NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.942 |
2.860 |
-0.082 |
-2.8% |
2.829 |
| High |
3.022 |
2.882 |
-0.140 |
-4.6% |
3.031 |
| Low |
2.891 |
2.822 |
-0.069 |
-2.4% |
2.811 |
| Close |
2.906 |
2.864 |
-0.042 |
-1.4% |
2.906 |
| Range |
0.131 |
0.060 |
-0.071 |
-54.2% |
0.220 |
| ATR |
0.111 |
0.109 |
-0.002 |
-1.7% |
0.000 |
| Volume |
36,813 |
31,005 |
-5,808 |
-15.8% |
122,835 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.036 |
3.010 |
2.897 |
|
| R3 |
2.976 |
2.950 |
2.881 |
|
| R2 |
2.916 |
2.916 |
2.875 |
|
| R1 |
2.890 |
2.890 |
2.870 |
2.903 |
| PP |
2.856 |
2.856 |
2.856 |
2.863 |
| S1 |
2.830 |
2.830 |
2.859 |
2.843 |
| S2 |
2.796 |
2.796 |
2.853 |
|
| S3 |
2.736 |
2.770 |
2.848 |
|
| S4 |
2.676 |
2.710 |
2.831 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.461 |
3.027 |
|
| R3 |
3.356 |
3.241 |
2.967 |
|
| R2 |
3.136 |
3.136 |
2.946 |
|
| R1 |
3.021 |
3.021 |
2.926 |
3.079 |
| PP |
2.916 |
2.916 |
2.916 |
2.945 |
| S1 |
2.801 |
2.801 |
2.886 |
2.859 |
| S2 |
2.696 |
2.696 |
2.866 |
|
| S3 |
2.476 |
2.581 |
2.846 |
|
| S4 |
2.256 |
2.361 |
2.785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.031 |
2.822 |
0.209 |
7.3% |
0.111 |
3.9% |
20% |
False |
True |
28,297 |
| 10 |
3.031 |
2.789 |
0.242 |
8.4% |
0.101 |
3.5% |
31% |
False |
False |
24,574 |
| 20 |
3.069 |
2.789 |
0.280 |
9.8% |
0.096 |
3.3% |
27% |
False |
False |
20,078 |
| 40 |
3.134 |
2.734 |
0.400 |
14.0% |
0.102 |
3.6% |
33% |
False |
False |
17,910 |
| 60 |
3.264 |
2.734 |
0.530 |
18.5% |
0.112 |
3.9% |
25% |
False |
False |
14,904 |
| 80 |
3.806 |
2.734 |
1.072 |
37.4% |
0.104 |
3.6% |
12% |
False |
False |
12,092 |
| 100 |
3.900 |
2.734 |
1.166 |
40.7% |
0.098 |
3.4% |
11% |
False |
False |
10,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.137 |
|
2.618 |
3.039 |
|
1.618 |
2.979 |
|
1.000 |
2.942 |
|
0.618 |
2.919 |
|
HIGH |
2.882 |
|
0.618 |
2.859 |
|
0.500 |
2.852 |
|
0.382 |
2.845 |
|
LOW |
2.822 |
|
0.618 |
2.785 |
|
1.000 |
2.762 |
|
1.618 |
2.725 |
|
2.618 |
2.665 |
|
4.250 |
2.567 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.860 |
2.925 |
| PP |
2.856 |
2.904 |
| S1 |
2.852 |
2.884 |
|