NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.784 |
2.733 |
-0.051 |
-1.8% |
2.705 |
| High |
2.793 |
2.756 |
-0.037 |
-1.3% |
2.935 |
| Low |
2.712 |
2.649 |
-0.063 |
-2.3% |
2.680 |
| Close |
2.723 |
2.672 |
-0.051 |
-1.9% |
2.786 |
| Range |
0.081 |
0.107 |
0.026 |
32.1% |
0.255 |
| ATR |
0.120 |
0.119 |
-0.001 |
-0.8% |
0.000 |
| Volume |
54,868 |
49,630 |
-5,238 |
-9.5% |
682,046 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.013 |
2.950 |
2.731 |
|
| R3 |
2.906 |
2.843 |
2.701 |
|
| R2 |
2.799 |
2.799 |
2.692 |
|
| R1 |
2.736 |
2.736 |
2.682 |
2.714 |
| PP |
2.692 |
2.692 |
2.692 |
2.682 |
| S1 |
2.629 |
2.629 |
2.662 |
2.607 |
| S2 |
2.585 |
2.585 |
2.652 |
|
| S3 |
2.478 |
2.522 |
2.643 |
|
| S4 |
2.371 |
2.415 |
2.613 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.565 |
3.431 |
2.926 |
|
| R3 |
3.310 |
3.176 |
2.856 |
|
| R2 |
3.055 |
3.055 |
2.833 |
|
| R1 |
2.921 |
2.921 |
2.809 |
2.988 |
| PP |
2.800 |
2.800 |
2.800 |
2.834 |
| S1 |
2.666 |
2.666 |
2.763 |
2.733 |
| S2 |
2.545 |
2.545 |
2.739 |
|
| S3 |
2.290 |
2.411 |
2.716 |
|
| S4 |
2.035 |
2.156 |
2.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.919 |
2.649 |
0.270 |
10.1% |
0.097 |
3.6% |
9% |
False |
True |
89,769 |
| 10 |
2.935 |
2.649 |
0.286 |
10.7% |
0.107 |
4.0% |
8% |
False |
True |
108,121 |
| 20 |
2.935 |
2.641 |
0.294 |
11.0% |
0.105 |
3.9% |
11% |
False |
False |
114,651 |
| 40 |
3.045 |
2.589 |
0.456 |
17.1% |
0.121 |
4.5% |
18% |
False |
False |
107,314 |
| 60 |
3.194 |
2.589 |
0.605 |
22.6% |
0.131 |
4.9% |
14% |
False |
False |
88,660 |
| 80 |
3.666 |
2.589 |
1.077 |
40.3% |
0.125 |
4.7% |
8% |
False |
False |
74,210 |
| 100 |
3.895 |
2.589 |
1.306 |
48.9% |
0.120 |
4.5% |
6% |
False |
False |
67,013 |
| 120 |
3.895 |
2.589 |
1.306 |
48.9% |
0.111 |
4.1% |
6% |
False |
False |
58,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.211 |
|
2.618 |
3.036 |
|
1.618 |
2.929 |
|
1.000 |
2.863 |
|
0.618 |
2.822 |
|
HIGH |
2.756 |
|
0.618 |
2.715 |
|
0.500 |
2.703 |
|
0.382 |
2.690 |
|
LOW |
2.649 |
|
0.618 |
2.583 |
|
1.000 |
2.542 |
|
1.618 |
2.476 |
|
2.618 |
2.369 |
|
4.250 |
2.194 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.703 |
2.730 |
| PP |
2.692 |
2.710 |
| S1 |
2.682 |
2.691 |
|