NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.896 |
2.882 |
-0.014 |
-0.5% |
2.860 |
| High |
2.928 |
2.890 |
-0.038 |
-1.3% |
3.050 |
| Low |
2.858 |
2.805 |
-0.053 |
-1.9% |
2.833 |
| Close |
2.871 |
2.822 |
-0.049 |
-1.7% |
2.924 |
| Range |
0.070 |
0.085 |
0.015 |
21.4% |
0.217 |
| ATR |
0.099 |
0.098 |
-0.001 |
-1.0% |
0.000 |
| Volume |
13,110 |
13,904 |
794 |
6.1% |
57,866 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.094 |
3.043 |
2.869 |
|
| R3 |
3.009 |
2.958 |
2.845 |
|
| R2 |
2.924 |
2.924 |
2.838 |
|
| R1 |
2.873 |
2.873 |
2.830 |
2.856 |
| PP |
2.839 |
2.839 |
2.839 |
2.831 |
| S1 |
2.788 |
2.788 |
2.814 |
2.771 |
| S2 |
2.754 |
2.754 |
2.806 |
|
| S3 |
2.669 |
2.703 |
2.799 |
|
| S4 |
2.584 |
2.618 |
2.775 |
|
|
| 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 |
3.035 |
2.805 |
0.230 |
8.2% |
0.080 |
2.8% |
7% |
False |
True |
14,541 |
| 10 |
3.050 |
2.805 |
0.245 |
8.7% |
0.089 |
3.1% |
7% |
False |
True |
12,643 |
| 20 |
3.050 |
2.805 |
0.245 |
8.7% |
0.085 |
3.0% |
7% |
False |
True |
10,382 |
| 40 |
3.125 |
2.746 |
0.379 |
13.4% |
0.096 |
3.4% |
20% |
False |
False |
8,869 |
| 60 |
3.268 |
2.746 |
0.522 |
18.5% |
0.104 |
3.7% |
15% |
False |
False |
8,010 |
| 80 |
3.676 |
2.746 |
0.930 |
33.0% |
0.097 |
3.4% |
8% |
False |
False |
6,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.251 |
|
2.618 |
3.113 |
|
1.618 |
3.028 |
|
1.000 |
2.975 |
|
0.618 |
2.943 |
|
HIGH |
2.890 |
|
0.618 |
2.858 |
|
0.500 |
2.848 |
|
0.382 |
2.837 |
|
LOW |
2.805 |
|
0.618 |
2.752 |
|
1.000 |
2.720 |
|
1.618 |
2.667 |
|
2.618 |
2.582 |
|
4.250 |
2.444 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.848 |
2.880 |
| PP |
2.839 |
2.860 |
| S1 |
2.831 |
2.841 |
|