NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.854 |
2.909 |
0.055 |
1.9% |
2.775 |
| High |
2.935 |
2.928 |
-0.007 |
-0.2% |
2.864 |
| Low |
2.775 |
2.776 |
0.001 |
0.0% |
2.662 |
| Close |
2.920 |
2.813 |
-0.107 |
-3.7% |
2.727 |
| Range |
0.160 |
0.152 |
-0.008 |
-5.0% |
0.202 |
| ATR |
0.125 |
0.127 |
0.002 |
1.5% |
0.000 |
| Volume |
153,505 |
141,093 |
-12,412 |
-8.1% |
648,434 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.295 |
3.206 |
2.897 |
|
| R3 |
3.143 |
3.054 |
2.855 |
|
| R2 |
2.991 |
2.991 |
2.841 |
|
| R1 |
2.902 |
2.902 |
2.827 |
2.871 |
| PP |
2.839 |
2.839 |
2.839 |
2.823 |
| S1 |
2.750 |
2.750 |
2.799 |
2.719 |
| S2 |
2.687 |
2.687 |
2.785 |
|
| S3 |
2.535 |
2.598 |
2.771 |
|
| S4 |
2.383 |
2.446 |
2.729 |
|
|
| 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 |
9.3% |
0.117 |
4.1% |
53% |
False |
False |
126,473 |
| 10 |
2.935 |
2.662 |
0.273 |
9.7% |
0.116 |
4.1% |
55% |
False |
False |
130,312 |
| 20 |
3.045 |
2.641 |
0.404 |
14.4% |
0.121 |
4.3% |
43% |
False |
False |
127,396 |
| 40 |
3.045 |
2.589 |
0.456 |
16.2% |
0.124 |
4.4% |
49% |
False |
False |
102,372 |
| 60 |
3.218 |
2.589 |
0.629 |
22.4% |
0.133 |
4.7% |
36% |
False |
False |
83,709 |
| 80 |
3.823 |
2.589 |
1.234 |
43.9% |
0.125 |
4.5% |
18% |
False |
False |
70,847 |
| 100 |
3.895 |
2.589 |
1.306 |
46.4% |
0.119 |
4.2% |
17% |
False |
False |
63,494 |
| 120 |
3.910 |
2.589 |
1.321 |
47.0% |
0.110 |
3.9% |
17% |
False |
False |
55,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.574 |
|
2.618 |
3.326 |
|
1.618 |
3.174 |
|
1.000 |
3.080 |
|
0.618 |
3.022 |
|
HIGH |
2.928 |
|
0.618 |
2.870 |
|
0.500 |
2.852 |
|
0.382 |
2.834 |
|
LOW |
2.776 |
|
0.618 |
2.682 |
|
1.000 |
2.624 |
|
1.618 |
2.530 |
|
2.618 |
2.378 |
|
4.250 |
2.130 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.852 |
2.838 |
| PP |
2.839 |
2.829 |
| S1 |
2.826 |
2.821 |
|