NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.755 |
2.868 |
0.113 |
4.1% |
2.809 |
| High |
2.874 |
2.949 |
0.075 |
2.6% |
2.889 |
| Low |
2.755 |
2.793 |
0.038 |
1.4% |
2.693 |
| Close |
2.872 |
2.936 |
0.064 |
2.2% |
2.756 |
| Range |
0.119 |
0.156 |
0.037 |
31.1% |
0.196 |
| ATR |
0.117 |
0.119 |
0.003 |
2.4% |
0.000 |
| Volume |
106,904 |
106,159 |
-745 |
-0.7% |
343,250 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.361 |
3.304 |
3.022 |
|
| R3 |
3.205 |
3.148 |
2.979 |
|
| R2 |
3.049 |
3.049 |
2.965 |
|
| R1 |
2.992 |
2.992 |
2.950 |
3.021 |
| PP |
2.893 |
2.893 |
2.893 |
2.907 |
| S1 |
2.836 |
2.836 |
2.922 |
2.865 |
| S2 |
2.737 |
2.737 |
2.907 |
|
| S3 |
2.581 |
2.680 |
2.893 |
|
| S4 |
2.425 |
2.524 |
2.850 |
|
|
| 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 |
2.949 |
2.706 |
0.243 |
8.3% |
0.112 |
3.8% |
95% |
True |
False |
80,025 |
| 10 |
2.949 |
2.693 |
0.256 |
8.7% |
0.109 |
3.7% |
95% |
True |
False |
69,737 |
| 20 |
3.068 |
2.685 |
0.383 |
13.0% |
0.112 |
3.8% |
66% |
False |
False |
55,188 |
| 40 |
3.068 |
2.620 |
0.448 |
15.3% |
0.116 |
4.0% |
71% |
False |
False |
47,614 |
| 60 |
3.416 |
2.620 |
0.796 |
27.1% |
0.124 |
4.2% |
40% |
False |
False |
38,766 |
| 80 |
3.780 |
2.620 |
1.160 |
39.5% |
0.116 |
3.9% |
27% |
False |
False |
32,606 |
| 100 |
3.853 |
2.620 |
1.233 |
42.0% |
0.109 |
3.7% |
26% |
False |
False |
28,214 |
| 120 |
3.880 |
2.620 |
1.260 |
42.9% |
0.101 |
3.4% |
25% |
False |
False |
24,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.612 |
|
2.618 |
3.357 |
|
1.618 |
3.201 |
|
1.000 |
3.105 |
|
0.618 |
3.045 |
|
HIGH |
2.949 |
|
0.618 |
2.889 |
|
0.500 |
2.871 |
|
0.382 |
2.853 |
|
LOW |
2.793 |
|
0.618 |
2.697 |
|
1.000 |
2.637 |
|
1.618 |
2.541 |
|
2.618 |
2.385 |
|
4.250 |
2.130 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.914 |
2.900 |
| PP |
2.893 |
2.864 |
| S1 |
2.871 |
2.828 |
|