NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.882 |
2.955 |
0.073 |
2.5% |
2.884 |
| High |
2.962 |
3.018 |
0.056 |
1.9% |
2.977 |
| Low |
2.877 |
2.897 |
0.020 |
0.7% |
2.796 |
| Close |
2.958 |
3.017 |
0.059 |
2.0% |
2.864 |
| Range |
0.085 |
0.121 |
0.036 |
42.4% |
0.181 |
| ATR |
0.100 |
0.101 |
0.002 |
1.5% |
0.000 |
| Volume |
7,737 |
13,914 |
6,177 |
79.8% |
53,156 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.340 |
3.300 |
3.084 |
|
| R3 |
3.219 |
3.179 |
3.050 |
|
| R2 |
3.098 |
3.098 |
3.039 |
|
| R1 |
3.058 |
3.058 |
3.028 |
3.078 |
| PP |
2.977 |
2.977 |
2.977 |
2.988 |
| S1 |
2.937 |
2.937 |
3.006 |
2.957 |
| S2 |
2.856 |
2.856 |
2.995 |
|
| S3 |
2.735 |
2.816 |
2.984 |
|
| S4 |
2.614 |
2.695 |
2.950 |
|
|
| 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 |
3.018 |
2.815 |
0.203 |
6.7% |
0.091 |
3.0% |
100% |
True |
False |
10,838 |
| 10 |
3.018 |
2.796 |
0.222 |
7.4% |
0.089 |
3.0% |
100% |
True |
False |
9,786 |
| 20 |
3.116 |
2.796 |
0.320 |
10.6% |
0.091 |
3.0% |
69% |
False |
False |
8,751 |
| 40 |
3.116 |
2.740 |
0.376 |
12.5% |
0.096 |
3.2% |
74% |
False |
False |
8,046 |
| 60 |
3.442 |
2.740 |
0.702 |
23.3% |
0.104 |
3.5% |
39% |
False |
False |
7,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.532 |
|
2.618 |
3.335 |
|
1.618 |
3.214 |
|
1.000 |
3.139 |
|
0.618 |
3.093 |
|
HIGH |
3.018 |
|
0.618 |
2.972 |
|
0.500 |
2.958 |
|
0.382 |
2.943 |
|
LOW |
2.897 |
|
0.618 |
2.822 |
|
1.000 |
2.776 |
|
1.618 |
2.701 |
|
2.618 |
2.580 |
|
4.250 |
2.383 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.997 |
2.985 |
| PP |
2.977 |
2.953 |
| S1 |
2.958 |
2.921 |
|