NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.828 |
2.775 |
-0.053 |
-1.9% |
2.691 |
| High |
2.870 |
2.778 |
-0.092 |
-3.2% |
2.870 |
| Low |
2.783 |
2.668 |
-0.115 |
-4.1% |
2.641 |
| Close |
2.839 |
2.678 |
-0.161 |
-5.7% |
2.839 |
| Range |
0.087 |
0.110 |
0.023 |
26.4% |
0.229 |
| ATR |
0.124 |
0.128 |
0.003 |
2.7% |
0.000 |
| Volume |
118,189 |
160,371 |
42,182 |
35.7% |
560,458 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.038 |
2.968 |
2.739 |
|
| R3 |
2.928 |
2.858 |
2.708 |
|
| R2 |
2.818 |
2.818 |
2.698 |
|
| R1 |
2.748 |
2.748 |
2.688 |
2.728 |
| PP |
2.708 |
2.708 |
2.708 |
2.698 |
| S1 |
2.638 |
2.638 |
2.668 |
2.618 |
| S2 |
2.598 |
2.598 |
2.658 |
|
| S3 |
2.488 |
2.528 |
2.648 |
|
| S4 |
2.378 |
2.418 |
2.618 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.470 |
3.384 |
2.965 |
|
| R3 |
3.241 |
3.155 |
2.902 |
|
| R2 |
3.012 |
3.012 |
2.881 |
|
| R1 |
2.926 |
2.926 |
2.860 |
2.969 |
| PP |
2.783 |
2.783 |
2.783 |
2.805 |
| S1 |
2.697 |
2.697 |
2.818 |
2.740 |
| S2 |
2.554 |
2.554 |
2.797 |
|
| S3 |
2.325 |
2.468 |
2.776 |
|
| S4 |
2.096 |
2.239 |
2.713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.870 |
2.641 |
0.229 |
8.6% |
0.096 |
3.6% |
16% |
False |
False |
125,490 |
| 10 |
2.974 |
2.641 |
0.333 |
12.4% |
0.110 |
4.1% |
11% |
False |
False |
127,197 |
| 20 |
3.045 |
2.595 |
0.450 |
16.8% |
0.128 |
4.8% |
18% |
False |
False |
120,931 |
| 40 |
3.194 |
2.589 |
0.605 |
22.6% |
0.133 |
5.0% |
15% |
False |
False |
89,302 |
| 60 |
3.613 |
2.589 |
1.024 |
38.2% |
0.131 |
4.9% |
9% |
False |
False |
70,554 |
| 80 |
3.848 |
2.589 |
1.259 |
47.0% |
0.123 |
4.6% |
7% |
False |
False |
61,768 |
| 100 |
3.895 |
2.589 |
1.306 |
48.8% |
0.115 |
4.3% |
7% |
False |
False |
54,202 |
| 120 |
3.910 |
2.589 |
1.321 |
49.3% |
0.106 |
4.0% |
7% |
False |
False |
47,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.246 |
|
2.618 |
3.066 |
|
1.618 |
2.956 |
|
1.000 |
2.888 |
|
0.618 |
2.846 |
|
HIGH |
2.778 |
|
0.618 |
2.736 |
|
0.500 |
2.723 |
|
0.382 |
2.710 |
|
LOW |
2.668 |
|
0.618 |
2.600 |
|
1.000 |
2.558 |
|
1.618 |
2.490 |
|
2.618 |
2.380 |
|
4.250 |
2.201 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.723 |
2.769 |
| PP |
2.708 |
2.739 |
| S1 |
2.693 |
2.708 |
|