NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.693 |
2.716 |
0.023 |
0.9% |
2.691 |
| High |
2.741 |
2.848 |
0.107 |
3.9% |
2.870 |
| Low |
2.683 |
2.662 |
-0.021 |
-0.8% |
2.641 |
| Close |
2.732 |
2.824 |
0.092 |
3.4% |
2.839 |
| Range |
0.058 |
0.186 |
0.128 |
220.7% |
0.229 |
| ATR |
0.123 |
0.128 |
0.004 |
3.7% |
0.000 |
| Volume |
87,604 |
149,112 |
61,508 |
70.2% |
560,458 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.336 |
3.266 |
2.926 |
|
| R3 |
3.150 |
3.080 |
2.875 |
|
| R2 |
2.964 |
2.964 |
2.858 |
|
| R1 |
2.894 |
2.894 |
2.841 |
2.929 |
| PP |
2.778 |
2.778 |
2.778 |
2.796 |
| S1 |
2.708 |
2.708 |
2.807 |
2.743 |
| S2 |
2.592 |
2.592 |
2.790 |
|
| S3 |
2.406 |
2.522 |
2.773 |
|
| S4 |
2.220 |
2.336 |
2.722 |
|
|
| 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 |
2.662 |
0.208 |
7.4% |
0.112 |
4.0% |
78% |
False |
True |
134,768 |
| 10 |
2.888 |
2.641 |
0.247 |
8.7% |
0.109 |
3.9% |
74% |
False |
False |
121,765 |
| 20 |
3.045 |
2.641 |
0.404 |
14.3% |
0.128 |
4.5% |
45% |
False |
False |
123,630 |
| 40 |
3.194 |
2.589 |
0.605 |
21.4% |
0.133 |
4.7% |
39% |
False |
False |
92,749 |
| 60 |
3.613 |
2.589 |
1.024 |
36.3% |
0.132 |
4.7% |
23% |
False |
False |
73,363 |
| 80 |
3.848 |
2.589 |
1.259 |
44.6% |
0.124 |
4.4% |
19% |
False |
False |
63,709 |
| 100 |
3.895 |
2.589 |
1.306 |
46.2% |
0.116 |
4.1% |
18% |
False |
False |
56,348 |
| 120 |
3.910 |
2.589 |
1.321 |
46.8% |
0.107 |
3.8% |
18% |
False |
False |
48,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.639 |
|
2.618 |
3.335 |
|
1.618 |
3.149 |
|
1.000 |
3.034 |
|
0.618 |
2.963 |
|
HIGH |
2.848 |
|
0.618 |
2.777 |
|
0.500 |
2.755 |
|
0.382 |
2.733 |
|
LOW |
2.662 |
|
0.618 |
2.547 |
|
1.000 |
2.476 |
|
1.618 |
2.361 |
|
2.618 |
2.175 |
|
4.250 |
1.872 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.801 |
2.801 |
| PP |
2.778 |
2.778 |
| S1 |
2.755 |
2.755 |
|