NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.949 |
2.878 |
-0.071 |
-2.4% |
2.928 |
| High |
2.990 |
2.896 |
-0.094 |
-3.1% |
2.990 |
| Low |
2.871 |
2.824 |
-0.047 |
-1.6% |
2.818 |
| Close |
2.876 |
2.876 |
0.000 |
0.0% |
2.876 |
| Range |
0.119 |
0.072 |
-0.047 |
-39.5% |
0.172 |
| ATR |
0.103 |
0.101 |
-0.002 |
-2.2% |
0.000 |
| Volume |
12,257 |
12,368 |
111 |
0.9% |
51,304 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.081 |
3.051 |
2.916 |
|
| R3 |
3.009 |
2.979 |
2.896 |
|
| R2 |
2.937 |
2.937 |
2.889 |
|
| R1 |
2.907 |
2.907 |
2.883 |
2.886 |
| PP |
2.865 |
2.865 |
2.865 |
2.855 |
| S1 |
2.835 |
2.835 |
2.869 |
2.814 |
| S2 |
2.793 |
2.793 |
2.863 |
|
| S3 |
2.721 |
2.763 |
2.856 |
|
| S4 |
2.649 |
2.691 |
2.836 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.411 |
3.315 |
2.971 |
|
| R3 |
3.239 |
3.143 |
2.923 |
|
| R2 |
3.067 |
3.067 |
2.908 |
|
| R1 |
2.971 |
2.971 |
2.892 |
2.933 |
| PP |
2.895 |
2.895 |
2.895 |
2.876 |
| S1 |
2.799 |
2.799 |
2.860 |
2.761 |
| S2 |
2.723 |
2.723 |
2.844 |
|
| S3 |
2.551 |
2.627 |
2.829 |
|
| S4 |
2.379 |
2.455 |
2.781 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.990 |
2.818 |
0.172 |
6.0% |
0.096 |
3.3% |
34% |
False |
False |
10,260 |
| 10 |
3.000 |
2.809 |
0.191 |
6.6% |
0.083 |
2.9% |
35% |
False |
False |
8,320 |
| 20 |
3.125 |
2.809 |
0.316 |
11.0% |
0.095 |
3.3% |
21% |
False |
False |
8,943 |
| 40 |
3.268 |
2.746 |
0.522 |
18.2% |
0.100 |
3.5% |
25% |
False |
False |
7,574 |
| 60 |
3.568 |
2.746 |
0.822 |
28.6% |
0.102 |
3.6% |
16% |
False |
False |
6,608 |
| 80 |
3.818 |
2.746 |
1.072 |
37.3% |
0.095 |
3.3% |
12% |
False |
False |
5,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.202 |
|
2.618 |
3.084 |
|
1.618 |
3.012 |
|
1.000 |
2.968 |
|
0.618 |
2.940 |
|
HIGH |
2.896 |
|
0.618 |
2.868 |
|
0.500 |
2.860 |
|
0.382 |
2.852 |
|
LOW |
2.824 |
|
0.618 |
2.780 |
|
1.000 |
2.752 |
|
1.618 |
2.708 |
|
2.618 |
2.636 |
|
4.250 |
2.518 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.871 |
2.904 |
| PP |
2.865 |
2.895 |
| S1 |
2.860 |
2.885 |
|