NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.860 |
2.897 |
0.037 |
1.3% |
2.928 |
| High |
2.895 |
2.978 |
0.083 |
2.9% |
2.990 |
| Low |
2.833 |
2.890 |
0.057 |
2.0% |
2.818 |
| Close |
2.865 |
2.974 |
0.109 |
3.8% |
2.876 |
| Range |
0.062 |
0.088 |
0.026 |
41.9% |
0.172 |
| ATR |
0.098 |
0.099 |
0.001 |
1.1% |
0.000 |
| Volume |
6,995 |
6,795 |
-200 |
-2.9% |
51,304 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.211 |
3.181 |
3.022 |
|
| R3 |
3.123 |
3.093 |
2.998 |
|
| R2 |
3.035 |
3.035 |
2.990 |
|
| R1 |
3.005 |
3.005 |
2.982 |
3.020 |
| PP |
2.947 |
2.947 |
2.947 |
2.955 |
| S1 |
2.917 |
2.917 |
2.966 |
2.932 |
| S2 |
2.859 |
2.859 |
2.958 |
|
| S3 |
2.771 |
2.829 |
2.950 |
|
| S4 |
2.683 |
2.741 |
2.926 |
|
|
| 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 |
5.8% |
0.098 |
3.3% |
91% |
False |
False |
9,285 |
| 10 |
3.000 |
2.818 |
0.182 |
6.1% |
0.084 |
2.8% |
86% |
False |
False |
8,535 |
| 20 |
3.125 |
2.809 |
0.316 |
10.6% |
0.089 |
3.0% |
52% |
False |
False |
8,854 |
| 40 |
3.125 |
2.746 |
0.379 |
12.7% |
0.096 |
3.2% |
60% |
False |
False |
7,422 |
| 60 |
3.530 |
2.746 |
0.784 |
26.4% |
0.103 |
3.5% |
29% |
False |
False |
6,744 |
| 80 |
3.818 |
2.746 |
1.072 |
36.0% |
0.095 |
3.2% |
21% |
False |
False |
5,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.352 |
|
2.618 |
3.208 |
|
1.618 |
3.120 |
|
1.000 |
3.066 |
|
0.618 |
3.032 |
|
HIGH |
2.978 |
|
0.618 |
2.944 |
|
0.500 |
2.934 |
|
0.382 |
2.924 |
|
LOW |
2.890 |
|
0.618 |
2.836 |
|
1.000 |
2.802 |
|
1.618 |
2.748 |
|
2.618 |
2.660 |
|
4.250 |
2.516 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.961 |
2.950 |
| PP |
2.947 |
2.925 |
| S1 |
2.934 |
2.901 |
|