NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.920 |
2.846 |
-0.074 |
-2.5% |
2.731 |
| High |
2.946 |
2.933 |
-0.013 |
-0.4% |
2.949 |
| Low |
2.798 |
2.784 |
-0.014 |
-0.5% |
2.707 |
| Close |
2.829 |
2.803 |
-0.026 |
-0.9% |
2.803 |
| Range |
0.148 |
0.149 |
0.001 |
0.7% |
0.242 |
| ATR |
0.122 |
0.123 |
0.002 |
1.6% |
0.000 |
| Volume |
101,923 |
91,072 |
-10,851 |
-10.6% |
464,737 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.287 |
3.194 |
2.885 |
|
| R3 |
3.138 |
3.045 |
2.844 |
|
| R2 |
2.989 |
2.989 |
2.830 |
|
| R1 |
2.896 |
2.896 |
2.817 |
2.868 |
| PP |
2.840 |
2.840 |
2.840 |
2.826 |
| S1 |
2.747 |
2.747 |
2.789 |
2.719 |
| S2 |
2.691 |
2.691 |
2.776 |
|
| S3 |
2.542 |
2.598 |
2.762 |
|
| S4 |
2.393 |
2.449 |
2.721 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.546 |
3.416 |
2.936 |
|
| R3 |
3.304 |
3.174 |
2.870 |
|
| R2 |
3.062 |
3.062 |
2.847 |
|
| R1 |
2.932 |
2.932 |
2.825 |
2.997 |
| PP |
2.820 |
2.820 |
2.820 |
2.852 |
| S1 |
2.690 |
2.690 |
2.781 |
2.755 |
| S2 |
2.578 |
2.578 |
2.759 |
|
| S3 |
2.336 |
2.448 |
2.736 |
|
| S4 |
2.094 |
2.206 |
2.670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.949 |
2.707 |
0.242 |
8.6% |
0.128 |
4.6% |
40% |
False |
False |
92,947 |
| 10 |
2.949 |
2.693 |
0.256 |
9.1% |
0.119 |
4.3% |
43% |
False |
False |
80,798 |
| 20 |
3.068 |
2.685 |
0.383 |
13.7% |
0.115 |
4.1% |
31% |
False |
False |
59,575 |
| 40 |
3.068 |
2.620 |
0.448 |
16.0% |
0.116 |
4.1% |
41% |
False |
False |
50,995 |
| 60 |
3.200 |
2.620 |
0.580 |
20.7% |
0.125 |
4.5% |
32% |
False |
False |
41,463 |
| 80 |
3.775 |
2.620 |
1.155 |
41.2% |
0.117 |
4.2% |
16% |
False |
False |
34,458 |
| 100 |
3.853 |
2.620 |
1.233 |
44.0% |
0.111 |
4.0% |
15% |
False |
False |
30,042 |
| 120 |
3.880 |
2.620 |
1.260 |
45.0% |
0.102 |
3.6% |
15% |
False |
False |
25,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.566 |
|
2.618 |
3.323 |
|
1.618 |
3.174 |
|
1.000 |
3.082 |
|
0.618 |
3.025 |
|
HIGH |
2.933 |
|
0.618 |
2.876 |
|
0.500 |
2.859 |
|
0.382 |
2.841 |
|
LOW |
2.784 |
|
0.618 |
2.692 |
|
1.000 |
2.635 |
|
1.618 |
2.543 |
|
2.618 |
2.394 |
|
4.250 |
2.151 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.859 |
2.867 |
| PP |
2.840 |
2.845 |
| S1 |
2.822 |
2.824 |
|