NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.892 |
2.856 |
-0.036 |
-1.2% |
2.829 |
| High |
2.909 |
2.863 |
-0.046 |
-1.6% |
3.031 |
| Low |
2.833 |
2.775 |
-0.058 |
-2.0% |
2.811 |
| Close |
2.845 |
2.795 |
-0.050 |
-1.8% |
2.906 |
| Range |
0.076 |
0.088 |
0.012 |
15.8% |
0.220 |
| ATR |
0.104 |
0.103 |
-0.001 |
-1.1% |
0.000 |
| Volume |
25,664 |
23,281 |
-2,383 |
-9.3% |
122,835 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.075 |
3.023 |
2.843 |
|
| R3 |
2.987 |
2.935 |
2.819 |
|
| R2 |
2.899 |
2.899 |
2.811 |
|
| R1 |
2.847 |
2.847 |
2.803 |
2.829 |
| PP |
2.811 |
2.811 |
2.811 |
2.802 |
| S1 |
2.759 |
2.759 |
2.787 |
2.741 |
| S2 |
2.723 |
2.723 |
2.779 |
|
| S3 |
2.635 |
2.671 |
2.771 |
|
| S4 |
2.547 |
2.583 |
2.747 |
|
|
| 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 |
3.022 |
2.775 |
0.247 |
8.8% |
0.085 |
3.1% |
8% |
False |
True |
29,917 |
| 10 |
3.031 |
2.775 |
0.256 |
9.2% |
0.092 |
3.3% |
8% |
False |
True |
25,908 |
| 20 |
3.031 |
2.775 |
0.256 |
9.2% |
0.089 |
3.2% |
8% |
False |
True |
21,417 |
| 40 |
3.134 |
2.734 |
0.400 |
14.3% |
0.102 |
3.7% |
15% |
False |
False |
19,297 |
| 60 |
3.264 |
2.734 |
0.530 |
19.0% |
0.111 |
4.0% |
12% |
False |
False |
16,115 |
| 80 |
3.680 |
2.734 |
0.946 |
33.8% |
0.104 |
3.7% |
6% |
False |
False |
13,020 |
| 100 |
3.900 |
2.734 |
1.166 |
41.7% |
0.098 |
3.5% |
5% |
False |
False |
11,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.237 |
|
2.618 |
3.093 |
|
1.618 |
3.005 |
|
1.000 |
2.951 |
|
0.618 |
2.917 |
|
HIGH |
2.863 |
|
0.618 |
2.829 |
|
0.500 |
2.819 |
|
0.382 |
2.809 |
|
LOW |
2.775 |
|
0.618 |
2.721 |
|
1.000 |
2.687 |
|
1.618 |
2.633 |
|
2.618 |
2.545 |
|
4.250 |
2.401 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.819 |
2.854 |
| PP |
2.811 |
2.834 |
| S1 |
2.803 |
2.815 |
|