NYMEX Natural Gas Future July 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 |
2.746 |
2.753 |
0.007 |
0.3% |
2.860 |
| High |
2.778 |
2.790 |
0.012 |
0.4% |
2.933 |
| Low |
2.721 |
2.734 |
0.013 |
0.5% |
2.726 |
| Close |
2.754 |
2.751 |
-0.003 |
-0.1% |
2.748 |
| Range |
0.057 |
0.056 |
-0.001 |
-1.8% |
0.207 |
| ATR |
0.097 |
0.094 |
-0.003 |
-3.0% |
0.000 |
| Volume |
18,831 |
15,096 |
-3,735 |
-19.8% |
137,356 |
|
| Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.926 |
2.895 |
2.782 |
|
| R3 |
2.870 |
2.839 |
2.766 |
|
| R2 |
2.814 |
2.814 |
2.761 |
|
| R1 |
2.783 |
2.783 |
2.756 |
2.771 |
| PP |
2.758 |
2.758 |
2.758 |
2.752 |
| S1 |
2.727 |
2.727 |
2.746 |
2.715 |
| S2 |
2.702 |
2.702 |
2.741 |
|
| S3 |
2.646 |
2.671 |
2.736 |
|
| S4 |
2.590 |
2.615 |
2.720 |
|
|
| 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 |
2.909 |
2.721 |
0.188 |
6.8% |
0.069 |
2.5% |
16% |
False |
False |
21,490 |
| 10 |
3.031 |
2.721 |
0.310 |
11.3% |
0.088 |
3.2% |
10% |
False |
False |
26,472 |
| 20 |
3.031 |
2.721 |
0.310 |
11.3% |
0.088 |
3.2% |
10% |
False |
False |
22,227 |
| 40 |
3.134 |
2.721 |
0.413 |
15.0% |
0.098 |
3.6% |
7% |
False |
False |
19,874 |
| 60 |
3.264 |
2.721 |
0.543 |
19.7% |
0.108 |
3.9% |
6% |
False |
False |
16,929 |
| 80 |
3.650 |
2.721 |
0.929 |
33.8% |
0.104 |
3.8% |
3% |
False |
False |
13,630 |
| 100 |
3.900 |
2.721 |
1.179 |
42.9% |
0.098 |
3.6% |
3% |
False |
False |
11,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.028 |
|
2.618 |
2.937 |
|
1.618 |
2.881 |
|
1.000 |
2.846 |
|
0.618 |
2.825 |
|
HIGH |
2.790 |
|
0.618 |
2.769 |
|
0.500 |
2.762 |
|
0.382 |
2.755 |
|
LOW |
2.734 |
|
0.618 |
2.699 |
|
1.000 |
2.678 |
|
1.618 |
2.643 |
|
2.618 |
2.587 |
|
4.250 |
2.496 |
|
|
| Fisher Pivots for day following 31-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.762 |
2.758 |
| PP |
2.758 |
2.756 |
| S1 |
2.755 |
2.753 |
|