NYMEX Natural Gas Future July 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 |
2.856 |
2.792 |
-0.064 |
-2.2% |
2.860 |
| High |
2.863 |
2.795 |
-0.068 |
-2.4% |
2.933 |
| Low |
2.775 |
2.726 |
-0.049 |
-1.8% |
2.726 |
| Close |
2.795 |
2.748 |
-0.047 |
-1.7% |
2.748 |
| Range |
0.088 |
0.069 |
-0.019 |
-21.6% |
0.207 |
| ATR |
0.103 |
0.101 |
-0.002 |
-2.4% |
0.000 |
| Volume |
23,281 |
24,580 |
1,299 |
5.6% |
137,356 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.963 |
2.925 |
2.786 |
|
| R3 |
2.894 |
2.856 |
2.767 |
|
| R2 |
2.825 |
2.825 |
2.761 |
|
| R1 |
2.787 |
2.787 |
2.754 |
2.772 |
| PP |
2.756 |
2.756 |
2.756 |
2.749 |
| S1 |
2.718 |
2.718 |
2.742 |
2.703 |
| S2 |
2.687 |
2.687 |
2.735 |
|
| S3 |
2.618 |
2.649 |
2.729 |
|
| S4 |
2.549 |
2.580 |
2.710 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.423 |
3.293 |
2.862 |
|
| R3 |
3.216 |
3.086 |
2.805 |
|
| R2 |
3.009 |
3.009 |
2.786 |
|
| R1 |
2.879 |
2.879 |
2.767 |
2.841 |
| PP |
2.802 |
2.802 |
2.802 |
2.783 |
| S1 |
2.672 |
2.672 |
2.729 |
2.634 |
| S2 |
2.595 |
2.595 |
2.710 |
|
| S3 |
2.388 |
2.465 |
2.691 |
|
| S4 |
2.181 |
2.258 |
2.634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.933 |
2.726 |
0.207 |
7.5% |
0.073 |
2.7% |
11% |
False |
True |
27,471 |
| 10 |
3.031 |
2.726 |
0.305 |
11.1% |
0.092 |
3.4% |
7% |
False |
True |
26,019 |
| 20 |
3.031 |
2.726 |
0.305 |
11.1% |
0.090 |
3.3% |
7% |
False |
True |
21,710 |
| 40 |
3.134 |
2.726 |
0.408 |
14.8% |
0.098 |
3.6% |
5% |
False |
True |
19,670 |
| 60 |
3.264 |
2.726 |
0.538 |
19.6% |
0.111 |
4.1% |
4% |
False |
True |
16,462 |
| 80 |
3.666 |
2.726 |
0.940 |
34.2% |
0.104 |
3.8% |
2% |
False |
True |
13,303 |
| 100 |
3.900 |
2.726 |
1.174 |
42.7% |
0.099 |
3.6% |
2% |
False |
True |
11,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.088 |
|
2.618 |
2.976 |
|
1.618 |
2.907 |
|
1.000 |
2.864 |
|
0.618 |
2.838 |
|
HIGH |
2.795 |
|
0.618 |
2.769 |
|
0.500 |
2.761 |
|
0.382 |
2.752 |
|
LOW |
2.726 |
|
0.618 |
2.683 |
|
1.000 |
2.657 |
|
1.618 |
2.614 |
|
2.618 |
2.545 |
|
4.250 |
2.433 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.761 |
2.818 |
| PP |
2.756 |
2.794 |
| S1 |
2.752 |
2.771 |
|