NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.716 |
2.828 |
0.112 |
4.1% |
2.691 |
| High |
2.848 |
2.864 |
0.016 |
0.6% |
2.870 |
| Low |
2.662 |
2.725 |
0.063 |
2.4% |
2.641 |
| Close |
2.824 |
2.734 |
-0.090 |
-3.2% |
2.839 |
| Range |
0.186 |
0.139 |
-0.047 |
-25.3% |
0.229 |
| ATR |
0.128 |
0.128 |
0.001 |
0.6% |
0.000 |
| Volume |
149,112 |
155,481 |
6,369 |
4.3% |
560,458 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.191 |
3.102 |
2.810 |
|
| R3 |
3.052 |
2.963 |
2.772 |
|
| R2 |
2.913 |
2.913 |
2.759 |
|
| R1 |
2.824 |
2.824 |
2.747 |
2.799 |
| PP |
2.774 |
2.774 |
2.774 |
2.762 |
| S1 |
2.685 |
2.685 |
2.721 |
2.660 |
| S2 |
2.635 |
2.635 |
2.709 |
|
| S3 |
2.496 |
2.546 |
2.696 |
|
| S4 |
2.357 |
2.407 |
2.658 |
|
|
| 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 |
2.662 |
0.208 |
7.6% |
0.116 |
4.2% |
35% |
False |
False |
134,151 |
| 10 |
2.870 |
2.641 |
0.229 |
8.4% |
0.103 |
3.8% |
41% |
False |
False |
121,181 |
| 20 |
3.045 |
2.641 |
0.404 |
14.8% |
0.127 |
4.7% |
23% |
False |
False |
124,891 |
| 40 |
3.194 |
2.589 |
0.605 |
22.1% |
0.134 |
4.9% |
24% |
False |
False |
95,395 |
| 60 |
3.613 |
2.589 |
1.024 |
37.5% |
0.133 |
4.9% |
14% |
False |
False |
75,384 |
| 80 |
3.848 |
2.589 |
1.259 |
46.0% |
0.125 |
4.6% |
12% |
False |
False |
65,329 |
| 100 |
3.895 |
2.589 |
1.306 |
47.8% |
0.116 |
4.3% |
11% |
False |
False |
57,801 |
| 120 |
3.910 |
2.589 |
1.321 |
48.3% |
0.107 |
3.9% |
11% |
False |
False |
50,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.455 |
|
2.618 |
3.228 |
|
1.618 |
3.089 |
|
1.000 |
3.003 |
|
0.618 |
2.950 |
|
HIGH |
2.864 |
|
0.618 |
2.811 |
|
0.500 |
2.795 |
|
0.382 |
2.778 |
|
LOW |
2.725 |
|
0.618 |
2.639 |
|
1.000 |
2.586 |
|
1.618 |
2.500 |
|
2.618 |
2.361 |
|
4.250 |
2.134 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.795 |
2.763 |
| PP |
2.774 |
2.753 |
| S1 |
2.754 |
2.744 |
|