NYMEX Natural Gas Future September 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.895 |
2.872 |
-0.023 |
-0.8% |
2.849 |
| High |
2.921 |
2.887 |
-0.034 |
-1.2% |
3.025 |
| Low |
2.853 |
2.805 |
-0.048 |
-1.7% |
2.824 |
| Close |
2.870 |
2.823 |
-0.047 |
-1.6% |
2.918 |
| Range |
0.068 |
0.082 |
0.014 |
20.6% |
0.201 |
| ATR |
0.098 |
0.097 |
-0.001 |
-1.2% |
0.000 |
| Volume |
6,559 |
10,796 |
4,237 |
64.6% |
56,857 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.084 |
3.036 |
2.868 |
|
| R3 |
3.002 |
2.954 |
2.846 |
|
| R2 |
2.920 |
2.920 |
2.838 |
|
| R1 |
2.872 |
2.872 |
2.831 |
2.855 |
| PP |
2.838 |
2.838 |
2.838 |
2.830 |
| S1 |
2.790 |
2.790 |
2.815 |
2.773 |
| S2 |
2.756 |
2.756 |
2.808 |
|
| S3 |
2.674 |
2.708 |
2.800 |
|
| S4 |
2.592 |
2.626 |
2.778 |
|
|
| 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 |
2.805 |
0.220 |
7.8% |
0.078 |
2.8% |
8% |
False |
True |
10,374 |
| 10 |
3.025 |
2.805 |
0.220 |
7.8% |
0.084 |
3.0% |
8% |
False |
True |
10,722 |
| 20 |
3.025 |
2.796 |
0.229 |
8.1% |
0.082 |
2.9% |
12% |
False |
False |
9,466 |
| 40 |
3.116 |
2.740 |
0.376 |
13.3% |
0.096 |
3.4% |
22% |
False |
False |
8,548 |
| 60 |
3.257 |
2.740 |
0.517 |
18.3% |
0.104 |
3.7% |
16% |
False |
False |
7,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.236 |
|
2.618 |
3.102 |
|
1.618 |
3.020 |
|
1.000 |
2.969 |
|
0.618 |
2.938 |
|
HIGH |
2.887 |
|
0.618 |
2.856 |
|
0.500 |
2.846 |
|
0.382 |
2.836 |
|
LOW |
2.805 |
|
0.618 |
2.754 |
|
1.000 |
2.723 |
|
1.618 |
2.672 |
|
2.618 |
2.590 |
|
4.250 |
2.457 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.846 |
2.875 |
| PP |
2.838 |
2.858 |
| S1 |
2.831 |
2.840 |
|