NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
3.017 |
2.955 |
-0.062 |
-2.1% |
2.849 |
| High |
3.022 |
3.025 |
0.003 |
0.1% |
3.025 |
| Low |
2.903 |
2.900 |
-0.003 |
-0.1% |
2.824 |
| Close |
2.938 |
2.918 |
-0.020 |
-0.7% |
2.918 |
| Range |
0.119 |
0.125 |
0.006 |
5.0% |
0.201 |
| ATR |
0.102 |
0.104 |
0.002 |
1.6% |
0.000 |
| Volume |
13,518 |
14,914 |
1,396 |
10.3% |
56,857 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.323 |
3.245 |
2.987 |
|
| R3 |
3.198 |
3.120 |
2.952 |
|
| R2 |
3.073 |
3.073 |
2.941 |
|
| R1 |
2.995 |
2.995 |
2.929 |
2.972 |
| PP |
2.948 |
2.948 |
2.948 |
2.936 |
| S1 |
2.870 |
2.870 |
2.907 |
2.847 |
| S2 |
2.823 |
2.823 |
2.895 |
|
| S3 |
2.698 |
2.745 |
2.884 |
|
| S4 |
2.573 |
2.620 |
2.849 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.525 |
3.423 |
3.029 |
|
| R3 |
3.324 |
3.222 |
2.973 |
|
| R2 |
3.123 |
3.123 |
2.955 |
|
| R1 |
3.021 |
3.021 |
2.936 |
3.072 |
| PP |
2.922 |
2.922 |
2.922 |
2.948 |
| S1 |
2.820 |
2.820 |
2.900 |
2.871 |
| S2 |
2.721 |
2.721 |
2.881 |
|
| S3 |
2.520 |
2.619 |
2.863 |
|
| S4 |
2.319 |
2.418 |
2.807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.025 |
2.824 |
0.201 |
6.9% |
0.102 |
3.5% |
47% |
True |
False |
11,371 |
| 10 |
3.025 |
2.796 |
0.229 |
7.8% |
0.097 |
3.3% |
53% |
True |
False |
11,001 |
| 20 |
3.116 |
2.796 |
0.320 |
11.0% |
0.092 |
3.2% |
38% |
False |
False |
9,416 |
| 40 |
3.116 |
2.740 |
0.376 |
12.9% |
0.096 |
3.3% |
47% |
False |
False |
8,264 |
| 60 |
3.257 |
2.740 |
0.517 |
17.7% |
0.105 |
3.6% |
34% |
False |
False |
7,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.556 |
|
2.618 |
3.352 |
|
1.618 |
3.227 |
|
1.000 |
3.150 |
|
0.618 |
3.102 |
|
HIGH |
3.025 |
|
0.618 |
2.977 |
|
0.500 |
2.963 |
|
0.382 |
2.948 |
|
LOW |
2.900 |
|
0.618 |
2.823 |
|
1.000 |
2.775 |
|
1.618 |
2.698 |
|
2.618 |
2.573 |
|
4.250 |
2.369 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.963 |
2.961 |
| PP |
2.948 |
2.947 |
| S1 |
2.933 |
2.932 |
|