NYMEX Natural Gas Future May 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 |
2.749 |
2.686 |
-0.063 |
-2.3% |
2.738 |
| High |
2.775 |
2.697 |
-0.078 |
-2.8% |
2.833 |
| Low |
2.667 |
2.616 |
-0.051 |
-1.9% |
2.616 |
| Close |
2.688 |
2.639 |
-0.049 |
-1.8% |
2.639 |
| Range |
0.108 |
0.081 |
-0.027 |
-25.0% |
0.217 |
| ATR |
0.114 |
0.112 |
-0.002 |
-2.1% |
0.000 |
| Volume |
126,227 |
101,418 |
-24,809 |
-19.7% |
498,589 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.894 |
2.847 |
2.684 |
|
| R3 |
2.813 |
2.766 |
2.661 |
|
| R2 |
2.732 |
2.732 |
2.654 |
|
| R1 |
2.685 |
2.685 |
2.646 |
2.668 |
| PP |
2.651 |
2.651 |
2.651 |
2.642 |
| S1 |
2.604 |
2.604 |
2.632 |
2.587 |
| S2 |
2.570 |
2.570 |
2.624 |
|
| S3 |
2.489 |
2.523 |
2.617 |
|
| S4 |
2.408 |
2.442 |
2.594 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.347 |
3.210 |
2.758 |
|
| R3 |
3.130 |
2.993 |
2.699 |
|
| R2 |
2.913 |
2.913 |
2.679 |
|
| R1 |
2.776 |
2.776 |
2.659 |
2.736 |
| PP |
2.696 |
2.696 |
2.696 |
2.676 |
| S1 |
2.559 |
2.559 |
2.619 |
2.519 |
| S2 |
2.479 |
2.479 |
2.599 |
|
| S3 |
2.262 |
2.342 |
2.579 |
|
| S4 |
2.045 |
2.125 |
2.520 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.833 |
2.616 |
0.217 |
8.2% |
0.082 |
3.1% |
11% |
False |
True |
99,717 |
| 10 |
2.949 |
2.616 |
0.333 |
12.6% |
0.105 |
4.0% |
7% |
False |
True |
96,332 |
| 20 |
2.949 |
2.616 |
0.333 |
12.6% |
0.103 |
3.9% |
7% |
False |
True |
74,306 |
| 40 |
3.068 |
2.616 |
0.452 |
17.1% |
0.111 |
4.2% |
5% |
False |
True |
60,390 |
| 60 |
3.200 |
2.616 |
0.584 |
22.1% |
0.124 |
4.7% |
4% |
False |
True |
48,643 |
| 80 |
3.616 |
2.616 |
1.000 |
37.9% |
0.117 |
4.4% |
2% |
False |
True |
40,007 |
| 100 |
3.853 |
2.616 |
1.237 |
46.9% |
0.111 |
4.2% |
2% |
False |
True |
34,766 |
| 120 |
3.853 |
2.616 |
1.237 |
46.9% |
0.103 |
3.9% |
2% |
False |
True |
29,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.041 |
|
2.618 |
2.909 |
|
1.618 |
2.828 |
|
1.000 |
2.778 |
|
0.618 |
2.747 |
|
HIGH |
2.697 |
|
0.618 |
2.666 |
|
0.500 |
2.657 |
|
0.382 |
2.647 |
|
LOW |
2.616 |
|
0.618 |
2.566 |
|
1.000 |
2.535 |
|
1.618 |
2.485 |
|
2.618 |
2.404 |
|
4.250 |
2.272 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.657 |
2.715 |
| PP |
2.651 |
2.689 |
| S1 |
2.645 |
2.664 |
|