NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.928 |
2.969 |
0.041 |
1.4% |
2.859 |
| High |
2.998 |
3.000 |
0.002 |
0.1% |
3.000 |
| Low |
2.898 |
2.928 |
0.030 |
1.0% |
2.809 |
| Close |
2.979 |
2.974 |
-0.005 |
-0.2% |
2.974 |
| Range |
0.100 |
0.072 |
-0.028 |
-28.0% |
0.191 |
| ATR |
0.100 |
0.098 |
-0.002 |
-2.0% |
0.000 |
| Volume |
5,999 |
7,588 |
1,589 |
26.5% |
31,903 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.183 |
3.151 |
3.014 |
|
| R3 |
3.111 |
3.079 |
2.994 |
|
| R2 |
3.039 |
3.039 |
2.987 |
|
| R1 |
3.007 |
3.007 |
2.981 |
3.023 |
| PP |
2.967 |
2.967 |
2.967 |
2.976 |
| S1 |
2.935 |
2.935 |
2.967 |
2.951 |
| S2 |
2.895 |
2.895 |
2.961 |
|
| S3 |
2.823 |
2.863 |
2.954 |
|
| S4 |
2.751 |
2.791 |
2.934 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.501 |
3.428 |
3.079 |
|
| R3 |
3.310 |
3.237 |
3.027 |
|
| R2 |
3.119 |
3.119 |
3.009 |
|
| R1 |
3.046 |
3.046 |
2.992 |
3.083 |
| PP |
2.928 |
2.928 |
2.928 |
2.946 |
| S1 |
2.855 |
2.855 |
2.956 |
2.892 |
| S2 |
2.737 |
2.737 |
2.939 |
|
| S3 |
2.546 |
2.664 |
2.921 |
|
| S4 |
2.355 |
2.473 |
2.869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.000 |
2.809 |
0.191 |
6.4% |
0.069 |
2.3% |
86% |
True |
False |
6,380 |
| 10 |
3.125 |
2.809 |
0.316 |
10.6% |
0.088 |
3.0% |
52% |
False |
False |
8,690 |
| 20 |
3.125 |
2.756 |
0.369 |
12.4% |
0.096 |
3.2% |
59% |
False |
False |
7,933 |
| 40 |
3.268 |
2.746 |
0.522 |
17.6% |
0.103 |
3.5% |
44% |
False |
False |
7,178 |
| 60 |
3.639 |
2.746 |
0.893 |
30.0% |
0.101 |
3.4% |
26% |
False |
False |
5,959 |
| 80 |
3.819 |
2.746 |
1.073 |
36.1% |
0.093 |
3.1% |
21% |
False |
False |
5,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.306 |
|
2.618 |
3.188 |
|
1.618 |
3.116 |
|
1.000 |
3.072 |
|
0.618 |
3.044 |
|
HIGH |
3.000 |
|
0.618 |
2.972 |
|
0.500 |
2.964 |
|
0.382 |
2.956 |
|
LOW |
2.928 |
|
0.618 |
2.884 |
|
1.000 |
2.856 |
|
1.618 |
2.812 |
|
2.618 |
2.740 |
|
4.250 |
2.622 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.971 |
2.963 |
| PP |
2.967 |
2.952 |
| S1 |
2.964 |
2.941 |
|