NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.849 |
2.882 |
0.033 |
1.2% |
2.884 |
| High |
2.883 |
2.962 |
0.079 |
2.7% |
2.977 |
| Low |
2.824 |
2.877 |
0.053 |
1.9% |
2.796 |
| Close |
2.854 |
2.958 |
0.104 |
3.6% |
2.864 |
| Range |
0.059 |
0.085 |
0.026 |
44.1% |
0.181 |
| ATR |
0.099 |
0.100 |
0.001 |
0.7% |
0.000 |
| Volume |
6,774 |
7,737 |
963 |
14.2% |
53,156 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.187 |
3.158 |
3.005 |
|
| R3 |
3.102 |
3.073 |
2.981 |
|
| R2 |
3.017 |
3.017 |
2.974 |
|
| R1 |
2.988 |
2.988 |
2.966 |
3.003 |
| PP |
2.932 |
2.932 |
2.932 |
2.940 |
| S1 |
2.903 |
2.903 |
2.950 |
2.918 |
| S2 |
2.847 |
2.847 |
2.942 |
|
| S3 |
2.762 |
2.818 |
2.935 |
|
| S4 |
2.677 |
2.733 |
2.911 |
|
|
| 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 |
6.1% |
0.098 |
3.3% |
90% |
False |
False |
9,629 |
| 10 |
2.986 |
2.796 |
0.190 |
6.4% |
0.081 |
2.7% |
85% |
False |
False |
8,977 |
| 20 |
3.116 |
2.796 |
0.320 |
10.8% |
0.089 |
3.0% |
51% |
False |
False |
8,436 |
| 40 |
3.116 |
2.740 |
0.376 |
12.7% |
0.097 |
3.3% |
58% |
False |
False |
7,862 |
| 60 |
3.520 |
2.740 |
0.780 |
26.4% |
0.104 |
3.5% |
28% |
False |
False |
7,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.323 |
|
2.618 |
3.185 |
|
1.618 |
3.100 |
|
1.000 |
3.047 |
|
0.618 |
3.015 |
|
HIGH |
2.962 |
|
0.618 |
2.930 |
|
0.500 |
2.920 |
|
0.382 |
2.909 |
|
LOW |
2.877 |
|
0.618 |
2.824 |
|
1.000 |
2.792 |
|
1.618 |
2.739 |
|
2.618 |
2.654 |
|
4.250 |
2.516 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.945 |
2.935 |
| PP |
2.932 |
2.912 |
| S1 |
2.920 |
2.889 |
|