NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 12-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2015 |
12-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.791 |
2.891 |
0.100 |
3.6% |
2.782 |
| High |
2.905 |
2.926 |
0.021 |
0.7% |
2.940 |
| Low |
2.734 |
2.798 |
0.064 |
2.3% |
2.733 |
| Close |
2.886 |
2.806 |
-0.080 |
-2.8% |
2.906 |
| Range |
0.171 |
0.128 |
-0.043 |
-25.1% |
0.207 |
| ATR |
0.115 |
0.116 |
0.001 |
0.8% |
0.000 |
| Volume |
24,440 |
29,150 |
4,710 |
19.3% |
91,913 |
|
| Daily Pivots for day following 12-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.227 |
3.145 |
2.876 |
|
| R3 |
3.099 |
3.017 |
2.841 |
|
| R2 |
2.971 |
2.971 |
2.829 |
|
| R1 |
2.889 |
2.889 |
2.818 |
2.866 |
| PP |
2.843 |
2.843 |
2.843 |
2.832 |
| S1 |
2.761 |
2.761 |
2.794 |
2.738 |
| S2 |
2.715 |
2.715 |
2.783 |
|
| S3 |
2.587 |
2.633 |
2.771 |
|
| S4 |
2.459 |
2.505 |
2.736 |
|
|
| 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 |
7.3% |
0.106 |
3.8% |
35% |
False |
False |
25,531 |
| 10 |
2.940 |
2.733 |
0.207 |
7.4% |
0.093 |
3.3% |
35% |
False |
False |
21,531 |
| 20 |
3.096 |
2.733 |
0.363 |
12.9% |
0.114 |
4.1% |
20% |
False |
False |
23,107 |
| 40 |
3.229 |
2.671 |
0.558 |
19.9% |
0.118 |
4.2% |
24% |
False |
False |
19,452 |
| 60 |
3.622 |
2.671 |
0.951 |
33.9% |
0.116 |
4.1% |
14% |
False |
False |
15,415 |
| 80 |
3.777 |
2.671 |
1.106 |
39.4% |
0.107 |
3.8% |
12% |
False |
False |
12,497 |
| 100 |
3.872 |
2.671 |
1.201 |
42.8% |
0.099 |
3.5% |
11% |
False |
False |
10,579 |
| 120 |
3.900 |
2.671 |
1.229 |
43.8% |
0.091 |
3.3% |
11% |
False |
False |
9,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.470 |
|
2.618 |
3.261 |
|
1.618 |
3.133 |
|
1.000 |
3.054 |
|
0.618 |
3.005 |
|
HIGH |
2.926 |
|
0.618 |
2.877 |
|
0.500 |
2.862 |
|
0.382 |
2.847 |
|
LOW |
2.798 |
|
0.618 |
2.719 |
|
1.000 |
2.670 |
|
1.618 |
2.591 |
|
2.618 |
2.463 |
|
4.250 |
2.254 |
|
|
| Fisher Pivots for day following 12-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.862 |
2.830 |
| PP |
2.843 |
2.822 |
| S1 |
2.825 |
2.814 |
|