NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.909 |
2.831 |
-0.078 |
-2.7% |
2.705 |
| High |
2.928 |
2.919 |
-0.009 |
-0.3% |
2.935 |
| Low |
2.776 |
2.762 |
-0.014 |
-0.5% |
2.680 |
| Close |
2.813 |
2.786 |
-0.027 |
-1.0% |
2.786 |
| Range |
0.152 |
0.157 |
0.005 |
3.3% |
0.255 |
| ATR |
0.127 |
0.129 |
0.002 |
1.7% |
0.000 |
| Volume |
141,093 |
145,544 |
4,451 |
3.2% |
682,046 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.293 |
3.197 |
2.872 |
|
| R3 |
3.136 |
3.040 |
2.829 |
|
| R2 |
2.979 |
2.979 |
2.815 |
|
| R1 |
2.883 |
2.883 |
2.800 |
2.853 |
| PP |
2.822 |
2.822 |
2.822 |
2.807 |
| S1 |
2.726 |
2.726 |
2.772 |
2.696 |
| S2 |
2.665 |
2.665 |
2.757 |
|
| S3 |
2.508 |
2.569 |
2.743 |
|
| S4 |
2.351 |
2.412 |
2.700 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.565 |
3.431 |
2.926 |
|
| R3 |
3.310 |
3.176 |
2.856 |
|
| R2 |
3.055 |
3.055 |
2.833 |
|
| R1 |
2.921 |
2.921 |
2.809 |
2.988 |
| PP |
2.800 |
2.800 |
2.800 |
2.834 |
| S1 |
2.666 |
2.666 |
2.763 |
2.733 |
| S2 |
2.545 |
2.545 |
2.739 |
|
| S3 |
2.290 |
2.411 |
2.716 |
|
| S4 |
2.035 |
2.156 |
2.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.935 |
2.680 |
0.255 |
9.2% |
0.131 |
4.7% |
42% |
False |
False |
136,409 |
| 10 |
2.935 |
2.662 |
0.273 |
9.8% |
0.123 |
4.4% |
45% |
False |
False |
133,048 |
| 20 |
3.045 |
2.641 |
0.404 |
14.5% |
0.120 |
4.3% |
36% |
False |
False |
127,635 |
| 40 |
3.045 |
2.589 |
0.456 |
16.4% |
0.122 |
4.4% |
43% |
False |
False |
104,550 |
| 60 |
3.194 |
2.589 |
0.605 |
21.7% |
0.133 |
4.8% |
33% |
False |
False |
85,435 |
| 80 |
3.820 |
2.589 |
1.231 |
44.2% |
0.126 |
4.5% |
16% |
False |
False |
71,974 |
| 100 |
3.895 |
2.589 |
1.306 |
46.9% |
0.120 |
4.3% |
15% |
False |
False |
64,756 |
| 120 |
3.910 |
2.589 |
1.321 |
47.4% |
0.111 |
4.0% |
15% |
False |
False |
56,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.586 |
|
2.618 |
3.330 |
|
1.618 |
3.173 |
|
1.000 |
3.076 |
|
0.618 |
3.016 |
|
HIGH |
2.919 |
|
0.618 |
2.859 |
|
0.500 |
2.841 |
|
0.382 |
2.822 |
|
LOW |
2.762 |
|
0.618 |
2.665 |
|
1.000 |
2.605 |
|
1.618 |
2.508 |
|
2.618 |
2.351 |
|
4.250 |
2.095 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.841 |
2.849 |
| PP |
2.822 |
2.828 |
| S1 |
2.804 |
2.807 |
|