NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.829 |
2.870 |
0.041 |
1.4% |
2.873 |
| High |
2.874 |
2.964 |
0.090 |
3.1% |
2.971 |
| Low |
2.811 |
2.869 |
0.058 |
2.1% |
2.789 |
| Close |
2.843 |
2.961 |
0.118 |
4.2% |
2.854 |
| Range |
0.063 |
0.095 |
0.032 |
50.8% |
0.182 |
| ATR |
0.104 |
0.105 |
0.001 |
1.2% |
0.000 |
| Volume |
12,354 |
17,039 |
4,685 |
37.9% |
110,331 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.216 |
3.184 |
3.013 |
|
| R3 |
3.121 |
3.089 |
2.987 |
|
| R2 |
3.026 |
3.026 |
2.978 |
|
| R1 |
2.994 |
2.994 |
2.970 |
3.010 |
| PP |
2.931 |
2.931 |
2.931 |
2.940 |
| S1 |
2.899 |
2.899 |
2.952 |
2.915 |
| S2 |
2.836 |
2.836 |
2.944 |
|
| S3 |
2.741 |
2.804 |
2.935 |
|
| S4 |
2.646 |
2.709 |
2.909 |
|
|
| 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 |
6.1% |
0.102 |
3.5% |
95% |
False |
False |
19,526 |
| 10 |
2.990 |
2.789 |
0.201 |
6.8% |
0.087 |
3.0% |
86% |
False |
False |
17,981 |
| 20 |
3.134 |
2.789 |
0.345 |
11.7% |
0.095 |
3.2% |
50% |
False |
False |
18,578 |
| 40 |
3.134 |
2.734 |
0.400 |
13.5% |
0.104 |
3.5% |
57% |
False |
False |
16,004 |
| 60 |
3.541 |
2.734 |
0.807 |
27.3% |
0.111 |
3.7% |
28% |
False |
False |
13,108 |
| 80 |
3.812 |
2.734 |
1.078 |
36.4% |
0.102 |
3.5% |
21% |
False |
False |
10,766 |
| 100 |
3.900 |
2.734 |
1.166 |
39.4% |
0.095 |
3.2% |
19% |
False |
False |
9,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.368 |
|
2.618 |
3.213 |
|
1.618 |
3.118 |
|
1.000 |
3.059 |
|
0.618 |
3.023 |
|
HIGH |
2.964 |
|
0.618 |
2.928 |
|
0.500 |
2.917 |
|
0.382 |
2.905 |
|
LOW |
2.869 |
|
0.618 |
2.810 |
|
1.000 |
2.774 |
|
1.618 |
2.715 |
|
2.618 |
2.620 |
|
4.250 |
2.465 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.946 |
2.935 |
| PP |
2.931 |
2.909 |
| S1 |
2.917 |
2.883 |
|