NYMEX Natural Gas Future May 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 |
2.774 |
2.806 |
0.032 |
1.2% |
2.731 |
| High |
2.833 |
2.813 |
-0.020 |
-0.7% |
2.949 |
| Low |
2.760 |
2.732 |
-0.028 |
-1.0% |
2.707 |
| Close |
2.810 |
2.740 |
-0.070 |
-2.5% |
2.803 |
| Range |
0.073 |
0.081 |
0.008 |
11.0% |
0.242 |
| ATR |
0.117 |
0.115 |
-0.003 |
-2.2% |
0.000 |
| Volume |
84,656 |
86,440 |
1,784 |
2.1% |
464,737 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.005 |
2.953 |
2.785 |
|
| R3 |
2.924 |
2.872 |
2.762 |
|
| R2 |
2.843 |
2.843 |
2.755 |
|
| R1 |
2.791 |
2.791 |
2.747 |
2.777 |
| PP |
2.762 |
2.762 |
2.762 |
2.754 |
| S1 |
2.710 |
2.710 |
2.733 |
2.696 |
| S2 |
2.681 |
2.681 |
2.725 |
|
| S3 |
2.600 |
2.629 |
2.718 |
|
| S4 |
2.519 |
2.548 |
2.695 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.546 |
3.416 |
2.936 |
|
| R3 |
3.304 |
3.174 |
2.870 |
|
| R2 |
3.062 |
3.062 |
2.847 |
|
| R1 |
2.932 |
2.932 |
2.825 |
2.997 |
| PP |
2.820 |
2.820 |
2.820 |
2.852 |
| S1 |
2.690 |
2.690 |
2.781 |
2.755 |
| S2 |
2.578 |
2.578 |
2.759 |
|
| S3 |
2.336 |
2.448 |
2.736 |
|
| S4 |
2.094 |
2.206 |
2.670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.946 |
2.717 |
0.229 |
8.4% |
0.103 |
3.8% |
10% |
False |
False |
92,787 |
| 10 |
2.949 |
2.706 |
0.243 |
8.9% |
0.108 |
3.9% |
14% |
False |
False |
86,406 |
| 20 |
2.949 |
2.685 |
0.264 |
9.6% |
0.105 |
3.8% |
21% |
False |
False |
66,700 |
| 40 |
3.068 |
2.620 |
0.448 |
16.4% |
0.115 |
4.2% |
27% |
False |
False |
55,694 |
| 60 |
3.200 |
2.620 |
0.580 |
21.2% |
0.124 |
4.5% |
21% |
False |
False |
45,195 |
| 80 |
3.685 |
2.620 |
1.065 |
38.9% |
0.116 |
4.2% |
11% |
False |
False |
37,404 |
| 100 |
3.853 |
2.620 |
1.233 |
45.0% |
0.111 |
4.0% |
10% |
False |
False |
32,588 |
| 120 |
3.853 |
2.620 |
1.233 |
45.0% |
0.102 |
3.7% |
10% |
False |
False |
27,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.157 |
|
2.618 |
3.025 |
|
1.618 |
2.944 |
|
1.000 |
2.894 |
|
0.618 |
2.863 |
|
HIGH |
2.813 |
|
0.618 |
2.782 |
|
0.500 |
2.773 |
|
0.382 |
2.763 |
|
LOW |
2.732 |
|
0.618 |
2.682 |
|
1.000 |
2.651 |
|
1.618 |
2.601 |
|
2.618 |
2.520 |
|
4.250 |
2.388 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.773 |
2.775 |
| PP |
2.762 |
2.763 |
| S1 |
2.751 |
2.752 |
|