NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.908 |
2.952 |
0.044 |
1.5% |
2.849 |
| High |
2.984 |
2.990 |
0.006 |
0.2% |
2.990 |
| Low |
2.876 |
2.913 |
0.037 |
1.3% |
2.789 |
| Close |
2.966 |
2.957 |
-0.009 |
-0.3% |
2.957 |
| Range |
0.108 |
0.077 |
-0.031 |
-28.7% |
0.201 |
| ATR |
0.108 |
0.105 |
-0.002 |
-2.0% |
0.000 |
| Volume |
11,358 |
16,521 |
5,163 |
45.5% |
63,688 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.184 |
3.148 |
2.999 |
|
| R3 |
3.107 |
3.071 |
2.978 |
|
| R2 |
3.030 |
3.030 |
2.971 |
|
| R1 |
2.994 |
2.994 |
2.964 |
3.012 |
| PP |
2.953 |
2.953 |
2.953 |
2.963 |
| S1 |
2.917 |
2.917 |
2.950 |
2.935 |
| S2 |
2.876 |
2.876 |
2.943 |
|
| S3 |
2.799 |
2.840 |
2.936 |
|
| S4 |
2.722 |
2.763 |
2.915 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.515 |
3.437 |
3.068 |
|
| R3 |
3.314 |
3.236 |
3.012 |
|
| R2 |
3.113 |
3.113 |
2.994 |
|
| R1 |
3.035 |
3.035 |
2.975 |
3.074 |
| PP |
2.912 |
2.912 |
2.912 |
2.932 |
| S1 |
2.834 |
2.834 |
2.939 |
2.873 |
| S2 |
2.711 |
2.711 |
2.920 |
|
| S3 |
2.510 |
2.633 |
2.902 |
|
| S4 |
2.309 |
2.432 |
2.846 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.990 |
2.789 |
0.201 |
6.8% |
0.078 |
2.6% |
84% |
True |
False |
12,737 |
| 10 |
3.134 |
2.789 |
0.345 |
11.7% |
0.096 |
3.2% |
49% |
False |
False |
16,661 |
| 20 |
3.134 |
2.742 |
0.392 |
13.3% |
0.104 |
3.5% |
55% |
False |
False |
17,847 |
| 40 |
3.264 |
2.734 |
0.530 |
17.9% |
0.112 |
3.8% |
42% |
False |
False |
14,929 |
| 60 |
3.650 |
2.734 |
0.916 |
31.0% |
0.109 |
3.7% |
24% |
False |
False |
11,210 |
| 80 |
3.812 |
2.734 |
1.078 |
36.5% |
0.100 |
3.4% |
21% |
False |
False |
9,343 |
| 100 |
3.900 |
2.734 |
1.166 |
39.4% |
0.093 |
3.1% |
19% |
False |
False |
7,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.317 |
|
2.618 |
3.192 |
|
1.618 |
3.115 |
|
1.000 |
3.067 |
|
0.618 |
3.038 |
|
HIGH |
2.990 |
|
0.618 |
2.961 |
|
0.500 |
2.952 |
|
0.382 |
2.942 |
|
LOW |
2.913 |
|
0.618 |
2.865 |
|
1.000 |
2.836 |
|
1.618 |
2.788 |
|
2.618 |
2.711 |
|
4.250 |
2.586 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.955 |
2.947 |
| PP |
2.953 |
2.936 |
| S1 |
2.952 |
2.926 |
|