
|
4.250 |
2.425 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.691 |
2.733 |
| PP |
2.683 |
2.711 |
| S1 |
2.675 |
2.689 |
|