NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.870 |
2.960 |
0.090 |
3.1% |
2.873 |
| High |
2.964 |
3.031 |
0.067 |
2.3% |
2.971 |
| Low |
2.869 |
2.894 |
0.025 |
0.9% |
2.789 |
| Close |
2.961 |
3.022 |
0.061 |
2.1% |
2.854 |
| Range |
0.095 |
0.137 |
0.042 |
44.2% |
0.182 |
| ATR |
0.105 |
0.108 |
0.002 |
2.1% |
0.000 |
| Volume |
17,039 |
24,954 |
7,915 |
46.5% |
110,331 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.393 |
3.345 |
3.097 |
|
| R3 |
3.256 |
3.208 |
3.060 |
|
| R2 |
3.119 |
3.119 |
3.047 |
|
| R1 |
3.071 |
3.071 |
3.035 |
3.095 |
| PP |
2.982 |
2.982 |
2.982 |
2.995 |
| S1 |
2.934 |
2.934 |
3.009 |
2.958 |
| S2 |
2.845 |
2.845 |
2.997 |
|
| S3 |
2.708 |
2.797 |
2.984 |
|
| S4 |
2.571 |
2.660 |
2.947 |
|
|
| 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 |
3.031 |
2.802 |
0.229 |
7.6% |
0.098 |
3.2% |
96% |
True |
False |
20,574 |
| 10 |
3.031 |
2.789 |
0.242 |
8.0% |
0.097 |
3.2% |
96% |
True |
False |
19,255 |
| 20 |
3.134 |
2.789 |
0.345 |
11.4% |
0.098 |
3.2% |
68% |
False |
False |
18,809 |
| 40 |
3.134 |
2.734 |
0.400 |
13.2% |
0.103 |
3.4% |
72% |
False |
False |
16,360 |
| 60 |
3.464 |
2.734 |
0.730 |
24.2% |
0.112 |
3.7% |
39% |
False |
False |
13,477 |
| 80 |
3.812 |
2.734 |
1.078 |
35.7% |
0.103 |
3.4% |
27% |
False |
False |
11,047 |
| 100 |
3.900 |
2.734 |
1.166 |
38.6% |
0.096 |
3.2% |
25% |
False |
False |
9,382 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.613 |
|
2.618 |
3.390 |
|
1.618 |
3.253 |
|
1.000 |
3.168 |
|
0.618 |
3.116 |
|
HIGH |
3.031 |
|
0.618 |
2.979 |
|
0.500 |
2.963 |
|
0.382 |
2.946 |
|
LOW |
2.894 |
|
0.618 |
2.809 |
|
1.000 |
2.757 |
|
1.618 |
2.672 |
|
2.618 |
2.535 |
|
4.250 |
2.312 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.002 |
2.988 |
| PP |
2.982 |
2.955 |
| S1 |
2.963 |
2.921 |
|