NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.860 |
2.866 |
0.006 |
0.2% |
2.829 |
| High |
2.882 |
2.933 |
0.051 |
1.8% |
3.031 |
| Low |
2.822 |
2.861 |
0.039 |
1.4% |
2.811 |
| Close |
2.864 |
2.909 |
0.045 |
1.6% |
2.906 |
| Range |
0.060 |
0.072 |
0.012 |
20.0% |
0.220 |
| ATR |
0.109 |
0.106 |
-0.003 |
-2.4% |
0.000 |
| Volume |
31,005 |
32,826 |
1,821 |
5.9% |
122,835 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.117 |
3.085 |
2.949 |
|
| R3 |
3.045 |
3.013 |
2.929 |
|
| R2 |
2.973 |
2.973 |
2.922 |
|
| R1 |
2.941 |
2.941 |
2.916 |
2.957 |
| PP |
2.901 |
2.901 |
2.901 |
2.909 |
| S1 |
2.869 |
2.869 |
2.902 |
2.885 |
| S2 |
2.829 |
2.829 |
2.896 |
|
| S3 |
2.757 |
2.797 |
2.889 |
|
| S4 |
2.685 |
2.725 |
2.869 |
|
|
| 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 |
2.822 |
0.209 |
7.2% |
0.106 |
3.6% |
42% |
False |
False |
31,454 |
| 10 |
3.031 |
2.789 |
0.242 |
8.3% |
0.104 |
3.6% |
50% |
False |
False |
25,490 |
| 20 |
3.043 |
2.789 |
0.254 |
8.7% |
0.094 |
3.2% |
47% |
False |
False |
20,577 |
| 40 |
3.134 |
2.734 |
0.400 |
13.8% |
0.102 |
3.5% |
44% |
False |
False |
18,512 |
| 60 |
3.264 |
2.734 |
0.530 |
18.2% |
0.111 |
3.8% |
33% |
False |
False |
15,389 |
| 80 |
3.806 |
2.734 |
1.072 |
36.9% |
0.104 |
3.6% |
16% |
False |
False |
12,463 |
| 100 |
3.900 |
2.734 |
1.166 |
40.1% |
0.098 |
3.4% |
15% |
False |
False |
10,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.239 |
|
2.618 |
3.121 |
|
1.618 |
3.049 |
|
1.000 |
3.005 |
|
0.618 |
2.977 |
|
HIGH |
2.933 |
|
0.618 |
2.905 |
|
0.500 |
2.897 |
|
0.382 |
2.889 |
|
LOW |
2.861 |
|
0.618 |
2.817 |
|
1.000 |
2.789 |
|
1.618 |
2.745 |
|
2.618 |
2.673 |
|
4.250 |
2.555 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.905 |
2.922 |
| PP |
2.901 |
2.918 |
| S1 |
2.897 |
2.913 |
|