NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.882 |
2.849 |
-0.033 |
-1.1% |
2.884 |
| High |
2.883 |
2.883 |
0.000 |
0.0% |
2.977 |
| Low |
2.815 |
2.824 |
0.009 |
0.3% |
2.796 |
| Close |
2.864 |
2.854 |
-0.010 |
-0.3% |
2.864 |
| Range |
0.068 |
0.059 |
-0.009 |
-13.2% |
0.181 |
| ATR |
0.102 |
0.099 |
-0.003 |
-3.0% |
0.000 |
| Volume |
13,409 |
6,774 |
-6,635 |
-49.5% |
53,156 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.031 |
3.001 |
2.886 |
|
| R3 |
2.972 |
2.942 |
2.870 |
|
| R2 |
2.913 |
2.913 |
2.865 |
|
| R1 |
2.883 |
2.883 |
2.859 |
2.898 |
| PP |
2.854 |
2.854 |
2.854 |
2.861 |
| S1 |
2.824 |
2.824 |
2.849 |
2.839 |
| S2 |
2.795 |
2.795 |
2.843 |
|
| S3 |
2.736 |
2.765 |
2.838 |
|
| S4 |
2.677 |
2.706 |
2.822 |
|
|
| 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% |
0.088 |
3.1% |
32% |
False |
False |
10,174 |
| 10 |
2.986 |
2.796 |
0.190 |
6.7% |
0.079 |
2.8% |
31% |
False |
False |
8,982 |
| 20 |
3.116 |
2.796 |
0.320 |
11.2% |
0.093 |
3.2% |
18% |
False |
False |
8,358 |
| 40 |
3.138 |
2.740 |
0.398 |
13.9% |
0.098 |
3.4% |
29% |
False |
False |
7,888 |
| 60 |
3.520 |
2.740 |
0.780 |
27.3% |
0.103 |
3.6% |
15% |
False |
False |
6,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.134 |
|
2.618 |
3.037 |
|
1.618 |
2.978 |
|
1.000 |
2.942 |
|
0.618 |
2.919 |
|
HIGH |
2.883 |
|
0.618 |
2.860 |
|
0.500 |
2.854 |
|
0.382 |
2.847 |
|
LOW |
2.824 |
|
0.618 |
2.788 |
|
1.000 |
2.765 |
|
1.618 |
2.729 |
|
2.618 |
2.670 |
|
4.250 |
2.573 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.854 |
2.896 |
| PP |
2.854 |
2.882 |
| S1 |
2.854 |
2.868 |
|