NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.868 |
2.920 |
0.052 |
1.8% |
2.809 |
| High |
2.949 |
2.946 |
-0.003 |
-0.1% |
2.889 |
| Low |
2.793 |
2.798 |
0.005 |
0.2% |
2.693 |
| Close |
2.936 |
2.829 |
-0.107 |
-3.6% |
2.756 |
| Range |
0.156 |
0.148 |
-0.008 |
-5.1% |
0.196 |
| ATR |
0.119 |
0.122 |
0.002 |
1.7% |
0.000 |
| Volume |
106,159 |
101,923 |
-4,236 |
-4.0% |
343,250 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.302 |
3.213 |
2.910 |
|
| R3 |
3.154 |
3.065 |
2.870 |
|
| R2 |
3.006 |
3.006 |
2.856 |
|
| R1 |
2.917 |
2.917 |
2.843 |
2.888 |
| PP |
2.858 |
2.858 |
2.858 |
2.843 |
| S1 |
2.769 |
2.769 |
2.815 |
2.740 |
| S2 |
2.710 |
2.710 |
2.802 |
|
| S3 |
2.562 |
2.621 |
2.788 |
|
| S4 |
2.414 |
2.473 |
2.748 |
|
|
| 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 |
8.6% |
0.115 |
4.1% |
51% |
False |
False |
85,184 |
| 10 |
2.949 |
2.693 |
0.256 |
9.0% |
0.112 |
4.0% |
53% |
False |
False |
76,809 |
| 20 |
3.068 |
2.685 |
0.383 |
13.5% |
0.115 |
4.1% |
38% |
False |
False |
58,034 |
| 40 |
3.068 |
2.620 |
0.448 |
15.8% |
0.117 |
4.1% |
47% |
False |
False |
49,446 |
| 60 |
3.215 |
2.620 |
0.595 |
21.0% |
0.124 |
4.4% |
35% |
False |
False |
40,222 |
| 80 |
3.775 |
2.620 |
1.155 |
40.8% |
0.116 |
4.1% |
18% |
False |
False |
33,610 |
| 100 |
3.853 |
2.620 |
1.233 |
43.6% |
0.110 |
3.9% |
17% |
False |
False |
29,188 |
| 120 |
3.880 |
2.620 |
1.260 |
44.5% |
0.101 |
3.6% |
17% |
False |
False |
25,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.575 |
|
2.618 |
3.333 |
|
1.618 |
3.185 |
|
1.000 |
3.094 |
|
0.618 |
3.037 |
|
HIGH |
2.946 |
|
0.618 |
2.889 |
|
0.500 |
2.872 |
|
0.382 |
2.855 |
|
LOW |
2.798 |
|
0.618 |
2.707 |
|
1.000 |
2.650 |
|
1.618 |
2.559 |
|
2.618 |
2.411 |
|
4.250 |
2.169 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.872 |
2.852 |
| PP |
2.858 |
2.844 |
| S1 |
2.843 |
2.837 |
|