NYMEX Natural Gas Future May 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 |
2.846 |
2.738 |
-0.108 |
-3.8% |
2.731 |
| High |
2.933 |
2.782 |
-0.151 |
-5.1% |
2.949 |
| Low |
2.784 |
2.717 |
-0.067 |
-2.4% |
2.707 |
| Close |
2.803 |
2.760 |
-0.043 |
-1.5% |
2.803 |
| Range |
0.149 |
0.065 |
-0.084 |
-56.4% |
0.242 |
| ATR |
0.123 |
0.121 |
-0.003 |
-2.2% |
0.000 |
| Volume |
91,072 |
99,848 |
8,776 |
9.6% |
464,737 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.948 |
2.919 |
2.796 |
|
| R3 |
2.883 |
2.854 |
2.778 |
|
| R2 |
2.818 |
2.818 |
2.772 |
|
| R1 |
2.789 |
2.789 |
2.766 |
2.804 |
| PP |
2.753 |
2.753 |
2.753 |
2.760 |
| S1 |
2.724 |
2.724 |
2.754 |
2.739 |
| S2 |
2.688 |
2.688 |
2.748 |
|
| S3 |
2.623 |
2.659 |
2.742 |
|
| S4 |
2.558 |
2.594 |
2.724 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.546 |
3.416 |
2.936 |
|
| R3 |
3.304 |
3.174 |
2.870 |
|
| R2 |
3.062 |
3.062 |
2.847 |
|
| R1 |
2.932 |
2.932 |
2.825 |
2.997 |
| PP |
2.820 |
2.820 |
2.820 |
2.852 |
| S1 |
2.690 |
2.690 |
2.781 |
2.755 |
| S2 |
2.578 |
2.578 |
2.759 |
|
| S3 |
2.336 |
2.448 |
2.736 |
|
| S4 |
2.094 |
2.206 |
2.670 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.949 |
2.717 |
0.232 |
8.4% |
0.127 |
4.6% |
19% |
False |
True |
101,181 |
| 10 |
2.949 |
2.693 |
0.256 |
9.3% |
0.115 |
4.2% |
26% |
False |
False |
85,078 |
| 20 |
2.997 |
2.685 |
0.312 |
11.3% |
0.109 |
4.0% |
24% |
False |
False |
61,634 |
| 40 |
3.068 |
2.620 |
0.448 |
16.2% |
0.115 |
4.2% |
31% |
False |
False |
52,690 |
| 60 |
3.200 |
2.620 |
0.580 |
21.0% |
0.124 |
4.5% |
24% |
False |
False |
42,812 |
| 80 |
3.775 |
2.620 |
1.155 |
41.8% |
0.116 |
4.2% |
12% |
False |
False |
35,525 |
| 100 |
3.853 |
2.620 |
1.233 |
44.7% |
0.111 |
4.0% |
11% |
False |
False |
30,972 |
| 120 |
3.867 |
2.620 |
1.247 |
45.2% |
0.102 |
3.7% |
11% |
False |
False |
26,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.058 |
|
2.618 |
2.952 |
|
1.618 |
2.887 |
|
1.000 |
2.847 |
|
0.618 |
2.822 |
|
HIGH |
2.782 |
|
0.618 |
2.757 |
|
0.500 |
2.750 |
|
0.382 |
2.742 |
|
LOW |
2.717 |
|
0.618 |
2.677 |
|
1.000 |
2.652 |
|
1.618 |
2.612 |
|
2.618 |
2.547 |
|
4.250 |
2.441 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.757 |
2.832 |
| PP |
2.753 |
2.808 |
| S1 |
2.750 |
2.784 |
|