NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.731 |
2.755 |
0.024 |
0.9% |
2.809 |
| High |
2.774 |
2.874 |
0.100 |
3.6% |
2.889 |
| Low |
2.707 |
2.755 |
0.048 |
1.8% |
2.693 |
| Close |
2.739 |
2.872 |
0.133 |
4.9% |
2.756 |
| Range |
0.067 |
0.119 |
0.052 |
77.6% |
0.196 |
| ATR |
0.115 |
0.117 |
0.001 |
1.2% |
0.000 |
| Volume |
58,679 |
106,904 |
48,225 |
82.2% |
343,250 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.191 |
3.150 |
2.937 |
|
| R3 |
3.072 |
3.031 |
2.905 |
|
| R2 |
2.953 |
2.953 |
2.894 |
|
| R1 |
2.912 |
2.912 |
2.883 |
2.933 |
| PP |
2.834 |
2.834 |
2.834 |
2.844 |
| S1 |
2.793 |
2.793 |
2.861 |
2.814 |
| S2 |
2.715 |
2.715 |
2.850 |
|
| S3 |
2.596 |
2.674 |
2.839 |
|
| S4 |
2.477 |
2.555 |
2.807 |
|
|
| 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 |
6.8% |
0.117 |
4.1% |
91% |
False |
False |
73,570 |
| 10 |
2.900 |
2.693 |
0.207 |
7.2% |
0.100 |
3.5% |
86% |
False |
False |
61,994 |
| 20 |
3.068 |
2.685 |
0.383 |
13.3% |
0.109 |
3.8% |
49% |
False |
False |
52,314 |
| 40 |
3.068 |
2.620 |
0.448 |
15.6% |
0.116 |
4.0% |
56% |
False |
False |
45,628 |
| 60 |
3.471 |
2.620 |
0.851 |
29.6% |
0.123 |
4.3% |
30% |
False |
False |
37,102 |
| 80 |
3.780 |
2.620 |
1.160 |
40.4% |
0.115 |
4.0% |
22% |
False |
False |
31,391 |
| 100 |
3.853 |
2.620 |
1.233 |
42.9% |
0.108 |
3.8% |
20% |
False |
False |
27,209 |
| 120 |
3.880 |
2.620 |
1.260 |
43.9% |
0.100 |
3.5% |
20% |
False |
False |
23,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.380 |
|
2.618 |
3.186 |
|
1.618 |
3.067 |
|
1.000 |
2.993 |
|
0.618 |
2.948 |
|
HIGH |
2.874 |
|
0.618 |
2.829 |
|
0.500 |
2.815 |
|
0.382 |
2.800 |
|
LOW |
2.755 |
|
0.618 |
2.681 |
|
1.000 |
2.636 |
|
1.618 |
2.562 |
|
2.618 |
2.443 |
|
4.250 |
2.249 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.853 |
2.845 |
| PP |
2.834 |
2.817 |
| S1 |
2.815 |
2.790 |
|