NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.842 |
2.926 |
0.084 |
3.0% |
2.853 |
| High |
2.956 |
2.977 |
0.021 |
0.7% |
2.986 |
| Low |
2.796 |
2.857 |
0.061 |
2.2% |
2.796 |
| Close |
2.934 |
2.866 |
-0.068 |
-2.3% |
2.962 |
| Range |
0.160 |
0.120 |
-0.040 |
-25.0% |
0.190 |
| ATR |
0.103 |
0.105 |
0.001 |
1.1% |
0.000 |
| Volume |
7,869 |
12,356 |
4,487 |
57.0% |
33,921 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.260 |
3.183 |
2.932 |
|
| R3 |
3.140 |
3.063 |
2.899 |
|
| R2 |
3.020 |
3.020 |
2.888 |
|
| R1 |
2.943 |
2.943 |
2.877 |
2.922 |
| PP |
2.900 |
2.900 |
2.900 |
2.889 |
| S1 |
2.823 |
2.823 |
2.855 |
2.802 |
| S2 |
2.780 |
2.780 |
2.844 |
|
| S3 |
2.660 |
2.703 |
2.833 |
|
| S4 |
2.540 |
2.583 |
2.800 |
|
|
| 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 |
6.6% |
0.092 |
3.2% |
37% |
False |
False |
9,934 |
| 10 |
2.986 |
2.796 |
0.190 |
6.6% |
0.079 |
2.7% |
37% |
False |
False |
8,211 |
| 20 |
3.116 |
2.796 |
0.320 |
11.2% |
0.100 |
3.5% |
22% |
False |
False |
8,448 |
| 40 |
3.257 |
2.740 |
0.517 |
18.0% |
0.105 |
3.7% |
24% |
False |
False |
7,813 |
| 60 |
3.623 |
2.740 |
0.883 |
30.8% |
0.104 |
3.6% |
14% |
False |
False |
6,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.487 |
|
2.618 |
3.291 |
|
1.618 |
3.171 |
|
1.000 |
3.097 |
|
0.618 |
3.051 |
|
HIGH |
2.977 |
|
0.618 |
2.931 |
|
0.500 |
2.917 |
|
0.382 |
2.903 |
|
LOW |
2.857 |
|
0.618 |
2.783 |
|
1.000 |
2.737 |
|
1.618 |
2.663 |
|
2.618 |
2.543 |
|
4.250 |
2.347 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.917 |
2.887 |
| PP |
2.900 |
2.880 |
| S1 |
2.883 |
2.873 |
|