NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.741 |
2.751 |
0.010 |
0.4% |
2.705 |
| High |
2.756 |
2.810 |
0.054 |
2.0% |
2.935 |
| Low |
2.691 |
2.735 |
0.044 |
1.6% |
2.680 |
| Close |
2.733 |
2.786 |
0.053 |
1.9% |
2.786 |
| Range |
0.065 |
0.075 |
0.010 |
15.4% |
0.255 |
| ATR |
0.127 |
0.123 |
-0.004 |
-2.8% |
0.000 |
| Volume |
111,016 |
87,787 |
-23,229 |
-20.9% |
682,046 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.002 |
2.969 |
2.827 |
|
| R3 |
2.927 |
2.894 |
2.807 |
|
| R2 |
2.852 |
2.852 |
2.800 |
|
| R1 |
2.819 |
2.819 |
2.793 |
2.836 |
| PP |
2.777 |
2.777 |
2.777 |
2.785 |
| S1 |
2.744 |
2.744 |
2.779 |
2.761 |
| S2 |
2.702 |
2.702 |
2.772 |
|
| S3 |
2.627 |
2.669 |
2.765 |
|
| S4 |
2.552 |
2.594 |
2.745 |
|
|
| 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 |
8.8% |
0.122 |
4.4% |
39% |
False |
False |
127,789 |
| 10 |
2.935 |
2.662 |
0.273 |
9.8% |
0.121 |
4.3% |
45% |
False |
False |
128,130 |
| 20 |
2.948 |
2.641 |
0.307 |
11.0% |
0.111 |
4.0% |
47% |
False |
False |
123,665 |
| 40 |
3.045 |
2.589 |
0.456 |
16.4% |
0.120 |
4.3% |
43% |
False |
False |
106,837 |
| 60 |
3.194 |
2.589 |
0.605 |
21.7% |
0.132 |
4.7% |
33% |
False |
False |
87,515 |
| 80 |
3.820 |
2.589 |
1.231 |
44.2% |
0.125 |
4.5% |
16% |
False |
False |
73,650 |
| 100 |
3.895 |
2.589 |
1.306 |
46.9% |
0.120 |
4.3% |
15% |
False |
False |
66,459 |
| 120 |
3.901 |
2.589 |
1.312 |
47.1% |
0.111 |
4.0% |
15% |
False |
False |
57,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.129 |
|
2.618 |
3.006 |
|
1.618 |
2.931 |
|
1.000 |
2.885 |
|
0.618 |
2.856 |
|
HIGH |
2.810 |
|
0.618 |
2.781 |
|
0.500 |
2.773 |
|
0.382 |
2.764 |
|
LOW |
2.735 |
|
0.618 |
2.689 |
|
1.000 |
2.660 |
|
1.618 |
2.614 |
|
2.618 |
2.539 |
|
4.250 |
2.416 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.782 |
2.805 |
| PP |
2.777 |
2.799 |
| S1 |
2.773 |
2.792 |
|