NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.955 |
2.871 |
-0.084 |
-2.8% |
2.849 |
| High |
3.025 |
2.898 |
-0.127 |
-4.2% |
3.025 |
| Low |
2.900 |
2.836 |
-0.064 |
-2.2% |
2.824 |
| Close |
2.918 |
2.882 |
-0.036 |
-1.2% |
2.918 |
| Range |
0.125 |
0.062 |
-0.063 |
-50.4% |
0.201 |
| ATR |
0.104 |
0.102 |
-0.002 |
-1.5% |
0.000 |
| Volume |
14,914 |
10,009 |
-4,905 |
-32.9% |
56,857 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.058 |
3.032 |
2.916 |
|
| R3 |
2.996 |
2.970 |
2.899 |
|
| R2 |
2.934 |
2.934 |
2.893 |
|
| R1 |
2.908 |
2.908 |
2.888 |
2.921 |
| PP |
2.872 |
2.872 |
2.872 |
2.879 |
| S1 |
2.846 |
2.846 |
2.876 |
2.859 |
| S2 |
2.810 |
2.810 |
2.871 |
|
| S3 |
2.748 |
2.784 |
2.865 |
|
| S4 |
2.686 |
2.722 |
2.848 |
|
|
| 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 |
2.836 |
0.189 |
6.6% |
0.102 |
3.6% |
24% |
False |
True |
12,018 |
| 10 |
3.025 |
2.796 |
0.229 |
7.9% |
0.095 |
3.3% |
38% |
False |
False |
11,096 |
| 20 |
3.058 |
2.796 |
0.262 |
9.1% |
0.089 |
3.1% |
33% |
False |
False |
9,286 |
| 40 |
3.116 |
2.740 |
0.376 |
13.0% |
0.096 |
3.3% |
38% |
False |
False |
8,273 |
| 60 |
3.257 |
2.740 |
0.517 |
17.9% |
0.105 |
3.6% |
27% |
False |
False |
7,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.162 |
|
2.618 |
3.060 |
|
1.618 |
2.998 |
|
1.000 |
2.960 |
|
0.618 |
2.936 |
|
HIGH |
2.898 |
|
0.618 |
2.874 |
|
0.500 |
2.867 |
|
0.382 |
2.860 |
|
LOW |
2.836 |
|
0.618 |
2.798 |
|
1.000 |
2.774 |
|
1.618 |
2.736 |
|
2.618 |
2.674 |
|
4.250 |
2.573 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.877 |
2.931 |
| PP |
2.872 |
2.914 |
| S1 |
2.867 |
2.898 |
|