NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.775 |
2.693 |
-0.082 |
-3.0% |
2.691 |
| High |
2.778 |
2.741 |
-0.037 |
-1.3% |
2.870 |
| Low |
2.668 |
2.683 |
0.015 |
0.6% |
2.641 |
| Close |
2.678 |
2.732 |
0.054 |
2.0% |
2.839 |
| Range |
0.110 |
0.058 |
-0.052 |
-47.3% |
0.229 |
| ATR |
0.128 |
0.123 |
-0.005 |
-3.6% |
0.000 |
| Volume |
160,371 |
87,604 |
-72,767 |
-45.4% |
560,458 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.893 |
2.870 |
2.764 |
|
| R3 |
2.835 |
2.812 |
2.748 |
|
| R2 |
2.777 |
2.777 |
2.743 |
|
| R1 |
2.754 |
2.754 |
2.737 |
2.766 |
| PP |
2.719 |
2.719 |
2.719 |
2.724 |
| S1 |
2.696 |
2.696 |
2.727 |
2.708 |
| S2 |
2.661 |
2.661 |
2.721 |
|
| S3 |
2.603 |
2.638 |
2.716 |
|
| S4 |
2.545 |
2.580 |
2.700 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.470 |
3.384 |
2.965 |
|
| R3 |
3.241 |
3.155 |
2.902 |
|
| R2 |
3.012 |
3.012 |
2.881 |
|
| R1 |
2.926 |
2.926 |
2.860 |
2.969 |
| PP |
2.783 |
2.783 |
2.783 |
2.805 |
| S1 |
2.697 |
2.697 |
2.818 |
2.740 |
| S2 |
2.554 |
2.554 |
2.797 |
|
| S3 |
2.325 |
2.468 |
2.776 |
|
| S4 |
2.096 |
2.239 |
2.713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.870 |
2.668 |
0.202 |
7.4% |
0.089 |
3.3% |
32% |
False |
False |
125,010 |
| 10 |
2.948 |
2.641 |
0.307 |
11.2% |
0.102 |
3.7% |
30% |
False |
False |
119,199 |
| 20 |
3.045 |
2.639 |
0.406 |
14.9% |
0.125 |
4.6% |
23% |
False |
False |
121,328 |
| 40 |
3.194 |
2.589 |
0.605 |
22.1% |
0.132 |
4.8% |
24% |
False |
False |
90,235 |
| 60 |
3.613 |
2.589 |
1.024 |
37.5% |
0.131 |
4.8% |
14% |
False |
False |
71,493 |
| 80 |
3.848 |
2.589 |
1.259 |
46.1% |
0.123 |
4.5% |
11% |
False |
False |
62,288 |
| 100 |
3.895 |
2.589 |
1.306 |
47.8% |
0.114 |
4.2% |
11% |
False |
False |
55,000 |
| 120 |
3.910 |
2.589 |
1.321 |
48.4% |
0.106 |
3.9% |
11% |
False |
False |
47,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.988 |
|
2.618 |
2.893 |
|
1.618 |
2.835 |
|
1.000 |
2.799 |
|
0.618 |
2.777 |
|
HIGH |
2.741 |
|
0.618 |
2.719 |
|
0.500 |
2.712 |
|
0.382 |
2.705 |
|
LOW |
2.683 |
|
0.618 |
2.647 |
|
1.000 |
2.625 |
|
1.618 |
2.589 |
|
2.618 |
2.531 |
|
4.250 |
2.437 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.725 |
2.769 |
| PP |
2.719 |
2.757 |
| S1 |
2.712 |
2.744 |
|