NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.869 |
2.809 |
-0.060 |
-2.1% |
2.732 |
| High |
2.900 |
2.810 |
-0.090 |
-3.1% |
2.900 |
| Low |
2.823 |
2.703 |
-0.120 |
-4.3% |
2.685 |
| Close |
2.872 |
2.713 |
-0.159 |
-5.5% |
2.872 |
| Range |
0.077 |
0.107 |
0.030 |
39.0% |
0.215 |
| ATR |
0.117 |
0.121 |
0.004 |
3.2% |
0.000 |
| Volume |
51,177 |
57,048 |
5,871 |
11.5% |
179,556 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.063 |
2.995 |
2.772 |
|
| R3 |
2.956 |
2.888 |
2.742 |
|
| R2 |
2.849 |
2.849 |
2.733 |
|
| R1 |
2.781 |
2.781 |
2.723 |
2.762 |
| PP |
2.742 |
2.742 |
2.742 |
2.732 |
| S1 |
2.674 |
2.674 |
2.703 |
2.655 |
| S2 |
2.635 |
2.635 |
2.693 |
|
| S3 |
2.528 |
2.567 |
2.684 |
|
| S4 |
2.421 |
2.460 |
2.654 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.464 |
3.383 |
2.990 |
|
| R3 |
3.249 |
3.168 |
2.931 |
|
| R2 |
3.034 |
3.034 |
2.911 |
|
| R1 |
2.953 |
2.953 |
2.892 |
2.994 |
| PP |
2.819 |
2.819 |
2.819 |
2.839 |
| S1 |
2.738 |
2.738 |
2.852 |
2.779 |
| S2 |
2.604 |
2.604 |
2.833 |
|
| S3 |
2.389 |
2.523 |
2.813 |
|
| S4 |
2.174 |
2.308 |
2.754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.900 |
2.685 |
0.215 |
7.9% |
0.091 |
3.3% |
13% |
False |
False |
41,051 |
| 10 |
2.997 |
2.685 |
0.312 |
11.5% |
0.103 |
3.8% |
9% |
False |
False |
38,190 |
| 20 |
3.068 |
2.642 |
0.426 |
15.7% |
0.121 |
4.5% |
17% |
False |
False |
49,843 |
| 40 |
3.200 |
2.620 |
0.580 |
21.4% |
0.123 |
4.5% |
16% |
False |
False |
38,878 |
| 60 |
3.600 |
2.620 |
0.980 |
36.1% |
0.122 |
4.5% |
9% |
False |
False |
31,045 |
| 80 |
3.782 |
2.620 |
1.162 |
42.8% |
0.113 |
4.2% |
8% |
False |
False |
26,661 |
| 100 |
3.853 |
2.620 |
1.233 |
45.4% |
0.106 |
3.9% |
8% |
False |
False |
22,909 |
| 120 |
3.883 |
2.620 |
1.263 |
46.6% |
0.097 |
3.6% |
7% |
False |
False |
19,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.265 |
|
2.618 |
3.090 |
|
1.618 |
2.983 |
|
1.000 |
2.917 |
|
0.618 |
2.876 |
|
HIGH |
2.810 |
|
0.618 |
2.769 |
|
0.500 |
2.757 |
|
0.382 |
2.744 |
|
LOW |
2.703 |
|
0.618 |
2.637 |
|
1.000 |
2.596 |
|
1.618 |
2.530 |
|
2.618 |
2.423 |
|
4.250 |
2.248 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.757 |
2.802 |
| PP |
2.742 |
2.772 |
| S1 |
2.728 |
2.743 |
|