NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.779 |
2.731 |
-0.048 |
-1.7% |
2.809 |
| High |
2.789 |
2.774 |
-0.015 |
-0.5% |
2.889 |
| Low |
2.706 |
2.707 |
0.001 |
0.0% |
2.693 |
| Close |
2.756 |
2.739 |
-0.017 |
-0.6% |
2.756 |
| Range |
0.083 |
0.067 |
-0.016 |
-19.3% |
0.196 |
| ATR |
0.119 |
0.115 |
-0.004 |
-3.1% |
0.000 |
| Volume |
52,259 |
58,679 |
6,420 |
12.3% |
343,250 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.941 |
2.907 |
2.776 |
|
| R3 |
2.874 |
2.840 |
2.757 |
|
| R2 |
2.807 |
2.807 |
2.751 |
|
| R1 |
2.773 |
2.773 |
2.745 |
2.790 |
| PP |
2.740 |
2.740 |
2.740 |
2.749 |
| S1 |
2.706 |
2.706 |
2.733 |
2.723 |
| S2 |
2.673 |
2.673 |
2.727 |
|
| S3 |
2.606 |
2.639 |
2.721 |
|
| S4 |
2.539 |
2.572 |
2.702 |
|
|
| 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 |
7.2% |
0.103 |
3.8% |
23% |
False |
False |
68,976 |
| 10 |
2.900 |
2.685 |
0.215 |
7.8% |
0.097 |
3.5% |
25% |
False |
False |
55,013 |
| 20 |
3.068 |
2.685 |
0.383 |
14.0% |
0.112 |
4.1% |
14% |
False |
False |
49,300 |
| 40 |
3.080 |
2.620 |
0.460 |
16.8% |
0.116 |
4.3% |
26% |
False |
False |
44,009 |
| 60 |
3.471 |
2.620 |
0.851 |
31.1% |
0.122 |
4.5% |
14% |
False |
False |
35,535 |
| 80 |
3.782 |
2.620 |
1.162 |
42.4% |
0.115 |
4.2% |
10% |
False |
False |
30,233 |
| 100 |
3.853 |
2.620 |
1.233 |
45.0% |
0.107 |
3.9% |
10% |
False |
False |
26,182 |
| 120 |
3.880 |
2.620 |
1.260 |
46.0% |
0.099 |
3.6% |
9% |
False |
False |
22,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.059 |
|
2.618 |
2.949 |
|
1.618 |
2.882 |
|
1.000 |
2.841 |
|
0.618 |
2.815 |
|
HIGH |
2.774 |
|
0.618 |
2.748 |
|
0.500 |
2.741 |
|
0.382 |
2.733 |
|
LOW |
2.707 |
|
0.618 |
2.666 |
|
1.000 |
2.640 |
|
1.618 |
2.599 |
|
2.618 |
2.532 |
|
4.250 |
2.422 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.741 |
2.798 |
| PP |
2.740 |
2.778 |
| S1 |
2.740 |
2.759 |
|