NYMEX Natural Gas Future September 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 |
2.872 |
2.818 |
-0.054 |
-1.9% |
2.871 |
| High |
2.887 |
2.818 |
-0.069 |
-2.4% |
2.945 |
| Low |
2.805 |
2.758 |
-0.047 |
-1.7% |
2.758 |
| Close |
2.823 |
2.781 |
-0.042 |
-1.5% |
2.781 |
| Range |
0.082 |
0.060 |
-0.022 |
-26.8% |
0.187 |
| ATR |
0.097 |
0.094 |
-0.002 |
-2.3% |
0.000 |
| Volume |
10,796 |
9,754 |
-1,042 |
-9.7% |
46,713 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.966 |
2.933 |
2.814 |
|
| R3 |
2.906 |
2.873 |
2.798 |
|
| R2 |
2.846 |
2.846 |
2.792 |
|
| R1 |
2.813 |
2.813 |
2.787 |
2.800 |
| PP |
2.786 |
2.786 |
2.786 |
2.779 |
| S1 |
2.753 |
2.753 |
2.776 |
2.740 |
| S2 |
2.726 |
2.726 |
2.770 |
|
| S3 |
2.666 |
2.693 |
2.765 |
|
| S4 |
2.606 |
2.633 |
2.748 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.389 |
3.272 |
2.884 |
|
| R3 |
3.202 |
3.085 |
2.832 |
|
| R2 |
3.015 |
3.015 |
2.815 |
|
| R1 |
2.898 |
2.898 |
2.798 |
2.863 |
| PP |
2.828 |
2.828 |
2.828 |
2.811 |
| S1 |
2.711 |
2.711 |
2.764 |
2.676 |
| S2 |
2.641 |
2.641 |
2.747 |
|
| S3 |
2.454 |
2.524 |
2.730 |
|
| S4 |
2.267 |
2.337 |
2.678 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.945 |
2.758 |
0.187 |
6.7% |
0.065 |
2.4% |
12% |
False |
True |
9,342 |
| 10 |
3.025 |
2.758 |
0.267 |
9.6% |
0.084 |
3.0% |
9% |
False |
True |
10,357 |
| 20 |
3.025 |
2.758 |
0.267 |
9.6% |
0.082 |
2.9% |
9% |
False |
True |
9,532 |
| 40 |
3.116 |
2.740 |
0.376 |
13.5% |
0.092 |
3.3% |
11% |
False |
False |
8,625 |
| 60 |
3.257 |
2.740 |
0.517 |
18.6% |
0.104 |
3.7% |
8% |
False |
False |
8,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.073 |
|
2.618 |
2.975 |
|
1.618 |
2.915 |
|
1.000 |
2.878 |
|
0.618 |
2.855 |
|
HIGH |
2.818 |
|
0.618 |
2.795 |
|
0.500 |
2.788 |
|
0.382 |
2.781 |
|
LOW |
2.758 |
|
0.618 |
2.721 |
|
1.000 |
2.698 |
|
1.618 |
2.661 |
|
2.618 |
2.601 |
|
4.250 |
2.503 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.788 |
2.840 |
| PP |
2.786 |
2.820 |
| S1 |
2.783 |
2.801 |
|