NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.809 |
2.725 |
-0.084 |
-3.0% |
2.732 |
| High |
2.810 |
2.769 |
-0.041 |
-1.5% |
2.900 |
| Low |
2.703 |
2.719 |
0.016 |
0.6% |
2.685 |
| Close |
2.713 |
2.763 |
0.050 |
1.8% |
2.872 |
| Range |
0.107 |
0.050 |
-0.057 |
-53.3% |
0.215 |
| ATR |
0.121 |
0.116 |
-0.005 |
-3.8% |
0.000 |
| Volume |
57,048 |
83,931 |
26,883 |
47.1% |
179,556 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.900 |
2.882 |
2.791 |
|
| R3 |
2.850 |
2.832 |
2.777 |
|
| R2 |
2.800 |
2.800 |
2.772 |
|
| R1 |
2.782 |
2.782 |
2.768 |
2.791 |
| PP |
2.750 |
2.750 |
2.750 |
2.755 |
| S1 |
2.732 |
2.732 |
2.758 |
2.741 |
| S2 |
2.700 |
2.700 |
2.754 |
|
| S3 |
2.650 |
2.682 |
2.749 |
|
| S4 |
2.600 |
2.632 |
2.736 |
|
|
| 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 |
2.703 |
0.197 |
7.1% |
0.084 |
3.0% |
30% |
False |
False |
50,417 |
| 10 |
2.970 |
2.685 |
0.285 |
10.3% |
0.096 |
3.5% |
27% |
False |
False |
42,879 |
| 20 |
3.068 |
2.685 |
0.383 |
13.9% |
0.118 |
4.3% |
20% |
False |
False |
51,016 |
| 40 |
3.200 |
2.620 |
0.580 |
21.0% |
0.123 |
4.4% |
25% |
False |
False |
40,392 |
| 60 |
3.600 |
2.620 |
0.980 |
35.5% |
0.122 |
4.4% |
15% |
False |
False |
32,191 |
| 80 |
3.782 |
2.620 |
1.162 |
42.1% |
0.113 |
4.1% |
12% |
False |
False |
27,542 |
| 100 |
3.853 |
2.620 |
1.233 |
44.6% |
0.106 |
3.8% |
12% |
False |
False |
23,725 |
| 120 |
3.883 |
2.620 |
1.263 |
45.7% |
0.097 |
3.5% |
11% |
False |
False |
20,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.982 |
|
2.618 |
2.900 |
|
1.618 |
2.850 |
|
1.000 |
2.819 |
|
0.618 |
2.800 |
|
HIGH |
2.769 |
|
0.618 |
2.750 |
|
0.500 |
2.744 |
|
0.382 |
2.738 |
|
LOW |
2.719 |
|
0.618 |
2.688 |
|
1.000 |
2.669 |
|
1.618 |
2.638 |
|
2.618 |
2.588 |
|
4.250 |
2.507 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.757 |
2.802 |
| PP |
2.750 |
2.789 |
| S1 |
2.744 |
2.776 |
|