NYMEX Natural Gas Future August 2015
| Trading Metrics calculated at close of trading on 11-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2015 |
11-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.849 |
2.854 |
0.005 |
0.2% |
2.859 |
| High |
2.877 |
2.967 |
0.090 |
3.1% |
3.000 |
| Low |
2.845 |
2.818 |
-0.027 |
-0.9% |
2.809 |
| Close |
2.872 |
2.948 |
0.076 |
2.6% |
2.974 |
| Range |
0.032 |
0.149 |
0.117 |
365.6% |
0.191 |
| ATR |
0.098 |
0.102 |
0.004 |
3.7% |
0.000 |
| Volume |
11,496 |
8,012 |
-3,484 |
-30.3% |
31,903 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.358 |
3.302 |
3.030 |
|
| R3 |
3.209 |
3.153 |
2.989 |
|
| R2 |
3.060 |
3.060 |
2.975 |
|
| R1 |
3.004 |
3.004 |
2.962 |
3.032 |
| PP |
2.911 |
2.911 |
2.911 |
2.925 |
| S1 |
2.855 |
2.855 |
2.934 |
2.883 |
| S2 |
2.762 |
2.762 |
2.921 |
|
| S3 |
2.613 |
2.706 |
2.907 |
|
| S4 |
2.464 |
2.557 |
2.866 |
|
|
| 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 |
2.818 |
0.182 |
6.2% |
0.092 |
3.1% |
71% |
False |
True |
8,053 |
| 10 |
3.008 |
2.809 |
0.199 |
6.8% |
0.086 |
2.9% |
70% |
False |
False |
8,126 |
| 20 |
3.125 |
2.809 |
0.316 |
10.7% |
0.100 |
3.4% |
44% |
False |
False |
8,480 |
| 40 |
3.268 |
2.746 |
0.522 |
17.7% |
0.103 |
3.5% |
39% |
False |
False |
7,351 |
| 60 |
3.639 |
2.746 |
0.893 |
30.3% |
0.102 |
3.5% |
23% |
False |
False |
6,274 |
| 80 |
3.818 |
2.746 |
1.072 |
36.4% |
0.094 |
3.2% |
19% |
False |
False |
5,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.600 |
|
2.618 |
3.357 |
|
1.618 |
3.208 |
|
1.000 |
3.116 |
|
0.618 |
3.059 |
|
HIGH |
2.967 |
|
0.618 |
2.910 |
|
0.500 |
2.893 |
|
0.382 |
2.875 |
|
LOW |
2.818 |
|
0.618 |
2.726 |
|
1.000 |
2.669 |
|
1.618 |
2.577 |
|
2.618 |
2.428 |
|
4.250 |
2.185 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.930 |
2.930 |
| PP |
2.911 |
2.911 |
| S1 |
2.893 |
2.893 |
|