NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.925 |
2.866 |
-0.059 |
-2.0% |
2.873 |
| High |
2.971 |
2.874 |
-0.097 |
-3.3% |
2.971 |
| Low |
2.850 |
2.802 |
-0.048 |
-1.7% |
2.789 |
| Close |
2.855 |
2.854 |
-0.001 |
0.0% |
2.854 |
| Range |
0.121 |
0.072 |
-0.049 |
-40.5% |
0.182 |
| ATR |
0.110 |
0.107 |
-0.003 |
-2.5% |
0.000 |
| Volume |
25,054 |
23,473 |
-1,581 |
-6.3% |
110,331 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.059 |
3.029 |
2.894 |
|
| R3 |
2.987 |
2.957 |
2.874 |
|
| R2 |
2.915 |
2.915 |
2.867 |
|
| R1 |
2.885 |
2.885 |
2.861 |
2.864 |
| PP |
2.843 |
2.843 |
2.843 |
2.833 |
| S1 |
2.813 |
2.813 |
2.847 |
2.792 |
| S2 |
2.771 |
2.771 |
2.841 |
|
| S3 |
2.699 |
2.741 |
2.834 |
|
| S4 |
2.627 |
2.669 |
2.814 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.417 |
3.318 |
2.954 |
|
| R3 |
3.235 |
3.136 |
2.904 |
|
| R2 |
3.053 |
3.053 |
2.887 |
|
| R1 |
2.954 |
2.954 |
2.871 |
2.913 |
| PP |
2.871 |
2.871 |
2.871 |
2.851 |
| S1 |
2.772 |
2.772 |
2.837 |
2.731 |
| S2 |
2.689 |
2.689 |
2.821 |
|
| S3 |
2.507 |
2.590 |
2.804 |
|
| S4 |
2.325 |
2.408 |
2.754 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.971 |
2.789 |
0.182 |
6.4% |
0.097 |
3.4% |
36% |
False |
False |
22,066 |
| 10 |
2.990 |
2.789 |
0.201 |
7.0% |
0.088 |
3.1% |
32% |
False |
False |
17,401 |
| 20 |
3.134 |
2.789 |
0.345 |
12.1% |
0.102 |
3.6% |
19% |
False |
False |
18,911 |
| 40 |
3.264 |
2.734 |
0.530 |
18.6% |
0.108 |
3.8% |
23% |
False |
False |
16,177 |
| 60 |
3.554 |
2.734 |
0.820 |
28.7% |
0.110 |
3.9% |
15% |
False |
False |
12,743 |
| 80 |
3.812 |
2.734 |
1.078 |
37.8% |
0.102 |
3.6% |
11% |
False |
False |
10,468 |
| 100 |
3.900 |
2.734 |
1.166 |
40.9% |
0.094 |
3.3% |
10% |
False |
False |
8,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.180 |
|
2.618 |
3.062 |
|
1.618 |
2.990 |
|
1.000 |
2.946 |
|
0.618 |
2.918 |
|
HIGH |
2.874 |
|
0.618 |
2.846 |
|
0.500 |
2.838 |
|
0.382 |
2.830 |
|
LOW |
2.802 |
|
0.618 |
2.758 |
|
1.000 |
2.730 |
|
1.618 |
2.686 |
|
2.618 |
2.614 |
|
4.250 |
2.496 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.849 |
2.880 |
| PP |
2.843 |
2.871 |
| S1 |
2.838 |
2.863 |
|