NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.725 |
2.762 |
0.037 |
1.4% |
2.732 |
| High |
2.769 |
2.872 |
0.103 |
3.7% |
2.900 |
| Low |
2.719 |
2.693 |
-0.026 |
-1.0% |
2.685 |
| Close |
2.763 |
2.850 |
0.087 |
3.1% |
2.872 |
| Range |
0.050 |
0.179 |
0.129 |
258.0% |
0.215 |
| ATR |
0.116 |
0.121 |
0.004 |
3.9% |
0.000 |
| Volume |
83,931 |
73,887 |
-10,044 |
-12.0% |
179,556 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.342 |
3.275 |
2.948 |
|
| R3 |
3.163 |
3.096 |
2.899 |
|
| R2 |
2.984 |
2.984 |
2.883 |
|
| R1 |
2.917 |
2.917 |
2.866 |
2.951 |
| PP |
2.805 |
2.805 |
2.805 |
2.822 |
| S1 |
2.738 |
2.738 |
2.834 |
2.772 |
| S2 |
2.626 |
2.626 |
2.817 |
|
| S3 |
2.447 |
2.559 |
2.801 |
|
| S4 |
2.268 |
2.380 |
2.752 |
|
|
| 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 |
2.693 |
0.207 |
7.3% |
0.107 |
3.7% |
76% |
False |
True |
59,450 |
| 10 |
2.917 |
2.685 |
0.232 |
8.1% |
0.103 |
3.6% |
71% |
False |
False |
46,995 |
| 20 |
3.068 |
2.685 |
0.383 |
13.4% |
0.121 |
4.3% |
43% |
False |
False |
51,696 |
| 40 |
3.200 |
2.620 |
0.580 |
20.4% |
0.124 |
4.4% |
40% |
False |
False |
41,636 |
| 60 |
3.600 |
2.620 |
0.980 |
34.4% |
0.123 |
4.3% |
23% |
False |
False |
33,104 |
| 80 |
3.782 |
2.620 |
1.162 |
40.8% |
0.114 |
4.0% |
20% |
False |
False |
28,289 |
| 100 |
3.853 |
2.620 |
1.233 |
43.3% |
0.107 |
3.7% |
19% |
False |
False |
24,413 |
| 120 |
3.880 |
2.620 |
1.260 |
44.2% |
0.098 |
3.4% |
18% |
False |
False |
21,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.633 |
|
2.618 |
3.341 |
|
1.618 |
3.162 |
|
1.000 |
3.051 |
|
0.618 |
2.983 |
|
HIGH |
2.872 |
|
0.618 |
2.804 |
|
0.500 |
2.783 |
|
0.382 |
2.761 |
|
LOW |
2.693 |
|
0.618 |
2.582 |
|
1.000 |
2.514 |
|
1.618 |
2.403 |
|
2.618 |
2.224 |
|
4.250 |
1.932 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.828 |
2.828 |
| PP |
2.805 |
2.805 |
| S1 |
2.783 |
2.783 |
|