NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.901 |
2.895 |
-0.006 |
-0.2% |
2.849 |
| High |
2.945 |
2.921 |
-0.024 |
-0.8% |
3.025 |
| Low |
2.890 |
2.853 |
-0.037 |
-1.3% |
2.824 |
| Close |
2.927 |
2.870 |
-0.057 |
-1.9% |
2.918 |
| Range |
0.055 |
0.068 |
0.013 |
23.6% |
0.201 |
| ATR |
0.100 |
0.098 |
-0.002 |
-1.8% |
0.000 |
| Volume |
9,595 |
6,559 |
-3,036 |
-31.6% |
56,857 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.085 |
3.046 |
2.907 |
|
| R3 |
3.017 |
2.978 |
2.889 |
|
| R2 |
2.949 |
2.949 |
2.882 |
|
| R1 |
2.910 |
2.910 |
2.876 |
2.896 |
| PP |
2.881 |
2.881 |
2.881 |
2.874 |
| S1 |
2.842 |
2.842 |
2.864 |
2.828 |
| S2 |
2.813 |
2.813 |
2.858 |
|
| S3 |
2.745 |
2.774 |
2.851 |
|
| S4 |
2.677 |
2.706 |
2.833 |
|
|
| 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% |
0.086 |
3.0% |
18% |
False |
False |
10,919 |
| 10 |
3.025 |
2.815 |
0.210 |
7.3% |
0.088 |
3.1% |
26% |
False |
False |
10,878 |
| 20 |
3.025 |
2.796 |
0.229 |
8.0% |
0.086 |
3.0% |
32% |
False |
False |
9,312 |
| 40 |
3.116 |
2.740 |
0.376 |
13.1% |
0.096 |
3.3% |
35% |
False |
False |
8,406 |
| 60 |
3.257 |
2.740 |
0.517 |
18.0% |
0.104 |
3.6% |
25% |
False |
False |
7,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.210 |
|
2.618 |
3.099 |
|
1.618 |
3.031 |
|
1.000 |
2.989 |
|
0.618 |
2.963 |
|
HIGH |
2.921 |
|
0.618 |
2.895 |
|
0.500 |
2.887 |
|
0.382 |
2.879 |
|
LOW |
2.853 |
|
0.618 |
2.811 |
|
1.000 |
2.785 |
|
1.618 |
2.743 |
|
2.618 |
2.675 |
|
4.250 |
2.564 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.887 |
2.891 |
| PP |
2.881 |
2.884 |
| S1 |
2.876 |
2.877 |
|