NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.831 |
2.741 |
-0.090 |
-3.2% |
2.705 |
| High |
2.919 |
2.756 |
-0.163 |
-5.6% |
2.935 |
| Low |
2.762 |
2.691 |
-0.071 |
-2.6% |
2.680 |
| Close |
2.786 |
2.733 |
-0.053 |
-1.9% |
2.786 |
| Range |
0.157 |
0.065 |
-0.092 |
-58.6% |
0.255 |
| ATR |
0.129 |
0.127 |
-0.002 |
-1.9% |
0.000 |
| Volume |
145,544 |
111,016 |
-34,528 |
-23.7% |
682,046 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.922 |
2.892 |
2.769 |
|
| R3 |
2.857 |
2.827 |
2.751 |
|
| R2 |
2.792 |
2.792 |
2.745 |
|
| R1 |
2.762 |
2.762 |
2.739 |
2.745 |
| PP |
2.727 |
2.727 |
2.727 |
2.718 |
| S1 |
2.697 |
2.697 |
2.727 |
2.680 |
| S2 |
2.662 |
2.662 |
2.721 |
|
| S3 |
2.597 |
2.632 |
2.715 |
|
| S4 |
2.532 |
2.567 |
2.697 |
|
|
| 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 |
2.691 |
0.244 |
8.9% |
0.130 |
4.8% |
17% |
False |
True |
142,078 |
| 10 |
2.935 |
2.662 |
0.273 |
10.0% |
0.119 |
4.3% |
26% |
False |
False |
128,112 |
| 20 |
2.974 |
2.641 |
0.333 |
12.2% |
0.114 |
4.2% |
28% |
False |
False |
127,654 |
| 40 |
3.045 |
2.589 |
0.456 |
16.7% |
0.121 |
4.4% |
32% |
False |
False |
105,807 |
| 60 |
3.194 |
2.589 |
0.605 |
22.1% |
0.133 |
4.9% |
24% |
False |
False |
86,482 |
| 80 |
3.820 |
2.589 |
1.231 |
45.0% |
0.125 |
4.6% |
12% |
False |
False |
72,938 |
| 100 |
3.895 |
2.589 |
1.306 |
47.8% |
0.120 |
4.4% |
11% |
False |
False |
65,717 |
| 120 |
3.905 |
2.589 |
1.316 |
48.2% |
0.111 |
4.0% |
11% |
False |
False |
57,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.032 |
|
2.618 |
2.926 |
|
1.618 |
2.861 |
|
1.000 |
2.821 |
|
0.618 |
2.796 |
|
HIGH |
2.756 |
|
0.618 |
2.731 |
|
0.500 |
2.724 |
|
0.382 |
2.716 |
|
LOW |
2.691 |
|
0.618 |
2.651 |
|
1.000 |
2.626 |
|
1.618 |
2.586 |
|
2.618 |
2.521 |
|
4.250 |
2.415 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.730 |
2.810 |
| PP |
2.727 |
2.784 |
| S1 |
2.724 |
2.759 |
|