NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
3.023 |
2.964 |
-0.059 |
-2.0% |
2.860 |
| High |
3.050 |
3.035 |
-0.015 |
-0.5% |
3.050 |
| Low |
2.914 |
2.910 |
-0.004 |
-0.1% |
2.833 |
| Close |
2.947 |
2.924 |
-0.023 |
-0.8% |
2.924 |
| Range |
0.136 |
0.125 |
-0.011 |
-8.1% |
0.217 |
| ATR |
0.104 |
0.105 |
0.002 |
1.4% |
0.000 |
| Volume |
14,358 |
16,504 |
2,146 |
14.9% |
57,866 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.331 |
3.253 |
2.993 |
|
| R3 |
3.206 |
3.128 |
2.958 |
|
| R2 |
3.081 |
3.081 |
2.947 |
|
| R1 |
3.003 |
3.003 |
2.935 |
2.980 |
| PP |
2.956 |
2.956 |
2.956 |
2.945 |
| S1 |
2.878 |
2.878 |
2.913 |
2.855 |
| S2 |
2.831 |
2.831 |
2.901 |
|
| S3 |
2.706 |
2.753 |
2.890 |
|
| S4 |
2.581 |
2.628 |
2.855 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.587 |
3.472 |
3.043 |
|
| R3 |
3.370 |
3.255 |
2.984 |
|
| R2 |
3.153 |
3.153 |
2.964 |
|
| R1 |
3.038 |
3.038 |
2.944 |
3.096 |
| PP |
2.936 |
2.936 |
2.936 |
2.964 |
| S1 |
2.821 |
2.821 |
2.904 |
2.879 |
| S2 |
2.719 |
2.719 |
2.884 |
|
| S3 |
2.502 |
2.604 |
2.864 |
|
| S4 |
2.285 |
2.387 |
2.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.050 |
2.833 |
0.217 |
7.4% |
0.108 |
3.7% |
42% |
False |
False |
11,573 |
| 10 |
3.050 |
2.818 |
0.232 |
7.9% |
0.102 |
3.5% |
46% |
False |
False |
10,917 |
| 20 |
3.125 |
2.809 |
0.316 |
10.8% |
0.095 |
3.3% |
36% |
False |
False |
9,803 |
| 40 |
3.125 |
2.746 |
0.379 |
13.0% |
0.096 |
3.3% |
47% |
False |
False |
7,968 |
| 60 |
3.268 |
2.746 |
0.522 |
17.9% |
0.105 |
3.6% |
34% |
False |
False |
7,316 |
| 80 |
3.800 |
2.746 |
1.054 |
36.0% |
0.098 |
3.3% |
17% |
False |
False |
6,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.566 |
|
2.618 |
3.362 |
|
1.618 |
3.237 |
|
1.000 |
3.160 |
|
0.618 |
3.112 |
|
HIGH |
3.035 |
|
0.618 |
2.987 |
|
0.500 |
2.973 |
|
0.382 |
2.958 |
|
LOW |
2.910 |
|
0.618 |
2.833 |
|
1.000 |
2.785 |
|
1.618 |
2.708 |
|
2.618 |
2.583 |
|
4.250 |
2.379 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.973 |
2.980 |
| PP |
2.956 |
2.961 |
| S1 |
2.940 |
2.943 |
|