NYMEX Natural Gas Future September 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 |
2.798 |
2.746 |
-0.052 |
-1.9% |
2.871 |
| High |
2.810 |
2.852 |
0.042 |
1.5% |
2.945 |
| Low |
2.741 |
2.746 |
0.005 |
0.2% |
2.758 |
| Close |
2.754 |
2.851 |
0.097 |
3.5% |
2.781 |
| Range |
0.069 |
0.106 |
0.037 |
53.6% |
0.187 |
| ATR |
0.087 |
0.089 |
0.001 |
1.5% |
0.000 |
| Volume |
7,253 |
11,080 |
3,827 |
52.8% |
46,713 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.134 |
3.099 |
2.909 |
|
| R3 |
3.028 |
2.993 |
2.880 |
|
| R2 |
2.922 |
2.922 |
2.870 |
|
| R1 |
2.887 |
2.887 |
2.861 |
2.905 |
| PP |
2.816 |
2.816 |
2.816 |
2.825 |
| S1 |
2.781 |
2.781 |
2.841 |
2.799 |
| S2 |
2.710 |
2.710 |
2.832 |
|
| S3 |
2.604 |
2.675 |
2.822 |
|
| S4 |
2.498 |
2.569 |
2.793 |
|
|
| 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 |
2.852 |
2.741 |
0.111 |
3.9% |
0.068 |
2.4% |
99% |
True |
False |
9,308 |
| 10 |
3.025 |
2.741 |
0.284 |
10.0% |
0.073 |
2.6% |
39% |
False |
False |
9,841 |
| 20 |
3.025 |
2.741 |
0.284 |
10.0% |
0.082 |
2.9% |
39% |
False |
False |
10,172 |
| 40 |
3.116 |
2.740 |
0.376 |
13.2% |
0.091 |
3.2% |
30% |
False |
False |
8,969 |
| 60 |
3.257 |
2.740 |
0.517 |
18.1% |
0.098 |
3.4% |
21% |
False |
False |
8,481 |
| 80 |
3.623 |
2.740 |
0.883 |
31.0% |
0.098 |
3.4% |
13% |
False |
False |
7,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.303 |
|
2.618 |
3.130 |
|
1.618 |
3.024 |
|
1.000 |
2.958 |
|
0.618 |
2.918 |
|
HIGH |
2.852 |
|
0.618 |
2.812 |
|
0.500 |
2.799 |
|
0.382 |
2.786 |
|
LOW |
2.746 |
|
0.618 |
2.680 |
|
1.000 |
2.640 |
|
1.618 |
2.574 |
|
2.618 |
2.468 |
|
4.250 |
2.296 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.834 |
2.833 |
| PP |
2.816 |
2.815 |
| S1 |
2.799 |
2.797 |
|