NYMEX Natural Gas Future July 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 |
2.792 |
2.746 |
-0.046 |
-1.6% |
2.860 |
| High |
2.795 |
2.778 |
-0.017 |
-0.6% |
2.933 |
| Low |
2.726 |
2.721 |
-0.005 |
-0.2% |
2.726 |
| Close |
2.748 |
2.754 |
0.006 |
0.2% |
2.748 |
| Range |
0.069 |
0.057 |
-0.012 |
-17.4% |
0.207 |
| ATR |
0.101 |
0.097 |
-0.003 |
-3.1% |
0.000 |
| Volume |
24,580 |
18,831 |
-5,749 |
-23.4% |
137,356 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.922 |
2.895 |
2.785 |
|
| R3 |
2.865 |
2.838 |
2.770 |
|
| R2 |
2.808 |
2.808 |
2.764 |
|
| R1 |
2.781 |
2.781 |
2.759 |
2.795 |
| PP |
2.751 |
2.751 |
2.751 |
2.758 |
| S1 |
2.724 |
2.724 |
2.749 |
2.738 |
| S2 |
2.694 |
2.694 |
2.744 |
|
| S3 |
2.637 |
2.667 |
2.738 |
|
| S4 |
2.580 |
2.610 |
2.723 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.423 |
3.293 |
2.862 |
|
| R3 |
3.216 |
3.086 |
2.805 |
|
| R2 |
3.009 |
3.009 |
2.786 |
|
| R1 |
2.879 |
2.879 |
2.767 |
2.841 |
| PP |
2.802 |
2.802 |
2.802 |
2.783 |
| S1 |
2.672 |
2.672 |
2.729 |
2.634 |
| S2 |
2.595 |
2.595 |
2.710 |
|
| S3 |
2.388 |
2.465 |
2.691 |
|
| S4 |
2.181 |
2.258 |
2.634 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.933 |
2.721 |
0.212 |
7.7% |
0.072 |
2.6% |
16% |
False |
True |
25,036 |
| 10 |
3.031 |
2.721 |
0.310 |
11.3% |
0.092 |
3.3% |
11% |
False |
True |
26,666 |
| 20 |
3.031 |
2.721 |
0.310 |
11.3% |
0.088 |
3.2% |
11% |
False |
True |
21,996 |
| 40 |
3.134 |
2.721 |
0.413 |
15.0% |
0.098 |
3.6% |
8% |
False |
True |
19,735 |
| 60 |
3.264 |
2.721 |
0.543 |
19.7% |
0.110 |
4.0% |
6% |
False |
True |
16,727 |
| 80 |
3.650 |
2.721 |
0.929 |
33.7% |
0.104 |
3.8% |
4% |
False |
True |
13,492 |
| 100 |
3.900 |
2.721 |
1.179 |
42.8% |
0.099 |
3.6% |
3% |
False |
True |
11,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.020 |
|
2.618 |
2.927 |
|
1.618 |
2.870 |
|
1.000 |
2.835 |
|
0.618 |
2.813 |
|
HIGH |
2.778 |
|
0.618 |
2.756 |
|
0.500 |
2.750 |
|
0.382 |
2.743 |
|
LOW |
2.721 |
|
0.618 |
2.686 |
|
1.000 |
2.664 |
|
1.618 |
2.629 |
|
2.618 |
2.572 |
|
4.250 |
2.479 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.753 |
2.792 |
| PP |
2.751 |
2.779 |
| S1 |
2.750 |
2.767 |
|