NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.871 |
2.901 |
0.030 |
1.0% |
2.849 |
| High |
2.898 |
2.945 |
0.047 |
1.6% |
3.025 |
| Low |
2.836 |
2.890 |
0.054 |
1.9% |
2.824 |
| Close |
2.882 |
2.927 |
0.045 |
1.6% |
2.918 |
| Range |
0.062 |
0.055 |
-0.007 |
-11.3% |
0.201 |
| ATR |
0.102 |
0.100 |
-0.003 |
-2.7% |
0.000 |
| Volume |
10,009 |
9,595 |
-414 |
-4.1% |
56,857 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.086 |
3.061 |
2.957 |
|
| R3 |
3.031 |
3.006 |
2.942 |
|
| R2 |
2.976 |
2.976 |
2.937 |
|
| R1 |
2.951 |
2.951 |
2.932 |
2.964 |
| PP |
2.921 |
2.921 |
2.921 |
2.927 |
| S1 |
2.896 |
2.896 |
2.922 |
2.909 |
| S2 |
2.866 |
2.866 |
2.917 |
|
| S3 |
2.811 |
2.841 |
2.912 |
|
| S4 |
2.756 |
2.786 |
2.897 |
|
|
| 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 |
6.5% |
0.096 |
3.3% |
48% |
False |
False |
12,390 |
| 10 |
3.025 |
2.796 |
0.229 |
7.8% |
0.097 |
3.3% |
57% |
False |
False |
11,009 |
| 20 |
3.035 |
2.796 |
0.239 |
8.2% |
0.087 |
3.0% |
55% |
False |
False |
9,292 |
| 40 |
3.116 |
2.740 |
0.376 |
12.8% |
0.095 |
3.2% |
50% |
False |
False |
8,380 |
| 60 |
3.257 |
2.740 |
0.517 |
17.7% |
0.104 |
3.6% |
36% |
False |
False |
7,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.179 |
|
2.618 |
3.089 |
|
1.618 |
3.034 |
|
1.000 |
3.000 |
|
0.618 |
2.979 |
|
HIGH |
2.945 |
|
0.618 |
2.924 |
|
0.500 |
2.918 |
|
0.382 |
2.911 |
|
LOW |
2.890 |
|
0.618 |
2.856 |
|
1.000 |
2.835 |
|
1.618 |
2.801 |
|
2.618 |
2.746 |
|
4.250 |
2.656 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.924 |
2.931 |
| PP |
2.921 |
2.929 |
| S1 |
2.918 |
2.928 |
|