NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.960 |
3.005 |
0.045 |
1.5% |
2.873 |
| High |
3.031 |
3.027 |
-0.004 |
-0.1% |
2.971 |
| Low |
2.894 |
2.897 |
0.003 |
0.1% |
2.789 |
| Close |
3.022 |
2.929 |
-0.093 |
-3.1% |
2.854 |
| Range |
0.137 |
0.130 |
-0.007 |
-5.1% |
0.182 |
| ATR |
0.108 |
0.109 |
0.002 |
1.5% |
0.000 |
| Volume |
24,954 |
31,675 |
6,721 |
26.9% |
110,331 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.341 |
3.265 |
3.001 |
|
| R3 |
3.211 |
3.135 |
2.965 |
|
| R2 |
3.081 |
3.081 |
2.953 |
|
| R1 |
3.005 |
3.005 |
2.941 |
2.978 |
| PP |
2.951 |
2.951 |
2.951 |
2.938 |
| S1 |
2.875 |
2.875 |
2.917 |
2.848 |
| S2 |
2.821 |
2.821 |
2.905 |
|
| S3 |
2.691 |
2.745 |
2.893 |
|
| S4 |
2.561 |
2.615 |
2.858 |
|
|
| 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 |
7.8% |
0.099 |
3.4% |
55% |
False |
False |
21,899 |
| 10 |
3.031 |
2.789 |
0.242 |
8.3% |
0.099 |
3.4% |
58% |
False |
False |
21,287 |
| 20 |
3.134 |
2.789 |
0.345 |
11.8% |
0.100 |
3.4% |
41% |
False |
False |
19,663 |
| 40 |
3.134 |
2.734 |
0.400 |
13.7% |
0.104 |
3.5% |
49% |
False |
False |
16,812 |
| 60 |
3.292 |
2.734 |
0.558 |
19.1% |
0.112 |
3.8% |
35% |
False |
False |
13,942 |
| 80 |
3.806 |
2.734 |
1.072 |
36.6% |
0.104 |
3.5% |
18% |
False |
False |
11,401 |
| 100 |
3.900 |
2.734 |
1.166 |
39.8% |
0.097 |
3.3% |
17% |
False |
False |
9,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.580 |
|
2.618 |
3.367 |
|
1.618 |
3.237 |
|
1.000 |
3.157 |
|
0.618 |
3.107 |
|
HIGH |
3.027 |
|
0.618 |
2.977 |
|
0.500 |
2.962 |
|
0.382 |
2.947 |
|
LOW |
2.897 |
|
0.618 |
2.817 |
|
1.000 |
2.767 |
|
1.618 |
2.687 |
|
2.618 |
2.557 |
|
4.250 |
2.345 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.962 |
2.950 |
| PP |
2.951 |
2.943 |
| S1 |
2.940 |
2.936 |
|