NYMEX Natural Gas Future June 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 |
2.763 |
2.791 |
0.028 |
1.0% |
2.782 |
| High |
2.805 |
2.905 |
0.100 |
3.6% |
2.940 |
| Low |
2.759 |
2.734 |
-0.025 |
-0.9% |
2.733 |
| Close |
2.800 |
2.886 |
0.086 |
3.1% |
2.906 |
| Range |
0.046 |
0.171 |
0.125 |
271.7% |
0.207 |
| ATR |
0.111 |
0.115 |
0.004 |
3.9% |
0.000 |
| Volume |
26,250 |
24,440 |
-1,810 |
-6.9% |
91,913 |
|
| Daily Pivots for day following 11-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.355 |
3.291 |
2.980 |
|
| R3 |
3.184 |
3.120 |
2.933 |
|
| R2 |
3.013 |
3.013 |
2.917 |
|
| R1 |
2.949 |
2.949 |
2.902 |
2.981 |
| PP |
2.842 |
2.842 |
2.842 |
2.858 |
| S1 |
2.778 |
2.778 |
2.870 |
2.810 |
| S2 |
2.671 |
2.671 |
2.855 |
|
| S3 |
2.500 |
2.607 |
2.839 |
|
| S4 |
2.329 |
2.436 |
2.792 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.481 |
3.400 |
3.020 |
|
| R3 |
3.274 |
3.193 |
2.963 |
|
| R2 |
3.067 |
3.067 |
2.944 |
|
| R1 |
2.986 |
2.986 |
2.925 |
3.027 |
| PP |
2.860 |
2.860 |
2.860 |
2.880 |
| S1 |
2.779 |
2.779 |
2.887 |
2.820 |
| S2 |
2.653 |
2.653 |
2.868 |
|
| S3 |
2.446 |
2.572 |
2.849 |
|
| S4 |
2.239 |
2.365 |
2.792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.940 |
2.734 |
0.206 |
7.1% |
0.104 |
3.6% |
74% |
False |
True |
22,921 |
| 10 |
2.953 |
2.733 |
0.220 |
7.6% |
0.098 |
3.4% |
70% |
False |
False |
20,471 |
| 20 |
3.096 |
2.733 |
0.363 |
12.6% |
0.115 |
4.0% |
42% |
False |
False |
22,946 |
| 40 |
3.229 |
2.671 |
0.558 |
19.3% |
0.118 |
4.1% |
39% |
False |
False |
19,127 |
| 60 |
3.622 |
2.671 |
0.951 |
33.0% |
0.116 |
4.0% |
23% |
False |
False |
14,991 |
| 80 |
3.777 |
2.671 |
1.106 |
38.3% |
0.107 |
3.7% |
19% |
False |
False |
12,174 |
| 100 |
3.872 |
2.671 |
1.201 |
41.6% |
0.099 |
3.4% |
18% |
False |
False |
10,302 |
| 120 |
3.900 |
2.671 |
1.229 |
42.6% |
0.091 |
3.1% |
17% |
False |
False |
8,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.632 |
|
2.618 |
3.353 |
|
1.618 |
3.182 |
|
1.000 |
3.076 |
|
0.618 |
3.011 |
|
HIGH |
2.905 |
|
0.618 |
2.840 |
|
0.500 |
2.820 |
|
0.382 |
2.799 |
|
LOW |
2.734 |
|
0.618 |
2.628 |
|
1.000 |
2.563 |
|
1.618 |
2.457 |
|
2.618 |
2.286 |
|
4.250 |
2.007 |
|
|
| Fisher Pivots for day following 11-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.864 |
2.864 |
| PP |
2.842 |
2.842 |
| S1 |
2.820 |
2.820 |
|