NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.866 |
2.829 |
-0.037 |
-1.3% |
2.873 |
| High |
2.874 |
2.874 |
0.000 |
0.0% |
2.971 |
| Low |
2.802 |
2.811 |
0.009 |
0.3% |
2.789 |
| Close |
2.854 |
2.843 |
-0.011 |
-0.4% |
2.854 |
| Range |
0.072 |
0.063 |
-0.009 |
-12.5% |
0.182 |
| ATR |
0.107 |
0.104 |
-0.003 |
-3.0% |
0.000 |
| Volume |
23,473 |
12,354 |
-11,119 |
-47.4% |
110,331 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.032 |
3.000 |
2.878 |
|
| R3 |
2.969 |
2.937 |
2.860 |
|
| R2 |
2.906 |
2.906 |
2.855 |
|
| R1 |
2.874 |
2.874 |
2.849 |
2.890 |
| PP |
2.843 |
2.843 |
2.843 |
2.851 |
| S1 |
2.811 |
2.811 |
2.837 |
2.827 |
| S2 |
2.780 |
2.780 |
2.831 |
|
| S3 |
2.717 |
2.748 |
2.826 |
|
| S4 |
2.654 |
2.685 |
2.808 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.417 |
3.318 |
2.954 |
|
| R3 |
3.235 |
3.136 |
2.904 |
|
| R2 |
3.053 |
3.053 |
2.887 |
|
| R1 |
2.954 |
2.954 |
2.871 |
2.913 |
| PP |
2.871 |
2.871 |
2.871 |
2.851 |
| S1 |
2.772 |
2.772 |
2.837 |
2.731 |
| S2 |
2.689 |
2.689 |
2.821 |
|
| S3 |
2.507 |
2.590 |
2.804 |
|
| S4 |
2.325 |
2.408 |
2.754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.971 |
2.789 |
0.182 |
6.4% |
0.091 |
3.2% |
30% |
False |
False |
20,850 |
| 10 |
2.990 |
2.789 |
0.201 |
7.1% |
0.085 |
3.0% |
27% |
False |
False |
17,326 |
| 20 |
3.134 |
2.789 |
0.345 |
12.1% |
0.099 |
3.5% |
16% |
False |
False |
18,520 |
| 40 |
3.152 |
2.734 |
0.418 |
14.7% |
0.104 |
3.7% |
26% |
False |
False |
16,080 |
| 60 |
3.541 |
2.734 |
0.807 |
28.4% |
0.110 |
3.9% |
14% |
False |
False |
12,880 |
| 80 |
3.812 |
2.734 |
1.078 |
37.9% |
0.102 |
3.6% |
10% |
False |
False |
10,584 |
| 100 |
3.900 |
2.734 |
1.166 |
41.0% |
0.094 |
3.3% |
9% |
False |
False |
8,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.142 |
|
2.618 |
3.039 |
|
1.618 |
2.976 |
|
1.000 |
2.937 |
|
0.618 |
2.913 |
|
HIGH |
2.874 |
|
0.618 |
2.850 |
|
0.500 |
2.843 |
|
0.382 |
2.835 |
|
LOW |
2.811 |
|
0.618 |
2.772 |
|
1.000 |
2.748 |
|
1.618 |
2.709 |
|
2.618 |
2.646 |
|
4.250 |
2.543 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.843 |
2.887 |
| PP |
2.843 |
2.872 |
| S1 |
2.843 |
2.858 |
|