NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.911 |
2.953 |
0.042 |
1.4% |
2.853 |
| High |
2.982 |
2.986 |
0.004 |
0.1% |
2.986 |
| Low |
2.885 |
2.917 |
0.032 |
1.1% |
2.796 |
| Close |
2.966 |
2.962 |
-0.004 |
-0.1% |
2.962 |
| Range |
0.097 |
0.069 |
-0.028 |
-28.9% |
0.190 |
| ATR |
0.102 |
0.099 |
-0.002 |
-2.3% |
0.000 |
| Volume |
6,352 |
9,927 |
3,575 |
56.3% |
33,921 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.162 |
3.131 |
3.000 |
|
| R3 |
3.093 |
3.062 |
2.981 |
|
| R2 |
3.024 |
3.024 |
2.975 |
|
| R1 |
2.993 |
2.993 |
2.968 |
3.009 |
| PP |
2.955 |
2.955 |
2.955 |
2.963 |
| S1 |
2.924 |
2.924 |
2.956 |
2.940 |
| S2 |
2.886 |
2.886 |
2.949 |
|
| S3 |
2.817 |
2.855 |
2.943 |
|
| S4 |
2.748 |
2.786 |
2.924 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.485 |
3.413 |
3.067 |
|
| R3 |
3.295 |
3.223 |
3.014 |
|
| R2 |
3.105 |
3.105 |
2.997 |
|
| R1 |
3.033 |
3.033 |
2.979 |
3.069 |
| PP |
2.915 |
2.915 |
2.915 |
2.933 |
| S1 |
2.843 |
2.843 |
2.945 |
2.879 |
| S2 |
2.725 |
2.725 |
2.927 |
|
| S3 |
2.535 |
2.653 |
2.910 |
|
| S4 |
2.345 |
2.463 |
2.858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.986 |
2.796 |
0.190 |
6.4% |
0.069 |
2.3% |
87% |
True |
False |
6,784 |
| 10 |
3.116 |
2.796 |
0.320 |
10.8% |
0.088 |
3.0% |
52% |
False |
False |
7,830 |
| 20 |
3.116 |
2.745 |
0.371 |
12.5% |
0.099 |
3.3% |
58% |
False |
False |
7,967 |
| 40 |
3.257 |
2.740 |
0.517 |
17.5% |
0.105 |
3.5% |
43% |
False |
False |
7,773 |
| 60 |
3.623 |
2.740 |
0.883 |
29.8% |
0.102 |
3.5% |
25% |
False |
False |
6,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.279 |
|
2.618 |
3.167 |
|
1.618 |
3.098 |
|
1.000 |
3.055 |
|
0.618 |
3.029 |
|
HIGH |
2.986 |
|
0.618 |
2.960 |
|
0.500 |
2.952 |
|
0.382 |
2.943 |
|
LOW |
2.917 |
|
0.618 |
2.874 |
|
1.000 |
2.848 |
|
1.618 |
2.805 |
|
2.618 |
2.736 |
|
4.250 |
2.624 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.959 |
2.951 |
| PP |
2.955 |
2.941 |
| S1 |
2.952 |
2.930 |
|