NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.855 |
2.779 |
-0.076 |
-2.7% |
2.809 |
| High |
2.889 |
2.789 |
-0.100 |
-3.5% |
2.889 |
| Low |
2.754 |
2.706 |
-0.048 |
-1.7% |
2.693 |
| Close |
2.765 |
2.756 |
-0.009 |
-0.3% |
2.756 |
| Range |
0.135 |
0.083 |
-0.052 |
-38.5% |
0.196 |
| ATR |
0.122 |
0.119 |
-0.003 |
-2.3% |
0.000 |
| Volume |
76,125 |
52,259 |
-23,866 |
-31.4% |
343,250 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.999 |
2.961 |
2.802 |
|
| R3 |
2.916 |
2.878 |
2.779 |
|
| R2 |
2.833 |
2.833 |
2.771 |
|
| R1 |
2.795 |
2.795 |
2.764 |
2.773 |
| PP |
2.750 |
2.750 |
2.750 |
2.739 |
| S1 |
2.712 |
2.712 |
2.748 |
2.690 |
| S2 |
2.667 |
2.667 |
2.741 |
|
| S3 |
2.584 |
2.629 |
2.733 |
|
| S4 |
2.501 |
2.546 |
2.710 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.367 |
3.258 |
2.864 |
|
| R3 |
3.171 |
3.062 |
2.810 |
|
| R2 |
2.975 |
2.975 |
2.792 |
|
| R1 |
2.866 |
2.866 |
2.774 |
2.823 |
| PP |
2.779 |
2.779 |
2.779 |
2.758 |
| S1 |
2.670 |
2.670 |
2.738 |
2.627 |
| S2 |
2.583 |
2.583 |
2.720 |
|
| S3 |
2.387 |
2.474 |
2.702 |
|
| S4 |
2.191 |
2.278 |
2.648 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.889 |
2.693 |
0.196 |
7.1% |
0.111 |
4.0% |
32% |
False |
False |
68,650 |
| 10 |
2.900 |
2.685 |
0.215 |
7.8% |
0.100 |
3.6% |
33% |
False |
False |
52,280 |
| 20 |
3.068 |
2.685 |
0.383 |
13.9% |
0.116 |
4.2% |
19% |
False |
False |
49,876 |
| 40 |
3.200 |
2.620 |
0.580 |
21.0% |
0.120 |
4.4% |
23% |
False |
False |
43,655 |
| 60 |
3.498 |
2.620 |
0.878 |
31.9% |
0.123 |
4.5% |
15% |
False |
False |
34,758 |
| 80 |
3.782 |
2.620 |
1.162 |
42.2% |
0.115 |
4.2% |
12% |
False |
False |
29,601 |
| 100 |
3.853 |
2.620 |
1.233 |
44.7% |
0.107 |
3.9% |
11% |
False |
False |
25,629 |
| 120 |
3.880 |
2.620 |
1.260 |
45.7% |
0.099 |
3.6% |
11% |
False |
False |
22,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.142 |
|
2.618 |
3.006 |
|
1.618 |
2.923 |
|
1.000 |
2.872 |
|
0.618 |
2.840 |
|
HIGH |
2.789 |
|
0.618 |
2.757 |
|
0.500 |
2.748 |
|
0.382 |
2.738 |
|
LOW |
2.706 |
|
0.618 |
2.655 |
|
1.000 |
2.623 |
|
1.618 |
2.572 |
|
2.618 |
2.489 |
|
4.250 |
2.353 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.753 |
2.791 |
| PP |
2.750 |
2.779 |
| S1 |
2.748 |
2.768 |
|