NYMEX Natural Gas Future August 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 |
2.882 |
2.816 |
-0.066 |
-2.3% |
2.873 |
| High |
2.890 |
2.816 |
-0.074 |
-2.6% |
2.954 |
| Low |
2.805 |
2.754 |
-0.051 |
-1.8% |
2.754 |
| Close |
2.822 |
2.778 |
-0.044 |
-1.6% |
2.778 |
| Range |
0.085 |
0.062 |
-0.023 |
-27.1% |
0.200 |
| ATR |
0.098 |
0.096 |
-0.002 |
-2.2% |
0.000 |
| Volume |
13,904 |
15,754 |
1,850 |
13.3% |
71,955 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.969 |
2.935 |
2.812 |
|
| R3 |
2.907 |
2.873 |
2.795 |
|
| R2 |
2.845 |
2.845 |
2.789 |
|
| R1 |
2.811 |
2.811 |
2.784 |
2.797 |
| PP |
2.783 |
2.783 |
2.783 |
2.776 |
| S1 |
2.749 |
2.749 |
2.772 |
2.735 |
| S2 |
2.721 |
2.721 |
2.767 |
|
| S3 |
2.659 |
2.687 |
2.761 |
|
| S4 |
2.597 |
2.625 |
2.744 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.429 |
3.303 |
2.888 |
|
| R3 |
3.229 |
3.103 |
2.833 |
|
| R2 |
3.029 |
3.029 |
2.815 |
|
| R1 |
2.903 |
2.903 |
2.796 |
2.866 |
| PP |
2.829 |
2.829 |
2.829 |
2.810 |
| S1 |
2.703 |
2.703 |
2.760 |
2.666 |
| S2 |
2.629 |
2.629 |
2.741 |
|
| S3 |
2.429 |
2.503 |
2.723 |
|
| S4 |
2.229 |
2.303 |
2.668 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.954 |
2.754 |
0.200 |
7.2% |
0.068 |
2.4% |
12% |
False |
True |
14,391 |
| 10 |
3.050 |
2.754 |
0.296 |
10.7% |
0.088 |
3.2% |
8% |
False |
True |
12,982 |
| 20 |
3.050 |
2.754 |
0.296 |
10.7% |
0.085 |
3.1% |
8% |
False |
True |
10,651 |
| 40 |
3.125 |
2.746 |
0.379 |
13.6% |
0.092 |
3.3% |
8% |
False |
False |
9,162 |
| 60 |
3.268 |
2.746 |
0.522 |
18.8% |
0.104 |
3.7% |
6% |
False |
False |
8,209 |
| 80 |
3.674 |
2.746 |
0.928 |
33.4% |
0.097 |
3.5% |
3% |
False |
False |
6,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.080 |
|
2.618 |
2.978 |
|
1.618 |
2.916 |
|
1.000 |
2.878 |
|
0.618 |
2.854 |
|
HIGH |
2.816 |
|
0.618 |
2.792 |
|
0.500 |
2.785 |
|
0.382 |
2.778 |
|
LOW |
2.754 |
|
0.618 |
2.716 |
|
1.000 |
2.692 |
|
1.618 |
2.654 |
|
2.618 |
2.592 |
|
4.250 |
2.491 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.785 |
2.841 |
| PP |
2.783 |
2.820 |
| S1 |
2.780 |
2.799 |
|