NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.742 |
2.854 |
0.112 |
4.1% |
2.775 |
| High |
2.858 |
2.935 |
0.077 |
2.7% |
2.864 |
| Low |
2.740 |
2.775 |
0.035 |
1.3% |
2.662 |
| Close |
2.855 |
2.920 |
0.065 |
2.3% |
2.727 |
| Range |
0.118 |
0.160 |
0.042 |
35.6% |
0.202 |
| ATR |
0.123 |
0.125 |
0.003 |
2.2% |
0.000 |
| Volume |
159,236 |
153,505 |
-5,731 |
-3.6% |
648,434 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.357 |
3.298 |
3.008 |
|
| R3 |
3.197 |
3.138 |
2.964 |
|
| R2 |
3.037 |
3.037 |
2.949 |
|
| R1 |
2.978 |
2.978 |
2.935 |
3.008 |
| PP |
2.877 |
2.877 |
2.877 |
2.891 |
| S1 |
2.818 |
2.818 |
2.905 |
2.848 |
| S2 |
2.717 |
2.717 |
2.891 |
|
| S3 |
2.557 |
2.658 |
2.876 |
|
| S4 |
2.397 |
2.498 |
2.832 |
|
|
| 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 |
2.935 |
2.674 |
0.261 |
8.9% |
0.114 |
3.9% |
94% |
True |
False |
129,351 |
| 10 |
2.935 |
2.662 |
0.273 |
9.3% |
0.113 |
3.9% |
95% |
True |
False |
132,059 |
| 20 |
3.045 |
2.641 |
0.404 |
13.8% |
0.118 |
4.0% |
69% |
False |
False |
126,395 |
| 40 |
3.045 |
2.589 |
0.456 |
15.6% |
0.123 |
4.2% |
73% |
False |
False |
100,253 |
| 60 |
3.426 |
2.589 |
0.837 |
28.7% |
0.133 |
4.6% |
40% |
False |
False |
81,910 |
| 80 |
3.848 |
2.589 |
1.259 |
43.1% |
0.125 |
4.3% |
26% |
False |
False |
69,827 |
| 100 |
3.895 |
2.589 |
1.306 |
44.7% |
0.119 |
4.1% |
25% |
False |
False |
62,210 |
| 120 |
3.910 |
2.589 |
1.321 |
45.2% |
0.109 |
3.7% |
25% |
False |
False |
53,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.615 |
|
2.618 |
3.354 |
|
1.618 |
3.194 |
|
1.000 |
3.095 |
|
0.618 |
3.034 |
|
HIGH |
2.935 |
|
0.618 |
2.874 |
|
0.500 |
2.855 |
|
0.382 |
2.836 |
|
LOW |
2.775 |
|
0.618 |
2.676 |
|
1.000 |
2.615 |
|
1.618 |
2.516 |
|
2.618 |
2.356 |
|
4.250 |
2.095 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.898 |
2.883 |
| PP |
2.877 |
2.845 |
| S1 |
2.855 |
2.808 |
|