NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.819 |
2.855 |
0.036 |
1.3% |
2.849 |
| High |
2.857 |
2.950 |
0.093 |
3.3% |
2.990 |
| Low |
2.817 |
2.789 |
-0.028 |
-1.0% |
2.789 |
| Close |
2.852 |
2.932 |
0.080 |
2.8% |
2.957 |
| Range |
0.040 |
0.161 |
0.121 |
302.5% |
0.201 |
| ATR |
0.105 |
0.109 |
0.004 |
3.8% |
0.000 |
| Volume |
23,659 |
19,714 |
-3,945 |
-16.7% |
63,688 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.373 |
3.314 |
3.021 |
|
| R3 |
3.212 |
3.153 |
2.976 |
|
| R2 |
3.051 |
3.051 |
2.962 |
|
| R1 |
2.992 |
2.992 |
2.947 |
3.022 |
| PP |
2.890 |
2.890 |
2.890 |
2.905 |
| S1 |
2.831 |
2.831 |
2.917 |
2.861 |
| S2 |
2.729 |
2.729 |
2.902 |
|
| S3 |
2.568 |
2.670 |
2.888 |
|
| S4 |
2.407 |
2.509 |
2.843 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.515 |
3.437 |
3.068 |
|
| R3 |
3.314 |
3.236 |
3.012 |
|
| R2 |
3.113 |
3.113 |
2.994 |
|
| R1 |
3.035 |
3.035 |
2.975 |
3.074 |
| PP |
2.912 |
2.912 |
2.912 |
2.932 |
| S1 |
2.834 |
2.834 |
2.939 |
2.873 |
| S2 |
2.711 |
2.711 |
2.920 |
|
| S3 |
2.510 |
2.633 |
2.902 |
|
| S4 |
2.309 |
2.432 |
2.846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.990 |
2.789 |
0.201 |
6.9% |
0.096 |
3.3% |
71% |
False |
True |
17,936 |
| 10 |
3.000 |
2.789 |
0.211 |
7.2% |
0.091 |
3.1% |
68% |
False |
True |
15,978 |
| 20 |
3.134 |
2.789 |
0.345 |
11.8% |
0.107 |
3.7% |
41% |
False |
True |
18,793 |
| 40 |
3.264 |
2.734 |
0.530 |
18.1% |
0.111 |
3.8% |
37% |
False |
False |
15,683 |
| 60 |
3.650 |
2.734 |
0.916 |
31.2% |
0.110 |
3.8% |
22% |
False |
False |
12,064 |
| 80 |
3.812 |
2.734 |
1.078 |
36.8% |
0.102 |
3.5% |
18% |
False |
False |
9,945 |
| 100 |
3.900 |
2.734 |
1.166 |
39.8% |
0.094 |
3.2% |
17% |
False |
False |
8,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.634 |
|
2.618 |
3.371 |
|
1.618 |
3.210 |
|
1.000 |
3.111 |
|
0.618 |
3.049 |
|
HIGH |
2.950 |
|
0.618 |
2.888 |
|
0.500 |
2.870 |
|
0.382 |
2.851 |
|
LOW |
2.789 |
|
0.618 |
2.690 |
|
1.000 |
2.628 |
|
1.618 |
2.529 |
|
2.618 |
2.368 |
|
4.250 |
2.105 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.911 |
2.911 |
| PP |
2.890 |
2.890 |
| S1 |
2.870 |
2.870 |
|