NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
3.005 |
2.942 |
-0.063 |
-2.1% |
2.829 |
| High |
3.027 |
3.022 |
-0.005 |
-0.2% |
3.031 |
| Low |
2.897 |
2.891 |
-0.006 |
-0.2% |
2.811 |
| Close |
2.929 |
2.906 |
-0.023 |
-0.8% |
2.906 |
| Range |
0.130 |
0.131 |
0.001 |
0.8% |
0.220 |
| ATR |
0.109 |
0.111 |
0.002 |
1.4% |
0.000 |
| Volume |
31,675 |
36,813 |
5,138 |
16.2% |
122,835 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.333 |
3.250 |
2.978 |
|
| R3 |
3.202 |
3.119 |
2.942 |
|
| R2 |
3.071 |
3.071 |
2.930 |
|
| R1 |
2.988 |
2.988 |
2.918 |
2.964 |
| PP |
2.940 |
2.940 |
2.940 |
2.928 |
| S1 |
2.857 |
2.857 |
2.894 |
2.833 |
| S2 |
2.809 |
2.809 |
2.882 |
|
| S3 |
2.678 |
2.726 |
2.870 |
|
| S4 |
2.547 |
2.595 |
2.834 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.576 |
3.461 |
3.027 |
|
| R3 |
3.356 |
3.241 |
2.967 |
|
| R2 |
3.136 |
3.136 |
2.946 |
|
| R1 |
3.021 |
3.021 |
2.926 |
3.079 |
| PP |
2.916 |
2.916 |
2.916 |
2.945 |
| S1 |
2.801 |
2.801 |
2.886 |
2.859 |
| S2 |
2.696 |
2.696 |
2.866 |
|
| S3 |
2.476 |
2.581 |
2.846 |
|
| S4 |
2.256 |
2.361 |
2.785 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.031 |
2.811 |
0.220 |
7.6% |
0.111 |
3.8% |
43% |
False |
False |
24,567 |
| 10 |
3.031 |
2.789 |
0.242 |
8.3% |
0.104 |
3.6% |
48% |
False |
False |
23,316 |
| 20 |
3.134 |
2.789 |
0.345 |
11.9% |
0.100 |
3.4% |
34% |
False |
False |
19,988 |
| 40 |
3.134 |
2.734 |
0.400 |
13.8% |
0.102 |
3.5% |
43% |
False |
False |
17,456 |
| 60 |
3.264 |
2.734 |
0.530 |
18.2% |
0.112 |
3.8% |
32% |
False |
False |
14,482 |
| 80 |
3.806 |
2.734 |
1.072 |
36.9% |
0.105 |
3.6% |
16% |
False |
False |
11,771 |
| 100 |
3.900 |
2.734 |
1.166 |
40.1% |
0.098 |
3.4% |
15% |
False |
False |
10,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.579 |
|
2.618 |
3.365 |
|
1.618 |
3.234 |
|
1.000 |
3.153 |
|
0.618 |
3.103 |
|
HIGH |
3.022 |
|
0.618 |
2.972 |
|
0.500 |
2.957 |
|
0.382 |
2.941 |
|
LOW |
2.891 |
|
0.618 |
2.810 |
|
1.000 |
2.760 |
|
1.618 |
2.679 |
|
2.618 |
2.548 |
|
4.250 |
2.334 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.957 |
2.961 |
| PP |
2.940 |
2.943 |
| S1 |
2.923 |
2.924 |
|