NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.952 |
2.873 |
-0.079 |
-2.7% |
2.849 |
| High |
2.990 |
2.889 |
-0.101 |
-3.4% |
2.990 |
| Low |
2.913 |
2.796 |
-0.117 |
-4.0% |
2.789 |
| Close |
2.957 |
2.805 |
-0.152 |
-5.1% |
2.957 |
| Range |
0.077 |
0.093 |
0.016 |
20.8% |
0.201 |
| ATR |
0.105 |
0.109 |
0.004 |
3.8% |
0.000 |
| Volume |
16,521 |
18,431 |
1,910 |
11.6% |
63,688 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.109 |
3.050 |
2.856 |
|
| R3 |
3.016 |
2.957 |
2.831 |
|
| R2 |
2.923 |
2.923 |
2.822 |
|
| R1 |
2.864 |
2.864 |
2.814 |
2.847 |
| PP |
2.830 |
2.830 |
2.830 |
2.822 |
| S1 |
2.771 |
2.771 |
2.796 |
2.754 |
| S2 |
2.737 |
2.737 |
2.788 |
|
| S3 |
2.644 |
2.678 |
2.779 |
|
| S4 |
2.551 |
2.585 |
2.754 |
|
|
| 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 |
7.2% |
0.079 |
2.8% |
8% |
False |
False |
13,802 |
| 10 |
3.069 |
2.789 |
0.280 |
10.0% |
0.090 |
3.2% |
6% |
False |
False |
15,582 |
| 20 |
3.134 |
2.758 |
0.376 |
13.4% |
0.106 |
3.8% |
13% |
False |
False |
18,188 |
| 40 |
3.264 |
2.734 |
0.530 |
18.9% |
0.111 |
4.0% |
13% |
False |
False |
15,155 |
| 60 |
3.650 |
2.734 |
0.916 |
32.7% |
0.110 |
3.9% |
8% |
False |
False |
11,466 |
| 80 |
3.812 |
2.734 |
1.078 |
38.4% |
0.101 |
3.6% |
7% |
False |
False |
9,535 |
| 100 |
3.900 |
2.734 |
1.166 |
41.6% |
0.093 |
3.3% |
6% |
False |
False |
7,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.284 |
|
2.618 |
3.132 |
|
1.618 |
3.039 |
|
1.000 |
2.982 |
|
0.618 |
2.946 |
|
HIGH |
2.889 |
|
0.618 |
2.853 |
|
0.500 |
2.843 |
|
0.382 |
2.832 |
|
LOW |
2.796 |
|
0.618 |
2.739 |
|
1.000 |
2.703 |
|
1.618 |
2.646 |
|
2.618 |
2.553 |
|
4.250 |
2.401 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.843 |
2.893 |
| PP |
2.830 |
2.864 |
| S1 |
2.818 |
2.834 |
|