NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.964 |
2.873 |
-0.091 |
-3.1% |
2.860 |
| High |
3.035 |
2.902 |
-0.133 |
-4.4% |
3.050 |
| Low |
2.910 |
2.842 |
-0.068 |
-2.3% |
2.833 |
| Close |
2.924 |
2.886 |
-0.038 |
-1.3% |
2.924 |
| Range |
0.125 |
0.060 |
-0.065 |
-52.0% |
0.217 |
| ATR |
0.105 |
0.104 |
-0.002 |
-1.6% |
0.000 |
| Volume |
16,504 |
16,857 |
353 |
2.1% |
57,866 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.057 |
3.031 |
2.919 |
|
| R3 |
2.997 |
2.971 |
2.903 |
|
| R2 |
2.937 |
2.937 |
2.897 |
|
| R1 |
2.911 |
2.911 |
2.892 |
2.924 |
| PP |
2.877 |
2.877 |
2.877 |
2.883 |
| S1 |
2.851 |
2.851 |
2.881 |
2.864 |
| S2 |
2.817 |
2.817 |
2.875 |
|
| S3 |
2.757 |
2.791 |
2.870 |
|
| S4 |
2.697 |
2.731 |
2.853 |
|
|
| 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 |
2.842 |
0.208 |
7.2% |
0.108 |
3.7% |
21% |
False |
True |
13,545 |
| 10 |
3.050 |
2.818 |
0.232 |
8.0% |
0.097 |
3.4% |
29% |
False |
False |
11,885 |
| 20 |
3.075 |
2.809 |
0.266 |
9.2% |
0.092 |
3.2% |
29% |
False |
False |
10,013 |
| 40 |
3.125 |
2.746 |
0.379 |
13.1% |
0.096 |
3.3% |
37% |
False |
False |
8,237 |
| 60 |
3.268 |
2.746 |
0.522 |
18.1% |
0.104 |
3.6% |
27% |
False |
False |
7,498 |
| 80 |
3.800 |
2.746 |
1.054 |
36.5% |
0.097 |
3.4% |
13% |
False |
False |
6,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.157 |
|
2.618 |
3.059 |
|
1.618 |
2.999 |
|
1.000 |
2.962 |
|
0.618 |
2.939 |
|
HIGH |
2.902 |
|
0.618 |
2.879 |
|
0.500 |
2.872 |
|
0.382 |
2.865 |
|
LOW |
2.842 |
|
0.618 |
2.805 |
|
1.000 |
2.782 |
|
1.618 |
2.745 |
|
2.618 |
2.685 |
|
4.250 |
2.587 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.881 |
2.946 |
| PP |
2.877 |
2.926 |
| S1 |
2.872 |
2.906 |
|