NYMEX Natural Gas Future August 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 |
2.905 |
2.896 |
-0.009 |
-0.3% |
2.860 |
| High |
2.954 |
2.928 |
-0.026 |
-0.9% |
3.050 |
| Low |
2.893 |
2.858 |
-0.035 |
-1.2% |
2.833 |
| Close |
2.930 |
2.871 |
-0.059 |
-2.0% |
2.924 |
| Range |
0.061 |
0.070 |
0.009 |
14.8% |
0.217 |
| ATR |
0.101 |
0.099 |
-0.002 |
-2.1% |
0.000 |
| Volume |
12,330 |
13,110 |
780 |
6.3% |
57,866 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.053 |
2.910 |
|
| R3 |
3.026 |
2.983 |
2.890 |
|
| R2 |
2.956 |
2.956 |
2.884 |
|
| R1 |
2.913 |
2.913 |
2.877 |
2.900 |
| PP |
2.886 |
2.886 |
2.886 |
2.879 |
| S1 |
2.843 |
2.843 |
2.865 |
2.830 |
| S2 |
2.816 |
2.816 |
2.858 |
|
| S3 |
2.746 |
2.773 |
2.852 |
|
| S4 |
2.676 |
2.703 |
2.833 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.587 |
3.472 |
3.043 |
|
| R3 |
3.370 |
3.255 |
2.984 |
|
| R2 |
3.153 |
3.153 |
2.964 |
|
| R1 |
3.038 |
3.038 |
2.944 |
3.096 |
| PP |
2.936 |
2.936 |
2.936 |
2.964 |
| S1 |
2.821 |
2.821 |
2.904 |
2.879 |
| S2 |
2.719 |
2.719 |
2.884 |
|
| S3 |
2.502 |
2.604 |
2.864 |
|
| S4 |
2.285 |
2.387 |
2.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.050 |
2.842 |
0.208 |
7.2% |
0.090 |
3.1% |
14% |
False |
False |
14,631 |
| 10 |
3.050 |
2.824 |
0.226 |
7.9% |
0.092 |
3.2% |
21% |
False |
False |
12,478 |
| 20 |
3.050 |
2.809 |
0.241 |
8.4% |
0.089 |
3.1% |
26% |
False |
False |
10,302 |
| 40 |
3.125 |
2.746 |
0.379 |
13.2% |
0.096 |
3.3% |
33% |
False |
False |
8,638 |
| 60 |
3.268 |
2.746 |
0.522 |
18.2% |
0.104 |
3.6% |
24% |
False |
False |
7,838 |
| 80 |
3.734 |
2.746 |
0.988 |
34.4% |
0.097 |
3.4% |
13% |
False |
False |
6,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.226 |
|
2.618 |
3.111 |
|
1.618 |
3.041 |
|
1.000 |
2.998 |
|
0.618 |
2.971 |
|
HIGH |
2.928 |
|
0.618 |
2.901 |
|
0.500 |
2.893 |
|
0.382 |
2.885 |
|
LOW |
2.858 |
|
0.618 |
2.815 |
|
1.000 |
2.788 |
|
1.618 |
2.745 |
|
2.618 |
2.675 |
|
4.250 |
2.561 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.893 |
2.898 |
| PP |
2.886 |
2.889 |
| S1 |
2.878 |
2.880 |
|