NYMEX Natural Gas Future October 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 |
2.812 |
2.775 |
-0.037 |
-1.3% |
2.887 |
| High |
2.834 |
2.880 |
0.046 |
1.6% |
2.977 |
| Low |
2.766 |
2.771 |
0.005 |
0.2% |
2.786 |
| Close |
2.783 |
2.879 |
0.096 |
3.4% |
2.809 |
| Range |
0.068 |
0.109 |
0.041 |
60.3% |
0.191 |
| ATR |
0.088 |
0.090 |
0.001 |
1.7% |
0.000 |
| Volume |
12,151 |
18,803 |
6,652 |
54.7% |
104,576 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.170 |
3.134 |
2.939 |
|
| R3 |
3.061 |
3.025 |
2.909 |
|
| R2 |
2.952 |
2.952 |
2.899 |
|
| R1 |
2.916 |
2.916 |
2.889 |
2.934 |
| PP |
2.843 |
2.843 |
2.843 |
2.853 |
| S1 |
2.807 |
2.807 |
2.869 |
2.825 |
| S2 |
2.734 |
2.734 |
2.859 |
|
| S3 |
2.625 |
2.698 |
2.849 |
|
| S4 |
2.516 |
2.589 |
2.819 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.430 |
3.311 |
2.914 |
|
| R3 |
3.239 |
3.120 |
2.862 |
|
| R2 |
3.048 |
3.048 |
2.844 |
|
| R1 |
2.929 |
2.929 |
2.827 |
2.893 |
| PP |
2.857 |
2.857 |
2.857 |
2.840 |
| S1 |
2.738 |
2.738 |
2.791 |
2.702 |
| S2 |
2.666 |
2.666 |
2.774 |
|
| S3 |
2.475 |
2.547 |
2.756 |
|
| S4 |
2.284 |
2.356 |
2.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.880 |
2.766 |
0.114 |
4.0% |
0.067 |
2.3% |
99% |
True |
False |
14,838 |
| 10 |
3.045 |
2.766 |
0.279 |
9.7% |
0.075 |
2.6% |
41% |
False |
False |
18,932 |
| 20 |
3.045 |
2.766 |
0.279 |
9.7% |
0.083 |
2.9% |
41% |
False |
False |
20,510 |
| 40 |
3.145 |
2.766 |
0.379 |
13.2% |
0.093 |
3.2% |
30% |
False |
False |
21,917 |
| 60 |
3.283 |
2.766 |
0.517 |
18.0% |
0.101 |
3.5% |
22% |
False |
False |
20,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.343 |
|
2.618 |
3.165 |
|
1.618 |
3.056 |
|
1.000 |
2.989 |
|
0.618 |
2.947 |
|
HIGH |
2.880 |
|
0.618 |
2.838 |
|
0.500 |
2.826 |
|
0.382 |
2.813 |
|
LOW |
2.771 |
|
0.618 |
2.704 |
|
1.000 |
2.662 |
|
1.618 |
2.595 |
|
2.618 |
2.486 |
|
4.250 |
2.308 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.861 |
2.860 |
| PP |
2.843 |
2.842 |
| S1 |
2.826 |
2.823 |
|