NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.749 |
2.705 |
-0.044 |
-1.6% |
2.775 |
| High |
2.759 |
2.748 |
-0.011 |
-0.4% |
2.864 |
| Low |
2.674 |
2.680 |
0.006 |
0.2% |
2.662 |
| Close |
2.727 |
2.716 |
-0.011 |
-0.4% |
2.727 |
| Range |
0.085 |
0.068 |
-0.017 |
-20.0% |
0.202 |
| ATR |
0.125 |
0.121 |
-0.004 |
-3.3% |
0.000 |
| Volume |
95,866 |
82,668 |
-13,198 |
-13.8% |
648,434 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.919 |
2.885 |
2.753 |
|
| R3 |
2.851 |
2.817 |
2.735 |
|
| R2 |
2.783 |
2.783 |
2.728 |
|
| R1 |
2.749 |
2.749 |
2.722 |
2.766 |
| PP |
2.715 |
2.715 |
2.715 |
2.723 |
| S1 |
2.681 |
2.681 |
2.710 |
2.698 |
| S2 |
2.647 |
2.647 |
2.704 |
|
| S3 |
2.579 |
2.613 |
2.697 |
|
| S4 |
2.511 |
2.545 |
2.679 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.244 |
2.838 |
|
| R3 |
3.155 |
3.042 |
2.783 |
|
| R2 |
2.953 |
2.953 |
2.764 |
|
| R1 |
2.840 |
2.840 |
2.746 |
2.796 |
| PP |
2.751 |
2.751 |
2.751 |
2.729 |
| S1 |
2.638 |
2.638 |
2.708 |
2.594 |
| S2 |
2.549 |
2.549 |
2.690 |
|
| S3 |
2.347 |
2.436 |
2.671 |
|
| S4 |
2.145 |
2.234 |
2.616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.864 |
2.662 |
0.202 |
7.4% |
0.107 |
3.9% |
27% |
False |
False |
114,146 |
| 10 |
2.870 |
2.641 |
0.229 |
8.4% |
0.102 |
3.7% |
33% |
False |
False |
119,818 |
| 20 |
3.045 |
2.641 |
0.404 |
14.9% |
0.119 |
4.4% |
19% |
False |
False |
121,389 |
| 40 |
3.081 |
2.589 |
0.492 |
18.1% |
0.125 |
4.6% |
26% |
False |
False |
96,108 |
| 60 |
3.500 |
2.589 |
0.911 |
33.5% |
0.131 |
4.8% |
14% |
False |
False |
77,432 |
| 80 |
3.848 |
2.589 |
1.259 |
46.4% |
0.124 |
4.6% |
10% |
False |
False |
66,799 |
| 100 |
3.895 |
2.589 |
1.306 |
48.1% |
0.117 |
4.3% |
10% |
False |
False |
59,315 |
| 120 |
3.910 |
2.589 |
1.321 |
48.6% |
0.108 |
4.0% |
10% |
False |
False |
51,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.037 |
|
2.618 |
2.926 |
|
1.618 |
2.858 |
|
1.000 |
2.816 |
|
0.618 |
2.790 |
|
HIGH |
2.748 |
|
0.618 |
2.722 |
|
0.500 |
2.714 |
|
0.382 |
2.706 |
|
LOW |
2.680 |
|
0.618 |
2.638 |
|
1.000 |
2.612 |
|
1.618 |
2.570 |
|
2.618 |
2.502 |
|
4.250 |
2.391 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.715 |
2.769 |
| PP |
2.715 |
2.751 |
| S1 |
2.714 |
2.734 |
|