NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 01-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2015 |
01-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2.779 |
2.798 |
0.019 |
0.7% |
2.871 |
| High |
2.820 |
2.810 |
-0.010 |
-0.4% |
2.945 |
| Low |
2.766 |
2.741 |
-0.025 |
-0.9% |
2.758 |
| Close |
2.786 |
2.754 |
-0.032 |
-1.1% |
2.781 |
| Range |
0.054 |
0.069 |
0.015 |
27.8% |
0.187 |
| ATR |
0.089 |
0.087 |
-0.001 |
-1.6% |
0.000 |
| Volume |
8,016 |
7,253 |
-763 |
-9.5% |
46,713 |
|
| Daily Pivots for day following 01-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.975 |
2.934 |
2.792 |
|
| R3 |
2.906 |
2.865 |
2.773 |
|
| R2 |
2.837 |
2.837 |
2.767 |
|
| R1 |
2.796 |
2.796 |
2.760 |
2.782 |
| PP |
2.768 |
2.768 |
2.768 |
2.762 |
| S1 |
2.727 |
2.727 |
2.748 |
2.713 |
| S2 |
2.699 |
2.699 |
2.741 |
|
| S3 |
2.630 |
2.658 |
2.735 |
|
| S4 |
2.561 |
2.589 |
2.716 |
|
|
| 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 |
2.887 |
2.741 |
0.146 |
5.3% |
0.063 |
2.3% |
9% |
False |
True |
9,252 |
| 10 |
3.025 |
2.741 |
0.284 |
10.3% |
0.074 |
2.7% |
5% |
False |
True |
10,085 |
| 20 |
3.025 |
2.741 |
0.284 |
10.3% |
0.082 |
3.0% |
5% |
False |
True |
9,935 |
| 40 |
3.116 |
2.740 |
0.376 |
13.7% |
0.091 |
3.3% |
4% |
False |
False |
8,799 |
| 60 |
3.257 |
2.740 |
0.517 |
18.8% |
0.098 |
3.6% |
3% |
False |
False |
8,398 |
| 80 |
3.623 |
2.740 |
0.883 |
32.1% |
0.098 |
3.5% |
2% |
False |
False |
6,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.103 |
|
2.618 |
2.991 |
|
1.618 |
2.922 |
|
1.000 |
2.879 |
|
0.618 |
2.853 |
|
HIGH |
2.810 |
|
0.618 |
2.784 |
|
0.500 |
2.776 |
|
0.382 |
2.767 |
|
LOW |
2.741 |
|
0.618 |
2.698 |
|
1.000 |
2.672 |
|
1.618 |
2.629 |
|
2.618 |
2.560 |
|
4.250 |
2.448 |
|
|
| Fisher Pivots for day following 01-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.776 |
2.781 |
| PP |
2.768 |
2.772 |
| S1 |
2.761 |
2.763 |
|