NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.878 |
2.860 |
-0.018 |
-0.6% |
2.928 |
| High |
2.896 |
2.895 |
-0.001 |
0.0% |
2.990 |
| Low |
2.824 |
2.833 |
0.009 |
0.3% |
2.818 |
| Close |
2.876 |
2.865 |
-0.011 |
-0.4% |
2.876 |
| Range |
0.072 |
0.062 |
-0.010 |
-13.9% |
0.172 |
| ATR |
0.101 |
0.098 |
-0.003 |
-2.8% |
0.000 |
| Volume |
12,368 |
6,995 |
-5,373 |
-43.4% |
51,304 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.050 |
3.020 |
2.899 |
|
| R3 |
2.988 |
2.958 |
2.882 |
|
| R2 |
2.926 |
2.926 |
2.876 |
|
| R1 |
2.896 |
2.896 |
2.871 |
2.911 |
| PP |
2.864 |
2.864 |
2.864 |
2.872 |
| S1 |
2.834 |
2.834 |
2.859 |
2.849 |
| S2 |
2.802 |
2.802 |
2.854 |
|
| S3 |
2.740 |
2.772 |
2.848 |
|
| S4 |
2.678 |
2.710 |
2.831 |
|
|
| 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% |
0.087 |
3.0% |
27% |
False |
False |
10,225 |
| 10 |
3.000 |
2.809 |
0.191 |
6.7% |
0.082 |
2.8% |
29% |
False |
False |
8,491 |
| 20 |
3.125 |
2.809 |
0.316 |
11.0% |
0.092 |
3.2% |
18% |
False |
False |
8,872 |
| 40 |
3.157 |
2.746 |
0.411 |
14.3% |
0.097 |
3.4% |
29% |
False |
False |
7,471 |
| 60 |
3.530 |
2.746 |
0.784 |
27.4% |
0.102 |
3.6% |
15% |
False |
False |
6,659 |
| 80 |
3.818 |
2.746 |
1.072 |
37.4% |
0.095 |
3.3% |
11% |
False |
False |
5,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.159 |
|
2.618 |
3.057 |
|
1.618 |
2.995 |
|
1.000 |
2.957 |
|
0.618 |
2.933 |
|
HIGH |
2.895 |
|
0.618 |
2.871 |
|
0.500 |
2.864 |
|
0.382 |
2.857 |
|
LOW |
2.833 |
|
0.618 |
2.795 |
|
1.000 |
2.771 |
|
1.618 |
2.733 |
|
2.618 |
2.671 |
|
4.250 |
2.570 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.865 |
2.907 |
| PP |
2.864 |
2.893 |
| S1 |
2.864 |
2.879 |
|