NYMEX Natural Gas Future May 2015
Trading Metrics calculated at close of trading on 30-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
2.686 |
2.624 |
-0.062 |
-2.3% |
2.738 |
High |
2.697 |
2.673 |
-0.024 |
-0.9% |
2.833 |
Low |
2.616 |
2.608 |
-0.008 |
-0.3% |
2.616 |
Close |
2.639 |
2.644 |
0.005 |
0.2% |
2.639 |
Range |
0.081 |
0.065 |
-0.016 |
-19.8% |
0.217 |
ATR |
0.112 |
0.109 |
-0.003 |
-3.0% |
0.000 |
Volume |
101,418 |
77,701 |
-23,717 |
-23.4% |
498,589 |
|
Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.837 |
2.805 |
2.680 |
|
R3 |
2.772 |
2.740 |
2.662 |
|
R2 |
2.707 |
2.707 |
2.656 |
|
R1 |
2.675 |
2.675 |
2.650 |
2.691 |
PP |
2.642 |
2.642 |
2.642 |
2.650 |
S1 |
2.610 |
2.610 |
2.638 |
2.626 |
S2 |
2.577 |
2.577 |
2.632 |
|
S3 |
2.512 |
2.545 |
2.626 |
|
S4 |
2.447 |
2.480 |
2.608 |
|
|
Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.347 |
3.210 |
2.758 |
|
R3 |
3.130 |
2.993 |
2.699 |
|
R2 |
2.913 |
2.913 |
2.679 |
|
R1 |
2.776 |
2.776 |
2.659 |
2.736 |
PP |
2.696 |
2.696 |
2.696 |
2.676 |
S1 |
2.559 |
2.559 |
2.619 |
2.519 |
S2 |
2.479 |
2.479 |
2.599 |
|
S3 |
2.262 |
2.342 |
2.579 |
|
S4 |
2.045 |
2.125 |
2.520 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.833 |
2.608 |
0.225 |
8.5% |
0.082 |
3.1% |
16% |
False |
True |
95,288 |
10 |
2.949 |
2.608 |
0.341 |
12.9% |
0.105 |
4.0% |
11% |
False |
True |
98,234 |
20 |
2.949 |
2.608 |
0.341 |
12.9% |
0.101 |
3.8% |
11% |
False |
True |
76,624 |
40 |
3.068 |
2.608 |
0.460 |
17.4% |
0.111 |
4.2% |
8% |
False |
True |
61,436 |
60 |
3.200 |
2.608 |
0.592 |
22.4% |
0.122 |
4.6% |
6% |
False |
True |
49,793 |
80 |
3.600 |
2.608 |
0.992 |
37.5% |
0.116 |
4.4% |
4% |
False |
True |
40,822 |
100 |
3.853 |
2.608 |
1.245 |
47.1% |
0.111 |
4.2% |
3% |
False |
True |
35,482 |
120 |
3.853 |
2.608 |
1.245 |
47.1% |
0.103 |
3.9% |
3% |
False |
True |
30,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2.949 |
2.618 |
2.843 |
1.618 |
2.778 |
1.000 |
2.738 |
0.618 |
2.713 |
HIGH |
2.673 |
0.618 |
2.648 |
0.500 |
2.641 |
0.382 |
2.633 |
LOW |
2.608 |
0.618 |
2.568 |
1.000 |
2.543 |
1.618 |
2.503 |
2.618 |
2.438 |
4.250 |
2.332 |
|
|
Fisher Pivots for day following 30-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
2.643 |
2.692 |
PP |
2.642 |
2.676 |
S1 |
2.641 |
2.660 |
|