NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.884 |
2.838 |
-0.046 |
-1.6% |
2.853 |
| High |
2.893 |
2.870 |
-0.023 |
-0.8% |
2.986 |
| Low |
2.813 |
2.838 |
0.025 |
0.9% |
2.796 |
| Close |
2.821 |
2.863 |
0.042 |
1.5% |
2.962 |
| Range |
0.080 |
0.032 |
-0.048 |
-60.0% |
0.190 |
| ATR |
0.103 |
0.099 |
-0.004 |
-3.7% |
0.000 |
| Volume |
9,056 |
10,466 |
1,410 |
15.6% |
33,921 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.953 |
2.940 |
2.881 |
|
| R3 |
2.921 |
2.908 |
2.872 |
|
| R2 |
2.889 |
2.889 |
2.869 |
|
| R1 |
2.876 |
2.876 |
2.866 |
2.883 |
| PP |
2.857 |
2.857 |
2.857 |
2.860 |
| S1 |
2.844 |
2.844 |
2.860 |
2.851 |
| S2 |
2.825 |
2.825 |
2.857 |
|
| S3 |
2.793 |
2.812 |
2.854 |
|
| S4 |
2.761 |
2.780 |
2.845 |
|
|
| 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 |
2.813 |
0.173 |
6.0% |
0.063 |
2.2% |
29% |
False |
False |
8,325 |
| 10 |
3.035 |
2.796 |
0.239 |
8.3% |
0.076 |
2.7% |
28% |
False |
False |
7,574 |
| 20 |
3.116 |
2.796 |
0.320 |
11.2% |
0.098 |
3.4% |
21% |
False |
False |
8,332 |
| 40 |
3.257 |
2.740 |
0.517 |
18.1% |
0.103 |
3.6% |
24% |
False |
False |
7,844 |
| 60 |
3.623 |
2.740 |
0.883 |
30.8% |
0.102 |
3.6% |
14% |
False |
False |
6,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.006 |
|
2.618 |
2.954 |
|
1.618 |
2.922 |
|
1.000 |
2.902 |
|
0.618 |
2.890 |
|
HIGH |
2.870 |
|
0.618 |
2.858 |
|
0.500 |
2.854 |
|
0.382 |
2.850 |
|
LOW |
2.838 |
|
0.618 |
2.818 |
|
1.000 |
2.806 |
|
1.618 |
2.786 |
|
2.618 |
2.754 |
|
4.250 |
2.702 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.860 |
2.900 |
| PP |
2.857 |
2.887 |
| S1 |
2.854 |
2.875 |
|