NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 02-Apr-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2015 |
02-Apr-2015 |
Change |
Change % |
Previous Week |
| Open |
2.687 |
2.651 |
-0.036 |
-1.3% |
2.787 |
| High |
2.719 |
2.765 |
0.046 |
1.7% |
2.876 |
| Low |
2.633 |
2.641 |
0.008 |
0.3% |
2.666 |
| Close |
2.654 |
2.762 |
0.108 |
4.1% |
2.688 |
| Range |
0.086 |
0.124 |
0.038 |
44.2% |
0.210 |
| ATR |
0.099 |
0.101 |
0.002 |
1.8% |
0.000 |
| Volume |
27,053 |
28,379 |
1,326 |
4.9% |
110,955 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.095 |
3.052 |
2.830 |
|
| R3 |
2.971 |
2.928 |
2.796 |
|
| R2 |
2.847 |
2.847 |
2.785 |
|
| R1 |
2.804 |
2.804 |
2.773 |
2.826 |
| PP |
2.723 |
2.723 |
2.723 |
2.733 |
| S1 |
2.680 |
2.680 |
2.751 |
2.702 |
| S2 |
2.599 |
2.599 |
2.739 |
|
| S3 |
2.475 |
2.556 |
2.728 |
|
| S4 |
2.351 |
2.432 |
2.694 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.373 |
3.241 |
2.804 |
|
| R3 |
3.163 |
3.031 |
2.746 |
|
| R2 |
2.953 |
2.953 |
2.727 |
|
| R1 |
2.821 |
2.821 |
2.707 |
2.782 |
| PP |
2.743 |
2.743 |
2.743 |
2.724 |
| S1 |
2.611 |
2.611 |
2.669 |
2.572 |
| S2 |
2.533 |
2.533 |
2.650 |
|
| S3 |
2.323 |
2.401 |
2.630 |
|
| S4 |
2.113 |
2.191 |
2.573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.765 |
2.633 |
0.132 |
4.8% |
0.081 |
2.9% |
98% |
True |
False |
24,845 |
| 10 |
2.971 |
2.633 |
0.338 |
12.2% |
0.086 |
3.1% |
38% |
False |
False |
24,660 |
| 20 |
2.982 |
2.633 |
0.349 |
12.6% |
0.096 |
3.5% |
37% |
False |
False |
24,121 |
| 40 |
3.096 |
2.633 |
0.463 |
16.8% |
0.104 |
3.8% |
28% |
False |
False |
22,813 |
| 60 |
3.229 |
2.633 |
0.596 |
21.6% |
0.111 |
4.0% |
22% |
False |
False |
20,018 |
| 80 |
3.622 |
2.633 |
0.989 |
35.8% |
0.110 |
4.0% |
13% |
False |
False |
16,207 |
| 100 |
3.811 |
2.633 |
1.178 |
42.7% |
0.103 |
3.7% |
11% |
False |
False |
13,803 |
| 120 |
3.872 |
2.633 |
1.239 |
44.9% |
0.097 |
3.5% |
10% |
False |
False |
11,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.292 |
|
2.618 |
3.090 |
|
1.618 |
2.966 |
|
1.000 |
2.889 |
|
0.618 |
2.842 |
|
HIGH |
2.765 |
|
0.618 |
2.718 |
|
0.500 |
2.703 |
|
0.382 |
2.688 |
|
LOW |
2.641 |
|
0.618 |
2.564 |
|
1.000 |
2.517 |
|
1.618 |
2.440 |
|
2.618 |
2.316 |
|
4.250 |
2.114 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.742 |
2.741 |
| PP |
2.723 |
2.720 |
| S1 |
2.703 |
2.699 |
|