NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.855 |
2.925 |
0.070 |
2.5% |
2.849 |
| High |
2.950 |
2.971 |
0.021 |
0.7% |
2.990 |
| Low |
2.789 |
2.850 |
0.061 |
2.2% |
2.789 |
| Close |
2.932 |
2.855 |
-0.077 |
-2.6% |
2.957 |
| Range |
0.161 |
0.121 |
-0.040 |
-24.8% |
0.201 |
| ATR |
0.109 |
0.110 |
0.001 |
0.8% |
0.000 |
| Volume |
19,714 |
25,054 |
5,340 |
27.1% |
63,688 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.255 |
3.176 |
2.922 |
|
| R3 |
3.134 |
3.055 |
2.888 |
|
| R2 |
3.013 |
3.013 |
2.877 |
|
| R1 |
2.934 |
2.934 |
2.866 |
2.913 |
| PP |
2.892 |
2.892 |
2.892 |
2.882 |
| S1 |
2.813 |
2.813 |
2.844 |
2.792 |
| S2 |
2.771 |
2.771 |
2.833 |
|
| S3 |
2.650 |
2.692 |
2.822 |
|
| S4 |
2.529 |
2.571 |
2.788 |
|
|
| 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 |
7.0% |
0.098 |
3.4% |
33% |
False |
False |
20,675 |
| 10 |
2.990 |
2.789 |
0.201 |
7.0% |
0.086 |
3.0% |
33% |
False |
False |
16,926 |
| 20 |
3.134 |
2.789 |
0.345 |
12.1% |
0.107 |
3.7% |
19% |
False |
False |
18,892 |
| 40 |
3.264 |
2.734 |
0.530 |
18.6% |
0.112 |
3.9% |
23% |
False |
False |
15,903 |
| 60 |
3.650 |
2.734 |
0.916 |
32.1% |
0.111 |
3.9% |
13% |
False |
False |
12,423 |
| 80 |
3.812 |
2.734 |
1.078 |
37.8% |
0.102 |
3.6% |
11% |
False |
False |
10,214 |
| 100 |
3.900 |
2.734 |
1.166 |
40.8% |
0.094 |
3.3% |
10% |
False |
False |
8,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.485 |
|
2.618 |
3.288 |
|
1.618 |
3.167 |
|
1.000 |
3.092 |
|
0.618 |
3.046 |
|
HIGH |
2.971 |
|
0.618 |
2.925 |
|
0.500 |
2.911 |
|
0.382 |
2.896 |
|
LOW |
2.850 |
|
0.618 |
2.775 |
|
1.000 |
2.729 |
|
1.618 |
2.654 |
|
2.618 |
2.533 |
|
4.250 |
2.336 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.911 |
2.880 |
| PP |
2.892 |
2.872 |
| S1 |
2.874 |
2.863 |
|