NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 25-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2015 |
25-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.800 |
2.849 |
0.049 |
1.8% |
2.790 |
| High |
2.876 |
2.854 |
-0.022 |
-0.8% |
2.982 |
| Low |
2.800 |
2.775 |
-0.025 |
-0.9% |
2.754 |
| Close |
2.854 |
2.788 |
-0.066 |
-2.3% |
2.848 |
| Range |
0.076 |
0.079 |
0.003 |
3.9% |
0.228 |
| ATR |
0.112 |
0.109 |
-0.002 |
-2.1% |
0.000 |
| Volume |
27,681 |
18,404 |
-9,277 |
-33.5% |
118,230 |
|
| Daily Pivots for day following 25-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.043 |
2.994 |
2.831 |
|
| R3 |
2.964 |
2.915 |
2.810 |
|
| R2 |
2.885 |
2.885 |
2.802 |
|
| R1 |
2.836 |
2.836 |
2.795 |
2.821 |
| PP |
2.806 |
2.806 |
2.806 |
2.798 |
| S1 |
2.757 |
2.757 |
2.781 |
2.742 |
| S2 |
2.727 |
2.727 |
2.774 |
|
| S3 |
2.648 |
2.678 |
2.766 |
|
| S4 |
2.569 |
2.599 |
2.745 |
|
|
| 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 |
2.977 |
2.764 |
0.213 |
7.6% |
0.098 |
3.5% |
11% |
False |
False |
26,622 |
| 10 |
2.982 |
2.751 |
0.231 |
8.3% |
0.101 |
3.6% |
16% |
False |
False |
24,361 |
| 20 |
2.982 |
2.733 |
0.249 |
8.9% |
0.099 |
3.6% |
22% |
False |
False |
22,416 |
| 40 |
3.096 |
2.671 |
0.425 |
15.2% |
0.109 |
3.9% |
28% |
False |
False |
21,217 |
| 60 |
3.229 |
2.671 |
0.558 |
20.0% |
0.117 |
4.2% |
21% |
False |
False |
18,273 |
| 80 |
3.721 |
2.671 |
1.050 |
37.7% |
0.109 |
3.9% |
11% |
False |
False |
14,719 |
| 100 |
3.872 |
2.671 |
1.201 |
43.1% |
0.103 |
3.7% |
10% |
False |
False |
12,581 |
| 120 |
3.872 |
2.671 |
1.201 |
43.1% |
0.095 |
3.4% |
10% |
False |
False |
10,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.190 |
|
2.618 |
3.061 |
|
1.618 |
2.982 |
|
1.000 |
2.933 |
|
0.618 |
2.903 |
|
HIGH |
2.854 |
|
0.618 |
2.824 |
|
0.500 |
2.815 |
|
0.382 |
2.805 |
|
LOW |
2.775 |
|
0.618 |
2.726 |
|
1.000 |
2.696 |
|
1.618 |
2.647 |
|
2.618 |
2.568 |
|
4.250 |
2.439 |
|
|
| Fisher Pivots for day following 25-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.815 |
2.820 |
| PP |
2.806 |
2.809 |
| S1 |
2.797 |
2.799 |
|