NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.866 |
2.892 |
0.026 |
0.9% |
2.829 |
| High |
2.933 |
2.909 |
-0.024 |
-0.8% |
3.031 |
| Low |
2.861 |
2.833 |
-0.028 |
-1.0% |
2.811 |
| Close |
2.909 |
2.845 |
-0.064 |
-2.2% |
2.906 |
| Range |
0.072 |
0.076 |
0.004 |
5.6% |
0.220 |
| ATR |
0.106 |
0.104 |
-0.002 |
-2.0% |
0.000 |
| Volume |
32,826 |
25,664 |
-7,162 |
-21.8% |
122,835 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.090 |
3.044 |
2.887 |
|
| R3 |
3.014 |
2.968 |
2.866 |
|
| R2 |
2.938 |
2.938 |
2.859 |
|
| R1 |
2.892 |
2.892 |
2.852 |
2.877 |
| PP |
2.862 |
2.862 |
2.862 |
2.855 |
| S1 |
2.816 |
2.816 |
2.838 |
2.801 |
| S2 |
2.786 |
2.786 |
2.831 |
|
| S3 |
2.710 |
2.740 |
2.824 |
|
| S4 |
2.634 |
2.664 |
2.803 |
|
|
| 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 |
3.027 |
2.822 |
0.205 |
7.2% |
0.094 |
3.3% |
11% |
False |
False |
31,596 |
| 10 |
3.031 |
2.802 |
0.229 |
8.0% |
0.096 |
3.4% |
19% |
False |
False |
26,085 |
| 20 |
3.031 |
2.789 |
0.242 |
8.5% |
0.093 |
3.3% |
23% |
False |
False |
21,032 |
| 40 |
3.134 |
2.734 |
0.400 |
14.1% |
0.102 |
3.6% |
28% |
False |
False |
18,932 |
| 60 |
3.264 |
2.734 |
0.530 |
18.6% |
0.111 |
3.9% |
21% |
False |
False |
15,767 |
| 80 |
3.732 |
2.734 |
0.998 |
35.1% |
0.104 |
3.7% |
11% |
False |
False |
12,746 |
| 100 |
3.900 |
2.734 |
1.166 |
41.0% |
0.098 |
3.4% |
10% |
False |
False |
10,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.232 |
|
2.618 |
3.108 |
|
1.618 |
3.032 |
|
1.000 |
2.985 |
|
0.618 |
2.956 |
|
HIGH |
2.909 |
|
0.618 |
2.880 |
|
0.500 |
2.871 |
|
0.382 |
2.862 |
|
LOW |
2.833 |
|
0.618 |
2.786 |
|
1.000 |
2.757 |
|
1.618 |
2.710 |
|
2.618 |
2.634 |
|
4.250 |
2.510 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.871 |
2.878 |
| PP |
2.862 |
2.867 |
| S1 |
2.854 |
2.856 |
|