NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2.780 |
2.741 |
-0.039 |
-1.4% |
2.873 |
| High |
2.806 |
2.849 |
0.043 |
1.5% |
2.954 |
| Low |
2.730 |
2.737 |
0.007 |
0.3% |
2.754 |
| Close |
2.747 |
2.847 |
0.100 |
3.6% |
2.778 |
| Range |
0.076 |
0.112 |
0.036 |
47.4% |
0.200 |
| ATR |
0.089 |
0.091 |
0.002 |
1.8% |
0.000 |
| Volume |
7,347 |
11,257 |
3,910 |
53.2% |
71,955 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.147 |
3.109 |
2.909 |
|
| R3 |
3.035 |
2.997 |
2.878 |
|
| R2 |
2.923 |
2.923 |
2.868 |
|
| R1 |
2.885 |
2.885 |
2.857 |
2.904 |
| PP |
2.811 |
2.811 |
2.811 |
2.821 |
| S1 |
2.773 |
2.773 |
2.837 |
2.792 |
| S2 |
2.699 |
2.699 |
2.826 |
|
| S3 |
2.587 |
2.661 |
2.816 |
|
| S4 |
2.475 |
2.549 |
2.785 |
|
|
| 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 |
2.849 |
2.730 |
0.119 |
4.2% |
0.072 |
2.5% |
98% |
True |
False |
10,642 |
| 10 |
3.035 |
2.730 |
0.305 |
10.7% |
0.076 |
2.7% |
38% |
False |
False |
12,591 |
| 20 |
3.050 |
2.730 |
0.320 |
11.2% |
0.086 |
3.0% |
37% |
False |
False |
11,308 |
| 40 |
3.125 |
2.730 |
0.395 |
13.9% |
0.091 |
3.2% |
30% |
False |
False |
9,591 |
| 60 |
3.268 |
2.730 |
0.538 |
18.9% |
0.099 |
3.5% |
22% |
False |
False |
8,541 |
| 80 |
3.639 |
2.730 |
0.909 |
31.9% |
0.097 |
3.4% |
13% |
False |
False |
7,255 |
| 100 |
3.853 |
2.730 |
1.123 |
39.4% |
0.092 |
3.2% |
10% |
False |
False |
6,270 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.325 |
|
2.618 |
3.142 |
|
1.618 |
3.030 |
|
1.000 |
2.961 |
|
0.618 |
2.918 |
|
HIGH |
2.849 |
|
0.618 |
2.806 |
|
0.500 |
2.793 |
|
0.382 |
2.780 |
|
LOW |
2.737 |
|
0.618 |
2.668 |
|
1.000 |
2.625 |
|
1.618 |
2.556 |
|
2.618 |
2.444 |
|
4.250 |
2.261 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.828 |
| PP |
2.811 |
2.809 |
| S1 |
2.793 |
2.790 |
|