NYMEX Natural Gas Future August 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 |
2.672 |
2.802 |
0.130 |
4.9% |
2.600 |
| High |
2.837 |
2.873 |
0.036 |
1.3% |
2.873 |
| Low |
2.641 |
2.786 |
0.145 |
5.5% |
2.569 |
| Close |
2.820 |
2.849 |
0.029 |
1.0% |
2.849 |
| Range |
0.196 |
0.087 |
-0.109 |
-55.6% |
0.304 |
| ATR |
0.087 |
0.087 |
0.000 |
0.0% |
0.000 |
| Volume |
14,491 |
30,033 |
15,542 |
107.3% |
87,680 |
|
| Daily Pivots for day following 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.097 |
3.060 |
2.897 |
|
| R3 |
3.010 |
2.973 |
2.873 |
|
| R2 |
2.923 |
2.923 |
2.865 |
|
| R1 |
2.886 |
2.886 |
2.857 |
2.905 |
| PP |
2.836 |
2.836 |
2.836 |
2.845 |
| S1 |
2.799 |
2.799 |
2.841 |
2.818 |
| S2 |
2.749 |
2.749 |
2.833 |
|
| S3 |
2.662 |
2.712 |
2.825 |
|
| S4 |
2.575 |
2.625 |
2.801 |
|
|
| Weekly Pivots for week ending 01-May-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.676 |
3.566 |
3.016 |
|
| R3 |
3.372 |
3.262 |
2.933 |
|
| R2 |
3.068 |
3.068 |
2.905 |
|
| R1 |
2.958 |
2.958 |
2.877 |
3.013 |
| PP |
2.764 |
2.764 |
2.764 |
2.791 |
| S1 |
2.654 |
2.654 |
2.821 |
2.709 |
| S2 |
2.460 |
2.460 |
2.793 |
|
| S3 |
2.156 |
2.350 |
2.765 |
|
| S4 |
1.852 |
2.046 |
2.682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.873 |
2.569 |
0.304 |
10.7% |
0.095 |
3.3% |
92% |
True |
False |
17,536 |
| 10 |
2.873 |
2.569 |
0.304 |
10.7% |
0.076 |
2.7% |
92% |
True |
False |
15,294 |
| 20 |
2.873 |
2.569 |
0.304 |
10.7% |
0.075 |
2.6% |
92% |
True |
False |
15,188 |
| 40 |
3.050 |
2.569 |
0.481 |
16.9% |
0.081 |
2.8% |
58% |
False |
False |
13,248 |
| 60 |
3.125 |
2.569 |
0.556 |
19.5% |
0.086 |
3.0% |
50% |
False |
False |
11,457 |
| 80 |
3.268 |
2.569 |
0.699 |
24.5% |
0.093 |
3.3% |
40% |
False |
False |
10,203 |
| 100 |
3.639 |
2.569 |
1.070 |
37.6% |
0.093 |
3.3% |
26% |
False |
False |
8,841 |
| 120 |
3.853 |
2.569 |
1.284 |
45.1% |
0.089 |
3.1% |
22% |
False |
False |
7,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.243 |
|
2.618 |
3.101 |
|
1.618 |
3.014 |
|
1.000 |
2.960 |
|
0.618 |
2.927 |
|
HIGH |
2.873 |
|
0.618 |
2.840 |
|
0.500 |
2.830 |
|
0.382 |
2.819 |
|
LOW |
2.786 |
|
0.618 |
2.732 |
|
1.000 |
2.699 |
|
1.618 |
2.645 |
|
2.618 |
2.558 |
|
4.250 |
2.416 |
|
|
| Fisher Pivots for day following 01-May-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.843 |
2.810 |
| PP |
2.836 |
2.771 |
| S1 |
2.830 |
2.733 |
|