NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.897 |
2.973 |
0.076 |
2.6% |
2.928 |
| High |
2.978 |
3.038 |
0.060 |
2.0% |
2.990 |
| Low |
2.890 |
2.909 |
0.019 |
0.7% |
2.818 |
| Close |
2.974 |
3.034 |
0.060 |
2.0% |
2.876 |
| Range |
0.088 |
0.129 |
0.041 |
46.6% |
0.172 |
| ATR |
0.099 |
0.101 |
0.002 |
2.1% |
0.000 |
| Volume |
6,795 |
13,214 |
6,419 |
94.5% |
51,304 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.381 |
3.336 |
3.105 |
|
| R3 |
3.252 |
3.207 |
3.069 |
|
| R2 |
3.123 |
3.123 |
3.058 |
|
| R1 |
3.078 |
3.078 |
3.046 |
3.101 |
| PP |
2.994 |
2.994 |
2.994 |
3.005 |
| S1 |
2.949 |
2.949 |
3.022 |
2.972 |
| S2 |
2.865 |
2.865 |
3.010 |
|
| S3 |
2.736 |
2.820 |
2.999 |
|
| S4 |
2.607 |
2.691 |
2.963 |
|
|
| 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 |
3.038 |
2.824 |
0.214 |
7.1% |
0.094 |
3.1% |
98% |
True |
False |
10,325 |
| 10 |
3.038 |
2.818 |
0.220 |
7.3% |
0.093 |
3.1% |
98% |
True |
False |
9,189 |
| 20 |
3.125 |
2.809 |
0.316 |
10.4% |
0.091 |
3.0% |
71% |
False |
False |
9,124 |
| 40 |
3.125 |
2.746 |
0.379 |
12.5% |
0.096 |
3.2% |
76% |
False |
False |
7,574 |
| 60 |
3.471 |
2.746 |
0.725 |
23.9% |
0.104 |
3.4% |
40% |
False |
False |
6,933 |
| 80 |
3.818 |
2.746 |
1.072 |
35.3% |
0.096 |
3.2% |
27% |
False |
False |
5,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.586 |
|
2.618 |
3.376 |
|
1.618 |
3.247 |
|
1.000 |
3.167 |
|
0.618 |
3.118 |
|
HIGH |
3.038 |
|
0.618 |
2.989 |
|
0.500 |
2.974 |
|
0.382 |
2.958 |
|
LOW |
2.909 |
|
0.618 |
2.829 |
|
1.000 |
2.780 |
|
1.618 |
2.700 |
|
2.618 |
2.571 |
|
4.250 |
2.361 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.014 |
3.001 |
| PP |
2.994 |
2.968 |
| S1 |
2.974 |
2.936 |
|