NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 23-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2015 |
23-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.891 |
2.787 |
-0.104 |
-3.6% |
2.790 |
| High |
2.971 |
2.826 |
-0.145 |
-4.9% |
2.982 |
| Low |
2.833 |
2.764 |
-0.069 |
-2.4% |
2.754 |
| Close |
2.848 |
2.807 |
-0.041 |
-1.4% |
2.848 |
| Range |
0.138 |
0.062 |
-0.076 |
-55.1% |
0.228 |
| ATR |
0.117 |
0.114 |
-0.002 |
-2.0% |
0.000 |
| Volume |
34,321 |
25,893 |
-8,428 |
-24.6% |
118,230 |
|
| Daily Pivots for day following 23-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.985 |
2.958 |
2.841 |
|
| R3 |
2.923 |
2.896 |
2.824 |
|
| R2 |
2.861 |
2.861 |
2.818 |
|
| R1 |
2.834 |
2.834 |
2.813 |
2.848 |
| PP |
2.799 |
2.799 |
2.799 |
2.806 |
| S1 |
2.772 |
2.772 |
2.801 |
2.786 |
| S2 |
2.737 |
2.737 |
2.796 |
|
| S3 |
2.675 |
2.710 |
2.790 |
|
| S4 |
2.613 |
2.648 |
2.773 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.545 |
3.425 |
2.973 |
|
| R3 |
3.317 |
3.197 |
2.911 |
|
| R2 |
3.089 |
3.089 |
2.890 |
|
| R1 |
2.969 |
2.969 |
2.869 |
3.029 |
| PP |
2.861 |
2.861 |
2.861 |
2.892 |
| S1 |
2.741 |
2.741 |
2.827 |
2.801 |
| S2 |
2.633 |
2.633 |
2.806 |
|
| S3 |
2.405 |
2.513 |
2.785 |
|
| S4 |
2.177 |
2.285 |
2.723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.982 |
2.764 |
0.218 |
7.8% |
0.116 |
4.1% |
20% |
False |
True |
25,699 |
| 10 |
2.982 |
2.734 |
0.248 |
8.8% |
0.107 |
3.8% |
29% |
False |
False |
24,821 |
| 20 |
3.026 |
2.733 |
0.293 |
10.4% |
0.102 |
3.6% |
25% |
False |
False |
22,355 |
| 40 |
3.096 |
2.671 |
0.425 |
15.1% |
0.108 |
3.9% |
32% |
False |
False |
20,666 |
| 60 |
3.229 |
2.671 |
0.558 |
19.9% |
0.117 |
4.2% |
24% |
False |
False |
17,657 |
| 80 |
3.773 |
2.671 |
1.102 |
39.3% |
0.109 |
3.9% |
12% |
False |
False |
14,224 |
| 100 |
3.872 |
2.671 |
1.201 |
42.8% |
0.103 |
3.7% |
11% |
False |
False |
12,149 |
| 120 |
3.885 |
2.671 |
1.214 |
43.2% |
0.095 |
3.4% |
11% |
False |
False |
10,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.090 |
|
2.618 |
2.988 |
|
1.618 |
2.926 |
|
1.000 |
2.888 |
|
0.618 |
2.864 |
|
HIGH |
2.826 |
|
0.618 |
2.802 |
|
0.500 |
2.795 |
|
0.382 |
2.788 |
|
LOW |
2.764 |
|
0.618 |
2.726 |
|
1.000 |
2.702 |
|
1.618 |
2.664 |
|
2.618 |
2.602 |
|
4.250 |
2.501 |
|
|
| Fisher Pivots for day following 23-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.803 |
2.871 |
| PP |
2.799 |
2.849 |
| S1 |
2.795 |
2.828 |
|