NYMEX Natural Gas Future September 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 |
2.810 |
2.730 |
-0.080 |
-2.8% |
2.625 |
| High |
2.810 |
2.730 |
-0.080 |
-2.8% |
2.810 |
| Low |
2.755 |
2.669 |
-0.086 |
-3.1% |
2.608 |
| Close |
2.765 |
2.674 |
-0.091 |
-3.3% |
2.765 |
| Range |
0.055 |
0.061 |
0.006 |
10.9% |
0.202 |
| ATR |
0.083 |
0.084 |
0.001 |
1.2% |
0.000 |
| Volume |
27,202 |
8,200 |
-19,002 |
-69.9% |
81,831 |
|
| Daily Pivots for day following 20-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.874 |
2.835 |
2.708 |
|
| R3 |
2.813 |
2.774 |
2.691 |
|
| R2 |
2.752 |
2.752 |
2.685 |
|
| R1 |
2.713 |
2.713 |
2.680 |
2.702 |
| PP |
2.691 |
2.691 |
2.691 |
2.686 |
| S1 |
2.652 |
2.652 |
2.668 |
2.641 |
| S2 |
2.630 |
2.630 |
2.663 |
|
| S3 |
2.569 |
2.591 |
2.657 |
|
| S4 |
2.508 |
2.530 |
2.640 |
|
|
| Weekly Pivots for week ending 17-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.334 |
3.251 |
2.876 |
|
| R3 |
3.132 |
3.049 |
2.821 |
|
| R2 |
2.930 |
2.930 |
2.802 |
|
| R1 |
2.847 |
2.847 |
2.784 |
2.889 |
| PP |
2.728 |
2.728 |
2.728 |
2.748 |
| S1 |
2.645 |
2.645 |
2.746 |
2.687 |
| S2 |
2.526 |
2.526 |
2.728 |
|
| S3 |
2.324 |
2.443 |
2.709 |
|
| S4 |
2.122 |
2.241 |
2.654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.810 |
2.617 |
0.193 |
7.2% |
0.080 |
3.0% |
30% |
False |
False |
15,703 |
| 10 |
2.838 |
2.608 |
0.230 |
8.6% |
0.073 |
2.7% |
29% |
False |
False |
13,510 |
| 20 |
2.945 |
2.608 |
0.337 |
12.6% |
0.069 |
2.6% |
20% |
False |
False |
11,608 |
| 40 |
3.116 |
2.608 |
0.508 |
19.0% |
0.081 |
3.0% |
13% |
False |
False |
10,512 |
| 60 |
3.116 |
2.608 |
0.508 |
19.0% |
0.087 |
3.3% |
13% |
False |
False |
9,379 |
| 80 |
3.257 |
2.608 |
0.649 |
24.3% |
0.096 |
3.6% |
10% |
False |
False |
8,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.989 |
|
2.618 |
2.890 |
|
1.618 |
2.829 |
|
1.000 |
2.791 |
|
0.618 |
2.768 |
|
HIGH |
2.730 |
|
0.618 |
2.707 |
|
0.500 |
2.700 |
|
0.382 |
2.692 |
|
LOW |
2.669 |
|
0.618 |
2.631 |
|
1.000 |
2.608 |
|
1.618 |
2.570 |
|
2.618 |
2.509 |
|
4.250 |
2.410 |
|
|
| Fisher Pivots for day following 20-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.700 |
2.740 |
| PP |
2.691 |
2.718 |
| S1 |
2.683 |
2.696 |
|