NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.818 |
2.775 |
-0.043 |
-1.5% |
2.871 |
| High |
2.818 |
2.804 |
-0.014 |
-0.5% |
2.945 |
| Low |
2.758 |
2.754 |
-0.004 |
-0.1% |
2.758 |
| Close |
2.781 |
2.785 |
0.004 |
0.1% |
2.781 |
| Range |
0.060 |
0.050 |
-0.010 |
-16.7% |
0.187 |
| ATR |
0.094 |
0.091 |
-0.003 |
-3.4% |
0.000 |
| Volume |
9,754 |
10,441 |
687 |
7.0% |
46,713 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.931 |
2.908 |
2.813 |
|
| R3 |
2.881 |
2.858 |
2.799 |
|
| R2 |
2.831 |
2.831 |
2.794 |
|
| R1 |
2.808 |
2.808 |
2.790 |
2.820 |
| PP |
2.781 |
2.781 |
2.781 |
2.787 |
| S1 |
2.758 |
2.758 |
2.780 |
2.770 |
| S2 |
2.731 |
2.731 |
2.776 |
|
| S3 |
2.681 |
2.708 |
2.771 |
|
| S4 |
2.631 |
2.658 |
2.758 |
|
|
| 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 |
2.754 |
0.191 |
6.9% |
0.063 |
2.3% |
16% |
False |
True |
9,429 |
| 10 |
3.025 |
2.754 |
0.271 |
9.7% |
0.083 |
3.0% |
11% |
False |
True |
10,723 |
| 20 |
3.025 |
2.754 |
0.271 |
9.7% |
0.081 |
2.9% |
11% |
False |
True |
9,853 |
| 40 |
3.116 |
2.740 |
0.376 |
13.5% |
0.092 |
3.3% |
12% |
False |
False |
8,650 |
| 60 |
3.257 |
2.740 |
0.517 |
18.6% |
0.103 |
3.7% |
9% |
False |
False |
8,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.017 |
|
2.618 |
2.935 |
|
1.618 |
2.885 |
|
1.000 |
2.854 |
|
0.618 |
2.835 |
|
HIGH |
2.804 |
|
0.618 |
2.785 |
|
0.500 |
2.779 |
|
0.382 |
2.773 |
|
LOW |
2.754 |
|
0.618 |
2.723 |
|
1.000 |
2.704 |
|
1.618 |
2.673 |
|
2.618 |
2.623 |
|
4.250 |
2.542 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.783 |
2.821 |
| PP |
2.781 |
2.809 |
| S1 |
2.779 |
2.797 |
|