NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.854 |
2.949 |
0.095 |
3.3% |
2.859 |
| High |
2.967 |
2.990 |
0.023 |
0.8% |
3.000 |
| Low |
2.818 |
2.871 |
0.053 |
1.9% |
2.809 |
| Close |
2.948 |
2.876 |
-0.072 |
-2.4% |
2.974 |
| Range |
0.149 |
0.119 |
-0.030 |
-20.1% |
0.191 |
| ATR |
0.102 |
0.103 |
0.001 |
1.2% |
0.000 |
| Volume |
8,012 |
12,257 |
4,245 |
53.0% |
31,903 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.269 |
3.192 |
2.941 |
|
| R3 |
3.150 |
3.073 |
2.909 |
|
| R2 |
3.031 |
3.031 |
2.898 |
|
| R1 |
2.954 |
2.954 |
2.887 |
2.933 |
| PP |
2.912 |
2.912 |
2.912 |
2.902 |
| S1 |
2.835 |
2.835 |
2.865 |
2.814 |
| S2 |
2.793 |
2.793 |
2.854 |
|
| S3 |
2.674 |
2.716 |
2.843 |
|
| S4 |
2.555 |
2.597 |
2.811 |
|
|
| 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 |
2.818 |
0.182 |
6.3% |
0.096 |
3.3% |
32% |
False |
False |
9,304 |
| 10 |
3.000 |
2.809 |
0.191 |
6.6% |
0.081 |
2.8% |
35% |
False |
False |
8,121 |
| 20 |
3.125 |
2.809 |
0.316 |
11.0% |
0.099 |
3.5% |
21% |
False |
False |
8,726 |
| 40 |
3.268 |
2.746 |
0.522 |
18.2% |
0.104 |
3.6% |
25% |
False |
False |
7,432 |
| 60 |
3.639 |
2.746 |
0.893 |
31.1% |
0.103 |
3.6% |
15% |
False |
False |
6,442 |
| 80 |
3.818 |
2.746 |
1.072 |
37.3% |
0.095 |
3.3% |
12% |
False |
False |
5,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.496 |
|
2.618 |
3.302 |
|
1.618 |
3.183 |
|
1.000 |
3.109 |
|
0.618 |
3.064 |
|
HIGH |
2.990 |
|
0.618 |
2.945 |
|
0.500 |
2.931 |
|
0.382 |
2.916 |
|
LOW |
2.871 |
|
0.618 |
2.797 |
|
1.000 |
2.752 |
|
1.618 |
2.678 |
|
2.618 |
2.559 |
|
4.250 |
2.365 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.931 |
2.904 |
| PP |
2.912 |
2.895 |
| S1 |
2.894 |
2.885 |
|