NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.733 |
2.666 |
-0.067 |
-2.5% |
2.741 |
| High |
2.756 |
2.675 |
-0.081 |
-2.9% |
2.810 |
| Low |
2.649 |
2.578 |
-0.071 |
-2.7% |
2.578 |
| Close |
2.672 |
2.590 |
-0.082 |
-3.1% |
2.590 |
| Range |
0.107 |
0.097 |
-0.010 |
-9.3% |
0.232 |
| ATR |
0.119 |
0.118 |
-0.002 |
-1.3% |
0.000 |
| Volume |
49,630 |
12,667 |
-36,963 |
-74.5% |
315,968 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.905 |
2.845 |
2.643 |
|
| R3 |
2.808 |
2.748 |
2.617 |
|
| R2 |
2.711 |
2.711 |
2.608 |
|
| R1 |
2.651 |
2.651 |
2.599 |
2.633 |
| PP |
2.614 |
2.614 |
2.614 |
2.605 |
| S1 |
2.554 |
2.554 |
2.581 |
2.536 |
| S2 |
2.517 |
2.517 |
2.572 |
|
| S3 |
2.420 |
2.457 |
2.563 |
|
| S4 |
2.323 |
2.360 |
2.537 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.355 |
3.205 |
2.718 |
|
| R3 |
3.123 |
2.973 |
2.654 |
|
| R2 |
2.891 |
2.891 |
2.633 |
|
| R1 |
2.741 |
2.741 |
2.611 |
2.700 |
| PP |
2.659 |
2.659 |
2.659 |
2.639 |
| S1 |
2.509 |
2.509 |
2.569 |
2.468 |
| S2 |
2.427 |
2.427 |
2.547 |
|
| S3 |
2.195 |
2.277 |
2.526 |
|
| S4 |
1.963 |
2.045 |
2.462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.810 |
2.578 |
0.232 |
9.0% |
0.085 |
3.3% |
5% |
False |
True |
63,193 |
| 10 |
2.935 |
2.578 |
0.357 |
13.8% |
0.108 |
4.2% |
3% |
False |
True |
99,801 |
| 20 |
2.935 |
2.578 |
0.357 |
13.8% |
0.107 |
4.1% |
3% |
False |
True |
110,345 |
| 40 |
3.045 |
2.578 |
0.467 |
18.0% |
0.117 |
4.5% |
3% |
False |
True |
106,422 |
| 60 |
3.194 |
2.578 |
0.616 |
23.8% |
0.132 |
5.1% |
2% |
False |
True |
88,401 |
| 80 |
3.655 |
2.578 |
1.077 |
41.6% |
0.125 |
4.8% |
1% |
False |
True |
74,084 |
| 100 |
3.895 |
2.578 |
1.317 |
50.8% |
0.120 |
4.6% |
1% |
False |
True |
66,961 |
| 120 |
3.895 |
2.578 |
1.317 |
50.8% |
0.111 |
4.3% |
1% |
False |
True |
58,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.087 |
|
2.618 |
2.929 |
|
1.618 |
2.832 |
|
1.000 |
2.772 |
|
0.618 |
2.735 |
|
HIGH |
2.675 |
|
0.618 |
2.638 |
|
0.500 |
2.627 |
|
0.382 |
2.615 |
|
LOW |
2.578 |
|
0.618 |
2.518 |
|
1.000 |
2.481 |
|
1.618 |
2.421 |
|
2.618 |
2.324 |
|
4.250 |
2.166 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.627 |
2.686 |
| PP |
2.614 |
2.654 |
| S1 |
2.602 |
2.622 |
|