NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.838 |
2.842 |
0.004 |
0.1% |
2.853 |
| High |
2.870 |
2.956 |
0.086 |
3.0% |
2.986 |
| Low |
2.838 |
2.796 |
-0.042 |
-1.5% |
2.796 |
| Close |
2.863 |
2.934 |
0.071 |
2.5% |
2.962 |
| Range |
0.032 |
0.160 |
0.128 |
400.0% |
0.190 |
| ATR |
0.099 |
0.103 |
0.004 |
4.4% |
0.000 |
| Volume |
10,466 |
7,869 |
-2,597 |
-24.8% |
33,921 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.375 |
3.315 |
3.022 |
|
| R3 |
3.215 |
3.155 |
2.978 |
|
| R2 |
3.055 |
3.055 |
2.963 |
|
| R1 |
2.995 |
2.995 |
2.949 |
3.025 |
| PP |
2.895 |
2.895 |
2.895 |
2.911 |
| S1 |
2.835 |
2.835 |
2.919 |
2.865 |
| S2 |
2.735 |
2.735 |
2.905 |
|
| S3 |
2.575 |
2.675 |
2.890 |
|
| S4 |
2.415 |
2.515 |
2.846 |
|
|
| 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 |
6.5% |
0.088 |
3.0% |
73% |
False |
True |
8,734 |
| 10 |
2.994 |
2.796 |
0.198 |
6.7% |
0.083 |
2.8% |
70% |
False |
True |
7,746 |
| 20 |
3.116 |
2.796 |
0.320 |
10.9% |
0.101 |
3.4% |
43% |
False |
True |
8,331 |
| 40 |
3.257 |
2.740 |
0.517 |
17.6% |
0.105 |
3.6% |
38% |
False |
False |
7,849 |
| 60 |
3.623 |
2.740 |
0.883 |
30.1% |
0.103 |
3.5% |
22% |
False |
False |
6,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.636 |
|
2.618 |
3.375 |
|
1.618 |
3.215 |
|
1.000 |
3.116 |
|
0.618 |
3.055 |
|
HIGH |
2.956 |
|
0.618 |
2.895 |
|
0.500 |
2.876 |
|
0.382 |
2.857 |
|
LOW |
2.796 |
|
0.618 |
2.697 |
|
1.000 |
2.636 |
|
1.618 |
2.537 |
|
2.618 |
2.377 |
|
4.250 |
2.116 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.915 |
2.915 |
| PP |
2.895 |
2.895 |
| S1 |
2.876 |
2.876 |
|