NYMEX Natural Gas Future June 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 |
2.671 |
2.687 |
0.016 |
0.6% |
2.787 |
| High |
2.734 |
2.719 |
-0.015 |
-0.5% |
2.876 |
| Low |
2.671 |
2.633 |
-0.038 |
-1.4% |
2.666 |
| Close |
2.691 |
2.654 |
-0.037 |
-1.4% |
2.688 |
| Range |
0.063 |
0.086 |
0.023 |
36.5% |
0.210 |
| ATR |
0.100 |
0.099 |
-0.001 |
-1.0% |
0.000 |
| Volume |
25,077 |
27,053 |
1,976 |
7.9% |
110,955 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.927 |
2.876 |
2.701 |
|
| R3 |
2.841 |
2.790 |
2.678 |
|
| R2 |
2.755 |
2.755 |
2.670 |
|
| R1 |
2.704 |
2.704 |
2.662 |
2.687 |
| PP |
2.669 |
2.669 |
2.669 |
2.660 |
| S1 |
2.618 |
2.618 |
2.646 |
2.601 |
| S2 |
2.583 |
2.583 |
2.638 |
|
| S3 |
2.497 |
2.532 |
2.630 |
|
| S4 |
2.411 |
2.446 |
2.607 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.373 |
3.241 |
2.804 |
|
| R3 |
3.163 |
3.031 |
2.746 |
|
| R2 |
2.953 |
2.953 |
2.727 |
|
| R1 |
2.821 |
2.821 |
2.707 |
2.782 |
| PP |
2.743 |
2.743 |
2.743 |
2.724 |
| S1 |
2.611 |
2.611 |
2.669 |
2.572 |
| S2 |
2.533 |
2.533 |
2.650 |
|
| S3 |
2.323 |
2.401 |
2.630 |
|
| S4 |
2.113 |
2.191 |
2.573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.821 |
2.633 |
0.188 |
7.1% |
0.077 |
2.9% |
11% |
False |
True |
22,385 |
| 10 |
2.977 |
2.633 |
0.344 |
13.0% |
0.087 |
3.3% |
6% |
False |
True |
24,503 |
| 20 |
2.982 |
2.633 |
0.349 |
13.1% |
0.096 |
3.6% |
6% |
False |
True |
23,507 |
| 40 |
3.096 |
2.633 |
0.463 |
17.4% |
0.103 |
3.9% |
5% |
False |
True |
22,460 |
| 60 |
3.229 |
2.633 |
0.596 |
22.5% |
0.111 |
4.2% |
4% |
False |
True |
19,697 |
| 80 |
3.622 |
2.633 |
0.989 |
37.3% |
0.109 |
4.1% |
2% |
False |
True |
15,919 |
| 100 |
3.823 |
2.633 |
1.190 |
44.8% |
0.103 |
3.9% |
2% |
False |
True |
13,564 |
| 120 |
3.872 |
2.633 |
1.239 |
46.7% |
0.096 |
3.6% |
2% |
False |
True |
11,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.085 |
|
2.618 |
2.944 |
|
1.618 |
2.858 |
|
1.000 |
2.805 |
|
0.618 |
2.772 |
|
HIGH |
2.719 |
|
0.618 |
2.686 |
|
0.500 |
2.676 |
|
0.382 |
2.666 |
|
LOW |
2.633 |
|
0.618 |
2.580 |
|
1.000 |
2.547 |
|
1.618 |
2.494 |
|
2.618 |
2.408 |
|
4.250 |
2.268 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.676 |
2.684 |
| PP |
2.669 |
2.674 |
| S1 |
2.661 |
2.664 |
|