NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.705 |
2.742 |
0.037 |
1.4% |
2.775 |
| High |
2.748 |
2.858 |
0.110 |
4.0% |
2.864 |
| Low |
2.680 |
2.740 |
0.060 |
2.2% |
2.662 |
| Close |
2.716 |
2.855 |
0.139 |
5.1% |
2.727 |
| Range |
0.068 |
0.118 |
0.050 |
73.5% |
0.202 |
| ATR |
0.121 |
0.123 |
0.001 |
1.2% |
0.000 |
| Volume |
82,668 |
159,236 |
76,568 |
92.6% |
648,434 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.172 |
3.131 |
2.920 |
|
| R3 |
3.054 |
3.013 |
2.887 |
|
| R2 |
2.936 |
2.936 |
2.877 |
|
| R1 |
2.895 |
2.895 |
2.866 |
2.916 |
| PP |
2.818 |
2.818 |
2.818 |
2.828 |
| S1 |
2.777 |
2.777 |
2.844 |
2.798 |
| S2 |
2.700 |
2.700 |
2.833 |
|
| S3 |
2.582 |
2.659 |
2.823 |
|
| S4 |
2.464 |
2.541 |
2.790 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.244 |
2.838 |
|
| R3 |
3.155 |
3.042 |
2.783 |
|
| R2 |
2.953 |
2.953 |
2.764 |
|
| R1 |
2.840 |
2.840 |
2.746 |
2.796 |
| PP |
2.751 |
2.751 |
2.751 |
2.729 |
| S1 |
2.638 |
2.638 |
2.708 |
2.594 |
| S2 |
2.549 |
2.549 |
2.690 |
|
| S3 |
2.347 |
2.436 |
2.671 |
|
| S4 |
2.145 |
2.234 |
2.616 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.864 |
2.662 |
0.202 |
7.1% |
0.119 |
4.2% |
96% |
False |
False |
128,472 |
| 10 |
2.870 |
2.662 |
0.208 |
7.3% |
0.104 |
3.7% |
93% |
False |
False |
126,741 |
| 20 |
3.045 |
2.641 |
0.404 |
14.2% |
0.115 |
4.0% |
53% |
False |
False |
123,274 |
| 40 |
3.045 |
2.589 |
0.456 |
16.0% |
0.124 |
4.3% |
58% |
False |
False |
97,849 |
| 60 |
3.500 |
2.589 |
0.911 |
31.9% |
0.132 |
4.6% |
29% |
False |
False |
79,680 |
| 80 |
3.848 |
2.589 |
1.259 |
44.1% |
0.125 |
4.4% |
21% |
False |
False |
68,342 |
| 100 |
3.895 |
2.589 |
1.306 |
45.7% |
0.117 |
4.1% |
20% |
False |
False |
60,806 |
| 120 |
3.910 |
2.589 |
1.321 |
46.3% |
0.108 |
3.8% |
20% |
False |
False |
52,771 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.360 |
|
2.618 |
3.167 |
|
1.618 |
3.049 |
|
1.000 |
2.976 |
|
0.618 |
2.931 |
|
HIGH |
2.858 |
|
0.618 |
2.813 |
|
0.500 |
2.799 |
|
0.382 |
2.785 |
|
LOW |
2.740 |
|
0.618 |
2.667 |
|
1.000 |
2.622 |
|
1.618 |
2.549 |
|
2.618 |
2.431 |
|
4.250 |
2.239 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.836 |
2.825 |
| PP |
2.818 |
2.796 |
| S1 |
2.799 |
2.766 |
|