NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.926 |
2.882 |
-0.044 |
-1.5% |
2.884 |
| High |
2.977 |
2.883 |
-0.094 |
-3.2% |
2.977 |
| Low |
2.857 |
2.815 |
-0.042 |
-1.5% |
2.796 |
| Close |
2.866 |
2.864 |
-0.002 |
-0.1% |
2.864 |
| Range |
0.120 |
0.068 |
-0.052 |
-43.3% |
0.181 |
| ATR |
0.105 |
0.102 |
-0.003 |
-2.5% |
0.000 |
| Volume |
12,356 |
13,409 |
1,053 |
8.5% |
53,156 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.058 |
3.029 |
2.901 |
|
| R3 |
2.990 |
2.961 |
2.883 |
|
| R2 |
2.922 |
2.922 |
2.876 |
|
| R1 |
2.893 |
2.893 |
2.870 |
2.874 |
| PP |
2.854 |
2.854 |
2.854 |
2.844 |
| S1 |
2.825 |
2.825 |
2.858 |
2.806 |
| S2 |
2.786 |
2.786 |
2.852 |
|
| S3 |
2.718 |
2.757 |
2.845 |
|
| S4 |
2.650 |
2.689 |
2.827 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.422 |
3.324 |
2.964 |
|
| R3 |
3.241 |
3.143 |
2.914 |
|
| R2 |
3.060 |
3.060 |
2.897 |
|
| R1 |
2.962 |
2.962 |
2.881 |
2.921 |
| PP |
2.879 |
2.879 |
2.879 |
2.858 |
| S1 |
2.781 |
2.781 |
2.847 |
2.740 |
| S2 |
2.698 |
2.698 |
2.831 |
|
| S3 |
2.517 |
2.600 |
2.814 |
|
| S4 |
2.336 |
2.419 |
2.764 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.977 |
2.796 |
0.181 |
6.3% |
0.092 |
3.2% |
38% |
False |
False |
10,631 |
| 10 |
2.986 |
2.796 |
0.190 |
6.6% |
0.080 |
2.8% |
36% |
False |
False |
8,707 |
| 20 |
3.116 |
2.796 |
0.320 |
11.2% |
0.096 |
3.3% |
21% |
False |
False |
8,671 |
| 40 |
3.257 |
2.740 |
0.517 |
18.1% |
0.102 |
3.5% |
24% |
False |
False |
7,958 |
| 60 |
3.557 |
2.740 |
0.817 |
28.5% |
0.103 |
3.6% |
15% |
False |
False |
6,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.172 |
|
2.618 |
3.061 |
|
1.618 |
2.993 |
|
1.000 |
2.951 |
|
0.618 |
2.925 |
|
HIGH |
2.883 |
|
0.618 |
2.857 |
|
0.500 |
2.849 |
|
0.382 |
2.841 |
|
LOW |
2.815 |
|
0.618 |
2.773 |
|
1.000 |
2.747 |
|
1.618 |
2.705 |
|
2.618 |
2.637 |
|
4.250 |
2.526 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.859 |
2.887 |
| PP |
2.854 |
2.879 |
| S1 |
2.849 |
2.872 |
|