NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.762 |
2.855 |
0.093 |
3.4% |
2.732 |
| High |
2.872 |
2.889 |
0.017 |
0.6% |
2.900 |
| Low |
2.693 |
2.754 |
0.061 |
2.3% |
2.685 |
| Close |
2.850 |
2.765 |
-0.085 |
-3.0% |
2.872 |
| Range |
0.179 |
0.135 |
-0.044 |
-24.6% |
0.215 |
| ATR |
0.121 |
0.122 |
0.001 |
0.8% |
0.000 |
| Volume |
73,887 |
76,125 |
2,238 |
3.0% |
179,556 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.208 |
3.121 |
2.839 |
|
| R3 |
3.073 |
2.986 |
2.802 |
|
| R2 |
2.938 |
2.938 |
2.790 |
|
| R1 |
2.851 |
2.851 |
2.777 |
2.827 |
| PP |
2.803 |
2.803 |
2.803 |
2.791 |
| S1 |
2.716 |
2.716 |
2.753 |
2.692 |
| S2 |
2.668 |
2.668 |
2.740 |
|
| S3 |
2.533 |
2.581 |
2.728 |
|
| S4 |
2.398 |
2.446 |
2.691 |
|
|
| 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 |
7.5% |
0.110 |
4.0% |
35% |
False |
False |
68,433 |
| 10 |
2.900 |
2.685 |
0.215 |
7.8% |
0.098 |
3.5% |
37% |
False |
False |
51,082 |
| 20 |
3.068 |
2.685 |
0.383 |
13.9% |
0.121 |
4.4% |
21% |
False |
False |
51,760 |
| 40 |
3.200 |
2.620 |
0.580 |
21.0% |
0.125 |
4.5% |
25% |
False |
False |
42,894 |
| 60 |
3.600 |
2.620 |
0.980 |
35.4% |
0.124 |
4.5% |
15% |
False |
False |
34,068 |
| 80 |
3.782 |
2.620 |
1.162 |
42.0% |
0.115 |
4.1% |
12% |
False |
False |
29,121 |
| 100 |
3.853 |
2.620 |
1.233 |
44.6% |
0.107 |
3.9% |
12% |
False |
False |
25,145 |
| 120 |
3.880 |
2.620 |
1.260 |
45.6% |
0.099 |
3.6% |
12% |
False |
False |
21,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.463 |
|
2.618 |
3.242 |
|
1.618 |
3.107 |
|
1.000 |
3.024 |
|
0.618 |
2.972 |
|
HIGH |
2.889 |
|
0.618 |
2.837 |
|
0.500 |
2.822 |
|
0.382 |
2.806 |
|
LOW |
2.754 |
|
0.618 |
2.671 |
|
1.000 |
2.619 |
|
1.618 |
2.536 |
|
2.618 |
2.401 |
|
4.250 |
2.180 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.822 |
2.791 |
| PP |
2.803 |
2.782 |
| S1 |
2.784 |
2.774 |
|