NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 31-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.624 |
2.640 |
0.016 |
0.6% |
2.738 |
| High |
2.673 |
2.686 |
0.013 |
0.5% |
2.833 |
| Low |
2.608 |
2.622 |
0.014 |
0.5% |
2.616 |
| Close |
2.644 |
2.640 |
-0.004 |
-0.2% |
2.639 |
| Range |
0.065 |
0.064 |
-0.001 |
-1.5% |
0.217 |
| ATR |
0.109 |
0.105 |
-0.003 |
-2.9% |
0.000 |
| Volume |
77,701 |
76,705 |
-996 |
-1.3% |
498,589 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.841 |
2.805 |
2.675 |
|
| R3 |
2.777 |
2.741 |
2.658 |
|
| R2 |
2.713 |
2.713 |
2.652 |
|
| R1 |
2.677 |
2.677 |
2.646 |
2.672 |
| PP |
2.649 |
2.649 |
2.649 |
2.647 |
| S1 |
2.613 |
2.613 |
2.634 |
2.608 |
| S2 |
2.585 |
2.585 |
2.628 |
|
| S3 |
2.521 |
2.549 |
2.622 |
|
| S4 |
2.457 |
2.485 |
2.605 |
|
|
| 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 |
2.813 |
2.608 |
0.205 |
7.8% |
0.080 |
3.0% |
16% |
False |
False |
93,698 |
| 10 |
2.949 |
2.608 |
0.341 |
12.9% |
0.099 |
3.8% |
9% |
False |
False |
95,214 |
| 20 |
2.949 |
2.608 |
0.341 |
12.9% |
0.100 |
3.8% |
9% |
False |
False |
78,604 |
| 40 |
3.068 |
2.608 |
0.460 |
17.4% |
0.111 |
4.2% |
7% |
False |
False |
62,788 |
| 60 |
3.200 |
2.608 |
0.592 |
22.4% |
0.119 |
4.5% |
5% |
False |
False |
50,793 |
| 80 |
3.600 |
2.608 |
0.992 |
37.6% |
0.116 |
4.4% |
3% |
False |
False |
41,650 |
| 100 |
3.853 |
2.608 |
1.245 |
47.2% |
0.111 |
4.2% |
3% |
False |
False |
36,143 |
| 120 |
3.853 |
2.608 |
1.245 |
47.2% |
0.103 |
3.9% |
3% |
False |
False |
30,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.958 |
|
2.618 |
2.854 |
|
1.618 |
2.790 |
|
1.000 |
2.750 |
|
0.618 |
2.726 |
|
HIGH |
2.686 |
|
0.618 |
2.662 |
|
0.500 |
2.654 |
|
0.382 |
2.646 |
|
LOW |
2.622 |
|
0.618 |
2.582 |
|
1.000 |
2.558 |
|
1.618 |
2.518 |
|
2.618 |
2.454 |
|
4.250 |
2.350 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.654 |
2.653 |
| PP |
2.649 |
2.648 |
| S1 |
2.645 |
2.644 |
|