NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2.640 |
2.637 |
-0.003 |
-0.1% |
2.738 |
| High |
2.686 |
2.670 |
-0.016 |
-0.6% |
2.833 |
| Low |
2.622 |
2.583 |
-0.039 |
-1.5% |
2.616 |
| Close |
2.640 |
2.605 |
-0.035 |
-1.3% |
2.639 |
| Range |
0.064 |
0.087 |
0.023 |
35.9% |
0.217 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.2% |
0.000 |
| Volume |
76,705 |
99,015 |
22,310 |
29.1% |
498,589 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.880 |
2.830 |
2.653 |
|
| R3 |
2.793 |
2.743 |
2.629 |
|
| R2 |
2.706 |
2.706 |
2.621 |
|
| R1 |
2.656 |
2.656 |
2.613 |
2.638 |
| PP |
2.619 |
2.619 |
2.619 |
2.610 |
| S1 |
2.569 |
2.569 |
2.597 |
2.551 |
| S2 |
2.532 |
2.532 |
2.589 |
|
| S3 |
2.445 |
2.482 |
2.581 |
|
| S4 |
2.358 |
2.395 |
2.557 |
|
|
| 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 |
2.775 |
2.583 |
0.192 |
7.4% |
0.081 |
3.1% |
11% |
False |
True |
96,213 |
| 10 |
2.946 |
2.583 |
0.363 |
13.9% |
0.092 |
3.5% |
6% |
False |
True |
94,500 |
| 20 |
2.949 |
2.583 |
0.366 |
14.0% |
0.101 |
3.9% |
6% |
False |
True |
82,119 |
| 40 |
3.068 |
2.583 |
0.485 |
18.6% |
0.110 |
4.2% |
5% |
False |
True |
64,725 |
| 60 |
3.200 |
2.583 |
0.617 |
23.7% |
0.117 |
4.5% |
4% |
False |
True |
52,103 |
| 80 |
3.600 |
2.583 |
1.017 |
39.0% |
0.116 |
4.5% |
2% |
False |
True |
42,738 |
| 100 |
3.809 |
2.583 |
1.226 |
47.1% |
0.111 |
4.3% |
2% |
False |
True |
37,021 |
| 120 |
3.853 |
2.583 |
1.270 |
48.8% |
0.104 |
4.0% |
2% |
False |
True |
31,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.040 |
|
2.618 |
2.898 |
|
1.618 |
2.811 |
|
1.000 |
2.757 |
|
0.618 |
2.724 |
|
HIGH |
2.670 |
|
0.618 |
2.637 |
|
0.500 |
2.627 |
|
0.382 |
2.616 |
|
LOW |
2.583 |
|
0.618 |
2.529 |
|
1.000 |
2.496 |
|
1.618 |
2.442 |
|
2.618 |
2.355 |
|
4.250 |
2.213 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.627 |
2.635 |
| PP |
2.619 |
2.625 |
| S1 |
2.612 |
2.615 |
|