NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 19-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2015 |
19-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.903 |
2.967 |
0.064 |
2.2% |
2.847 |
| High |
2.982 |
2.977 |
-0.005 |
-0.2% |
2.926 |
| Low |
2.837 |
2.843 |
0.006 |
0.2% |
2.734 |
| Close |
2.974 |
2.874 |
-0.100 |
-3.4% |
2.800 |
| Range |
0.145 |
0.134 |
-0.011 |
-7.6% |
0.192 |
| ATR |
0.114 |
0.115 |
0.001 |
1.3% |
0.000 |
| Volume |
26,690 |
26,811 |
121 |
0.5% |
128,741 |
|
| Daily Pivots for day following 19-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.300 |
3.221 |
2.948 |
|
| R3 |
3.166 |
3.087 |
2.911 |
|
| R2 |
3.032 |
3.032 |
2.899 |
|
| R1 |
2.953 |
2.953 |
2.886 |
2.926 |
| PP |
2.898 |
2.898 |
2.898 |
2.884 |
| S1 |
2.819 |
2.819 |
2.862 |
2.792 |
| S2 |
2.764 |
2.764 |
2.849 |
|
| S3 |
2.630 |
2.685 |
2.837 |
|
| S4 |
2.496 |
2.551 |
2.800 |
|
|
| 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 |
2.982 |
2.751 |
0.231 |
8.0% |
0.105 |
3.7% |
53% |
False |
False |
21,633 |
| 10 |
2.982 |
2.734 |
0.248 |
8.6% |
0.106 |
3.7% |
56% |
False |
False |
23,582 |
| 20 |
3.096 |
2.733 |
0.363 |
12.6% |
0.108 |
3.7% |
39% |
False |
False |
22,744 |
| 40 |
3.096 |
2.671 |
0.425 |
14.8% |
0.111 |
3.8% |
48% |
False |
False |
19,881 |
| 60 |
3.250 |
2.671 |
0.579 |
20.1% |
0.117 |
4.1% |
35% |
False |
False |
16,872 |
| 80 |
3.773 |
2.671 |
1.102 |
38.3% |
0.109 |
3.8% |
18% |
False |
False |
13,634 |
| 100 |
3.872 |
2.671 |
1.201 |
41.8% |
0.102 |
3.5% |
17% |
False |
False |
11,579 |
| 120 |
3.900 |
2.671 |
1.229 |
42.8% |
0.094 |
3.3% |
17% |
False |
False |
9,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.547 |
|
2.618 |
3.328 |
|
1.618 |
3.194 |
|
1.000 |
3.111 |
|
0.618 |
3.060 |
|
HIGH |
2.977 |
|
0.618 |
2.926 |
|
0.500 |
2.910 |
|
0.382 |
2.894 |
|
LOW |
2.843 |
|
0.618 |
2.760 |
|
1.000 |
2.709 |
|
1.618 |
2.626 |
|
2.618 |
2.492 |
|
4.250 |
2.274 |
|
|
| Fisher Pivots for day following 19-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.910 |
2.897 |
| PP |
2.898 |
2.889 |
| S1 |
2.886 |
2.882 |
|