NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 16-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2015 |
16-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.830 |
2.790 |
-0.040 |
-1.4% |
2.847 |
| High |
2.830 |
2.820 |
-0.010 |
-0.4% |
2.926 |
| Low |
2.751 |
2.754 |
0.003 |
0.1% |
2.734 |
| Close |
2.800 |
2.787 |
-0.013 |
-0.5% |
2.800 |
| Range |
0.079 |
0.066 |
-0.013 |
-16.5% |
0.192 |
| ATR |
0.113 |
0.110 |
-0.003 |
-3.0% |
0.000 |
| Volume |
24,256 |
15,628 |
-8,628 |
-35.6% |
128,741 |
|
| Daily Pivots for day following 16-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.985 |
2.952 |
2.823 |
|
| R3 |
2.919 |
2.886 |
2.805 |
|
| R2 |
2.853 |
2.853 |
2.799 |
|
| R1 |
2.820 |
2.820 |
2.793 |
2.804 |
| PP |
2.787 |
2.787 |
2.787 |
2.779 |
| S1 |
2.754 |
2.754 |
2.781 |
2.738 |
| S2 |
2.721 |
2.721 |
2.775 |
|
| S3 |
2.655 |
2.688 |
2.769 |
|
| S4 |
2.589 |
2.622 |
2.751 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.396 |
3.290 |
2.906 |
|
| R3 |
3.204 |
3.098 |
2.853 |
|
| R2 |
3.012 |
3.012 |
2.835 |
|
| R1 |
2.906 |
2.906 |
2.818 |
2.863 |
| PP |
2.820 |
2.820 |
2.820 |
2.799 |
| S1 |
2.714 |
2.714 |
2.782 |
2.671 |
| S2 |
2.628 |
2.628 |
2.765 |
|
| S3 |
2.436 |
2.522 |
2.747 |
|
| S4 |
2.244 |
2.330 |
2.694 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.926 |
2.734 |
0.192 |
6.9% |
0.098 |
3.5% |
28% |
False |
False |
23,944 |
| 10 |
2.940 |
2.733 |
0.207 |
7.4% |
0.092 |
3.3% |
26% |
False |
False |
21,799 |
| 20 |
3.096 |
2.733 |
0.363 |
13.0% |
0.106 |
3.8% |
15% |
False |
False |
22,545 |
| 40 |
3.111 |
2.671 |
0.440 |
15.8% |
0.111 |
4.0% |
26% |
False |
False |
19,534 |
| 60 |
3.495 |
2.671 |
0.824 |
29.6% |
0.115 |
4.1% |
14% |
False |
False |
15,983 |
| 80 |
3.777 |
2.671 |
1.106 |
39.7% |
0.107 |
3.8% |
10% |
False |
False |
12,914 |
| 100 |
3.872 |
2.671 |
1.201 |
43.1% |
0.099 |
3.6% |
10% |
False |
False |
10,949 |
| 120 |
3.900 |
2.671 |
1.229 |
44.1% |
0.092 |
3.3% |
9% |
False |
False |
9,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
2.993 |
|
1.618 |
2.927 |
|
1.000 |
2.886 |
|
0.618 |
2.861 |
|
HIGH |
2.820 |
|
0.618 |
2.795 |
|
0.500 |
2.787 |
|
0.382 |
2.779 |
|
LOW |
2.754 |
|
0.618 |
2.713 |
|
1.000 |
2.688 |
|
1.618 |
2.647 |
|
2.618 |
2.581 |
|
4.250 |
2.474 |
|
|
| Fisher Pivots for day following 16-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.787 |
2.839 |
| PP |
2.787 |
2.821 |
| S1 |
2.787 |
2.804 |
|