NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.751 |
2.784 |
0.033 |
1.2% |
2.705 |
| High |
2.810 |
2.793 |
-0.017 |
-0.6% |
2.935 |
| Low |
2.735 |
2.712 |
-0.023 |
-0.8% |
2.680 |
| Close |
2.786 |
2.723 |
-0.063 |
-2.3% |
2.786 |
| Range |
0.075 |
0.081 |
0.006 |
8.0% |
0.255 |
| ATR |
0.123 |
0.120 |
-0.003 |
-2.5% |
0.000 |
| Volume |
87,787 |
54,868 |
-32,919 |
-37.5% |
682,046 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.986 |
2.935 |
2.768 |
|
| R3 |
2.905 |
2.854 |
2.745 |
|
| R2 |
2.824 |
2.824 |
2.738 |
|
| R1 |
2.773 |
2.773 |
2.730 |
2.758 |
| PP |
2.743 |
2.743 |
2.743 |
2.735 |
| S1 |
2.692 |
2.692 |
2.716 |
2.677 |
| S2 |
2.662 |
2.662 |
2.708 |
|
| S3 |
2.581 |
2.611 |
2.701 |
|
| S4 |
2.500 |
2.530 |
2.678 |
|
|
| 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 |
2.928 |
2.691 |
0.237 |
8.7% |
0.106 |
3.9% |
14% |
False |
False |
108,061 |
| 10 |
2.935 |
2.674 |
0.261 |
9.6% |
0.110 |
4.0% |
19% |
False |
False |
118,706 |
| 20 |
2.935 |
2.641 |
0.294 |
10.8% |
0.109 |
4.0% |
28% |
False |
False |
120,236 |
| 40 |
3.045 |
2.589 |
0.456 |
16.7% |
0.120 |
4.4% |
29% |
False |
False |
107,105 |
| 60 |
3.194 |
2.589 |
0.605 |
22.2% |
0.132 |
4.8% |
22% |
False |
False |
88,048 |
| 80 |
3.753 |
2.589 |
1.164 |
42.7% |
0.125 |
4.6% |
12% |
False |
False |
73,966 |
| 100 |
3.895 |
2.589 |
1.306 |
48.0% |
0.120 |
4.4% |
10% |
False |
False |
66,776 |
| 120 |
3.895 |
2.589 |
1.306 |
48.0% |
0.111 |
4.1% |
10% |
False |
False |
57,922 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.137 |
|
2.618 |
3.005 |
|
1.618 |
2.924 |
|
1.000 |
2.874 |
|
0.618 |
2.843 |
|
HIGH |
2.793 |
|
0.618 |
2.762 |
|
0.500 |
2.753 |
|
0.382 |
2.743 |
|
LOW |
2.712 |
|
0.618 |
2.662 |
|
1.000 |
2.631 |
|
1.618 |
2.581 |
|
2.618 |
2.500 |
|
4.250 |
2.368 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.753 |
2.751 |
| PP |
2.743 |
2.741 |
| S1 |
2.733 |
2.732 |
|