NYMEX Natural Gas Future May 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 |
2.806 |
2.749 |
-0.057 |
-2.0% |
2.731 |
| High |
2.813 |
2.775 |
-0.038 |
-1.4% |
2.949 |
| Low |
2.732 |
2.667 |
-0.065 |
-2.4% |
2.707 |
| Close |
2.740 |
2.688 |
-0.052 |
-1.9% |
2.803 |
| Range |
0.081 |
0.108 |
0.027 |
33.3% |
0.242 |
| ATR |
0.115 |
0.114 |
0.000 |
-0.4% |
0.000 |
| Volume |
86,440 |
126,227 |
39,787 |
46.0% |
464,737 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.034 |
2.969 |
2.747 |
|
| R3 |
2.926 |
2.861 |
2.718 |
|
| R2 |
2.818 |
2.818 |
2.708 |
|
| R1 |
2.753 |
2.753 |
2.698 |
2.732 |
| PP |
2.710 |
2.710 |
2.710 |
2.699 |
| S1 |
2.645 |
2.645 |
2.678 |
2.624 |
| S2 |
2.602 |
2.602 |
2.668 |
|
| S3 |
2.494 |
2.537 |
2.658 |
|
| S4 |
2.386 |
2.429 |
2.629 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.546 |
3.416 |
2.936 |
|
| R3 |
3.304 |
3.174 |
2.870 |
|
| R2 |
3.062 |
3.062 |
2.847 |
|
| R1 |
2.932 |
2.932 |
2.825 |
2.997 |
| PP |
2.820 |
2.820 |
2.820 |
2.852 |
| S1 |
2.690 |
2.690 |
2.781 |
2.755 |
| S2 |
2.578 |
2.578 |
2.759 |
|
| S3 |
2.336 |
2.448 |
2.736 |
|
| S4 |
2.094 |
2.206 |
2.670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.933 |
2.667 |
0.266 |
9.9% |
0.095 |
3.5% |
8% |
False |
True |
97,648 |
| 10 |
2.949 |
2.667 |
0.282 |
10.5% |
0.105 |
3.9% |
7% |
False |
True |
91,416 |
| 20 |
2.949 |
2.667 |
0.282 |
10.5% |
0.101 |
3.8% |
7% |
False |
True |
71,249 |
| 40 |
3.068 |
2.620 |
0.448 |
16.7% |
0.115 |
4.3% |
15% |
False |
False |
58,375 |
| 60 |
3.200 |
2.620 |
0.580 |
21.6% |
0.123 |
4.6% |
12% |
False |
False |
47,163 |
| 80 |
3.632 |
2.620 |
1.012 |
37.6% |
0.116 |
4.3% |
7% |
False |
False |
38,874 |
| 100 |
3.853 |
2.620 |
1.233 |
45.9% |
0.111 |
4.1% |
6% |
False |
False |
33,784 |
| 120 |
3.853 |
2.620 |
1.233 |
45.9% |
0.103 |
3.8% |
6% |
False |
False |
28,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.234 |
|
2.618 |
3.058 |
|
1.618 |
2.950 |
|
1.000 |
2.883 |
|
0.618 |
2.842 |
|
HIGH |
2.775 |
|
0.618 |
2.734 |
|
0.500 |
2.721 |
|
0.382 |
2.708 |
|
LOW |
2.667 |
|
0.618 |
2.600 |
|
1.000 |
2.559 |
|
1.618 |
2.492 |
|
2.618 |
2.384 |
|
4.250 |
2.208 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.721 |
2.750 |
| PP |
2.710 |
2.729 |
| S1 |
2.699 |
2.709 |
|