NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.775 |
2.779 |
0.004 |
0.1% |
2.871 |
| High |
2.804 |
2.820 |
0.016 |
0.6% |
2.945 |
| Low |
2.754 |
2.766 |
0.012 |
0.4% |
2.758 |
| Close |
2.785 |
2.786 |
0.001 |
0.0% |
2.781 |
| Range |
0.050 |
0.054 |
0.004 |
8.0% |
0.187 |
| ATR |
0.091 |
0.089 |
-0.003 |
-2.9% |
0.000 |
| Volume |
10,441 |
8,016 |
-2,425 |
-23.2% |
46,713 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.953 |
2.923 |
2.816 |
|
| R3 |
2.899 |
2.869 |
2.801 |
|
| R2 |
2.845 |
2.845 |
2.796 |
|
| R1 |
2.815 |
2.815 |
2.791 |
2.830 |
| PP |
2.791 |
2.791 |
2.791 |
2.798 |
| S1 |
2.761 |
2.761 |
2.781 |
2.776 |
| S2 |
2.737 |
2.737 |
2.776 |
|
| S3 |
2.683 |
2.707 |
2.771 |
|
| S4 |
2.629 |
2.653 |
2.756 |
|
|
| 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 |
2.921 |
2.754 |
0.167 |
6.0% |
0.063 |
2.3% |
19% |
False |
False |
9,113 |
| 10 |
3.025 |
2.754 |
0.271 |
9.7% |
0.080 |
2.9% |
12% |
False |
False |
10,751 |
| 20 |
3.025 |
2.754 |
0.271 |
9.7% |
0.080 |
2.9% |
12% |
False |
False |
9,864 |
| 40 |
3.116 |
2.740 |
0.376 |
13.5% |
0.092 |
3.3% |
12% |
False |
False |
8,744 |
| 60 |
3.257 |
2.740 |
0.517 |
18.6% |
0.101 |
3.6% |
9% |
False |
False |
8,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.050 |
|
2.618 |
2.961 |
|
1.618 |
2.907 |
|
1.000 |
2.874 |
|
0.618 |
2.853 |
|
HIGH |
2.820 |
|
0.618 |
2.799 |
|
0.500 |
2.793 |
|
0.382 |
2.787 |
|
LOW |
2.766 |
|
0.618 |
2.733 |
|
1.000 |
2.712 |
|
1.618 |
2.679 |
|
2.618 |
2.625 |
|
4.250 |
2.537 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.793 |
2.787 |
| PP |
2.791 |
2.787 |
| S1 |
2.788 |
2.786 |
|