NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.738 |
2.774 |
0.036 |
1.3% |
2.731 |
| High |
2.782 |
2.833 |
0.051 |
1.8% |
2.949 |
| Low |
2.717 |
2.760 |
0.043 |
1.6% |
2.707 |
| Close |
2.760 |
2.810 |
0.050 |
1.8% |
2.803 |
| Range |
0.065 |
0.073 |
0.008 |
12.3% |
0.242 |
| ATR |
0.121 |
0.117 |
-0.003 |
-2.8% |
0.000 |
| Volume |
99,848 |
84,656 |
-15,192 |
-15.2% |
464,737 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.020 |
2.988 |
2.850 |
|
| R3 |
2.947 |
2.915 |
2.830 |
|
| R2 |
2.874 |
2.874 |
2.823 |
|
| R1 |
2.842 |
2.842 |
2.817 |
2.858 |
| PP |
2.801 |
2.801 |
2.801 |
2.809 |
| S1 |
2.769 |
2.769 |
2.803 |
2.785 |
| S2 |
2.728 |
2.728 |
2.797 |
|
| S3 |
2.655 |
2.696 |
2.790 |
|
| S4 |
2.582 |
2.623 |
2.770 |
|
|
| 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 |
2.717 |
0.232 |
8.3% |
0.118 |
4.2% |
40% |
False |
False |
96,731 |
| 10 |
2.949 |
2.693 |
0.256 |
9.1% |
0.117 |
4.2% |
46% |
False |
False |
85,151 |
| 20 |
2.970 |
2.685 |
0.285 |
10.1% |
0.107 |
3.8% |
44% |
False |
False |
64,015 |
| 40 |
3.068 |
2.620 |
0.448 |
15.9% |
0.114 |
4.1% |
42% |
False |
False |
54,262 |
| 60 |
3.200 |
2.620 |
0.580 |
20.6% |
0.124 |
4.4% |
33% |
False |
False |
43,983 |
| 80 |
3.775 |
2.620 |
1.155 |
41.1% |
0.116 |
4.1% |
16% |
False |
False |
36,448 |
| 100 |
3.853 |
2.620 |
1.233 |
43.9% |
0.111 |
3.9% |
15% |
False |
False |
31,768 |
| 120 |
3.865 |
2.620 |
1.245 |
44.3% |
0.103 |
3.7% |
15% |
False |
False |
27,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.143 |
|
2.618 |
3.024 |
|
1.618 |
2.951 |
|
1.000 |
2.906 |
|
0.618 |
2.878 |
|
HIGH |
2.833 |
|
0.618 |
2.805 |
|
0.500 |
2.797 |
|
0.382 |
2.788 |
|
LOW |
2.760 |
|
0.618 |
2.715 |
|
1.000 |
2.687 |
|
1.618 |
2.642 |
|
2.618 |
2.569 |
|
4.250 |
2.450 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.806 |
2.825 |
| PP |
2.801 |
2.820 |
| S1 |
2.797 |
2.815 |
|