NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.873 |
2.905 |
0.032 |
1.1% |
2.860 |
| High |
2.902 |
2.954 |
0.052 |
1.8% |
3.050 |
| Low |
2.842 |
2.893 |
0.051 |
1.8% |
2.833 |
| Close |
2.886 |
2.930 |
0.044 |
1.5% |
2.924 |
| Range |
0.060 |
0.061 |
0.001 |
1.7% |
0.217 |
| ATR |
0.104 |
0.101 |
-0.003 |
-2.5% |
0.000 |
| Volume |
16,857 |
12,330 |
-4,527 |
-26.9% |
57,866 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.109 |
3.080 |
2.964 |
|
| R3 |
3.048 |
3.019 |
2.947 |
|
| R2 |
2.987 |
2.987 |
2.941 |
|
| R1 |
2.958 |
2.958 |
2.936 |
2.973 |
| PP |
2.926 |
2.926 |
2.926 |
2.933 |
| S1 |
2.897 |
2.897 |
2.924 |
2.912 |
| S2 |
2.865 |
2.865 |
2.919 |
|
| S3 |
2.804 |
2.836 |
2.913 |
|
| S4 |
2.743 |
2.775 |
2.896 |
|
|
| 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 |
7.1% |
0.102 |
3.5% |
42% |
False |
False |
14,652 |
| 10 |
3.050 |
2.818 |
0.232 |
7.9% |
0.100 |
3.4% |
48% |
False |
False |
11,969 |
| 20 |
3.050 |
2.809 |
0.241 |
8.2% |
0.090 |
3.1% |
50% |
False |
False |
10,131 |
| 40 |
3.125 |
2.746 |
0.379 |
12.9% |
0.095 |
3.3% |
49% |
False |
False |
8,423 |
| 60 |
3.268 |
2.746 |
0.522 |
17.8% |
0.104 |
3.5% |
35% |
False |
False |
7,649 |
| 80 |
3.800 |
2.746 |
1.054 |
36.0% |
0.097 |
3.3% |
17% |
False |
False |
6,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.213 |
|
2.618 |
3.114 |
|
1.618 |
3.053 |
|
1.000 |
3.015 |
|
0.618 |
2.992 |
|
HIGH |
2.954 |
|
0.618 |
2.931 |
|
0.500 |
2.924 |
|
0.382 |
2.916 |
|
LOW |
2.893 |
|
0.618 |
2.855 |
|
1.000 |
2.832 |
|
1.618 |
2.794 |
|
2.618 |
2.733 |
|
4.250 |
2.634 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.928 |
2.939 |
| PP |
2.926 |
2.936 |
| S1 |
2.924 |
2.933 |
|