NYMEX Natural Gas Future July 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 |
2.751 |
2.715 |
-0.036 |
-1.3% |
2.860 |
| High |
2.776 |
2.822 |
0.046 |
1.7% |
2.933 |
| Low |
2.694 |
2.700 |
0.006 |
0.2% |
2.726 |
| Close |
2.714 |
2.819 |
0.105 |
3.9% |
2.748 |
| Range |
0.082 |
0.122 |
0.040 |
48.8% |
0.207 |
| ATR |
0.094 |
0.096 |
0.002 |
2.2% |
0.000 |
| Volume |
16,942 |
24,726 |
7,784 |
45.9% |
137,356 |
|
| Daily Pivots for day following 02-Apr-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.146 |
3.105 |
2.886 |
|
| R3 |
3.024 |
2.983 |
2.853 |
|
| R2 |
2.902 |
2.902 |
2.841 |
|
| R1 |
2.861 |
2.861 |
2.830 |
2.882 |
| PP |
2.780 |
2.780 |
2.780 |
2.791 |
| S1 |
2.739 |
2.739 |
2.808 |
2.760 |
| S2 |
2.658 |
2.658 |
2.797 |
|
| S3 |
2.536 |
2.617 |
2.785 |
|
| S4 |
2.414 |
2.495 |
2.752 |
|
|
| 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 |
2.822 |
2.694 |
0.128 |
4.5% |
0.077 |
2.7% |
98% |
True |
False |
20,035 |
| 10 |
3.022 |
2.694 |
0.328 |
11.6% |
0.081 |
2.9% |
38% |
False |
False |
24,976 |
| 20 |
3.031 |
2.694 |
0.337 |
12.0% |
0.090 |
3.2% |
37% |
False |
False |
23,131 |
| 40 |
3.134 |
2.694 |
0.440 |
15.6% |
0.097 |
3.5% |
28% |
False |
False |
20,396 |
| 60 |
3.264 |
2.694 |
0.570 |
20.2% |
0.106 |
3.8% |
22% |
False |
False |
17,478 |
| 80 |
3.650 |
2.694 |
0.956 |
33.9% |
0.104 |
3.7% |
13% |
False |
False |
14,054 |
| 100 |
3.836 |
2.694 |
1.142 |
40.5% |
0.098 |
3.5% |
11% |
False |
False |
11,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.341 |
|
2.618 |
3.141 |
|
1.618 |
3.019 |
|
1.000 |
2.944 |
|
0.618 |
2.897 |
|
HIGH |
2.822 |
|
0.618 |
2.775 |
|
0.500 |
2.761 |
|
0.382 |
2.747 |
|
LOW |
2.700 |
|
0.618 |
2.625 |
|
1.000 |
2.578 |
|
1.618 |
2.503 |
|
2.618 |
2.381 |
|
4.250 |
2.182 |
|
|
| Fisher Pivots for day following 02-Apr-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.800 |
2.799 |
| PP |
2.780 |
2.778 |
| S1 |
2.761 |
2.758 |
|