NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.973 |
3.023 |
0.050 |
1.7% |
2.928 |
| High |
3.038 |
3.050 |
0.012 |
0.4% |
2.990 |
| Low |
2.909 |
2.914 |
0.005 |
0.2% |
2.818 |
| Close |
3.034 |
2.947 |
-0.087 |
-2.9% |
2.876 |
| Range |
0.129 |
0.136 |
0.007 |
5.4% |
0.172 |
| ATR |
0.101 |
0.104 |
0.002 |
2.4% |
0.000 |
| Volume |
13,214 |
14,358 |
1,144 |
8.7% |
51,304 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.378 |
3.299 |
3.022 |
|
| R3 |
3.242 |
3.163 |
2.984 |
|
| R2 |
3.106 |
3.106 |
2.972 |
|
| R1 |
3.027 |
3.027 |
2.959 |
2.999 |
| PP |
2.970 |
2.970 |
2.970 |
2.956 |
| S1 |
2.891 |
2.891 |
2.935 |
2.863 |
| S2 |
2.834 |
2.834 |
2.922 |
|
| S3 |
2.698 |
2.755 |
2.910 |
|
| S4 |
2.562 |
2.619 |
2.872 |
|
|
| 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 |
3.050 |
2.824 |
0.226 |
7.7% |
0.097 |
3.3% |
54% |
True |
False |
10,746 |
| 10 |
3.050 |
2.818 |
0.232 |
7.9% |
0.097 |
3.3% |
56% |
True |
False |
10,025 |
| 20 |
3.125 |
2.809 |
0.316 |
10.7% |
0.094 |
3.2% |
44% |
False |
False |
9,490 |
| 40 |
3.125 |
2.746 |
0.379 |
12.9% |
0.097 |
3.3% |
53% |
False |
False |
7,722 |
| 60 |
3.287 |
2.746 |
0.541 |
18.4% |
0.104 |
3.5% |
37% |
False |
False |
7,089 |
| 80 |
3.800 |
2.746 |
1.054 |
35.8% |
0.096 |
3.3% |
19% |
False |
False |
6,005 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.628 |
|
2.618 |
3.406 |
|
1.618 |
3.270 |
|
1.000 |
3.186 |
|
0.618 |
3.134 |
|
HIGH |
3.050 |
|
0.618 |
2.998 |
|
0.500 |
2.982 |
|
0.382 |
2.966 |
|
LOW |
2.914 |
|
0.618 |
2.830 |
|
1.000 |
2.778 |
|
1.618 |
2.694 |
|
2.618 |
2.558 |
|
4.250 |
2.336 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.982 |
2.970 |
| PP |
2.970 |
2.962 |
| S1 |
2.959 |
2.955 |
|