NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 09-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2015 |
09-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.969 |
2.928 |
-0.041 |
-1.4% |
2.859 |
| High |
3.000 |
2.928 |
-0.072 |
-2.4% |
3.000 |
| Low |
2.928 |
2.819 |
-0.109 |
-3.7% |
2.809 |
| Close |
2.974 |
2.827 |
-0.147 |
-4.9% |
2.974 |
| Range |
0.072 |
0.109 |
0.037 |
51.4% |
0.191 |
| ATR |
0.098 |
0.102 |
0.004 |
4.1% |
0.000 |
| Volume |
7,588 |
7,171 |
-417 |
-5.5% |
31,903 |
|
| Daily Pivots for day following 09-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.185 |
3.115 |
2.887 |
|
| R3 |
3.076 |
3.006 |
2.857 |
|
| R2 |
2.967 |
2.967 |
2.847 |
|
| R1 |
2.897 |
2.897 |
2.837 |
2.878 |
| PP |
2.858 |
2.858 |
2.858 |
2.848 |
| S1 |
2.788 |
2.788 |
2.817 |
2.769 |
| S2 |
2.749 |
2.749 |
2.807 |
|
| S3 |
2.640 |
2.679 |
2.797 |
|
| S4 |
2.531 |
2.570 |
2.767 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.501 |
3.428 |
3.079 |
|
| R3 |
3.310 |
3.237 |
3.027 |
|
| R2 |
3.119 |
3.119 |
3.009 |
|
| R1 |
3.046 |
3.046 |
2.992 |
3.083 |
| PP |
2.928 |
2.928 |
2.928 |
2.946 |
| S1 |
2.855 |
2.855 |
2.956 |
2.892 |
| S2 |
2.737 |
2.737 |
2.939 |
|
| S3 |
2.546 |
2.664 |
2.921 |
|
| S4 |
2.355 |
2.473 |
2.869 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.000 |
2.809 |
0.191 |
6.8% |
0.076 |
2.7% |
9% |
False |
False |
6,757 |
| 10 |
3.075 |
2.809 |
0.266 |
9.4% |
0.087 |
3.1% |
7% |
False |
False |
8,140 |
| 20 |
3.125 |
2.775 |
0.350 |
12.4% |
0.099 |
3.5% |
15% |
False |
False |
8,051 |
| 40 |
3.268 |
2.746 |
0.522 |
18.5% |
0.103 |
3.7% |
16% |
False |
False |
7,189 |
| 60 |
3.639 |
2.746 |
0.893 |
31.6% |
0.101 |
3.6% |
9% |
False |
False |
6,032 |
| 80 |
3.818 |
2.746 |
1.072 |
37.9% |
0.094 |
3.3% |
8% |
False |
False |
5,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.391 |
|
2.618 |
3.213 |
|
1.618 |
3.104 |
|
1.000 |
3.037 |
|
0.618 |
2.995 |
|
HIGH |
2.928 |
|
0.618 |
2.886 |
|
0.500 |
2.874 |
|
0.382 |
2.861 |
|
LOW |
2.819 |
|
0.618 |
2.752 |
|
1.000 |
2.710 |
|
1.618 |
2.643 |
|
2.618 |
2.534 |
|
4.250 |
2.356 |
|
|
| Fisher Pivots for day following 09-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.874 |
2.910 |
| PP |
2.858 |
2.882 |
| S1 |
2.843 |
2.855 |
|