NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 26-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2015 |
26-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.849 |
2.793 |
-0.056 |
-2.0% |
2.790 |
| High |
2.854 |
2.821 |
-0.033 |
-1.2% |
2.982 |
| Low |
2.775 |
2.717 |
-0.058 |
-2.1% |
2.754 |
| Close |
2.788 |
2.736 |
-0.052 |
-1.9% |
2.848 |
| Range |
0.079 |
0.104 |
0.025 |
31.6% |
0.228 |
| ATR |
0.109 |
0.109 |
0.000 |
-0.3% |
0.000 |
| Volume |
18,404 |
16,080 |
-2,324 |
-12.6% |
118,230 |
|
| Daily Pivots for day following 26-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.070 |
3.007 |
2.793 |
|
| R3 |
2.966 |
2.903 |
2.765 |
|
| R2 |
2.862 |
2.862 |
2.755 |
|
| R1 |
2.799 |
2.799 |
2.746 |
2.779 |
| PP |
2.758 |
2.758 |
2.758 |
2.748 |
| S1 |
2.695 |
2.695 |
2.726 |
2.675 |
| S2 |
2.654 |
2.654 |
2.717 |
|
| S3 |
2.550 |
2.591 |
2.707 |
|
| S4 |
2.446 |
2.487 |
2.679 |
|
|
| 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 |
2.971 |
2.717 |
0.254 |
9.3% |
0.092 |
3.4% |
7% |
False |
True |
24,475 |
| 10 |
2.982 |
2.717 |
0.265 |
9.7% |
0.099 |
3.6% |
7% |
False |
True |
23,054 |
| 20 |
2.982 |
2.717 |
0.265 |
9.7% |
0.096 |
3.5% |
7% |
False |
True |
22,292 |
| 40 |
3.096 |
2.671 |
0.425 |
15.5% |
0.109 |
4.0% |
15% |
False |
False |
21,365 |
| 60 |
3.229 |
2.671 |
0.558 |
20.4% |
0.117 |
4.3% |
12% |
False |
False |
18,488 |
| 80 |
3.652 |
2.671 |
0.981 |
35.9% |
0.110 |
4.0% |
7% |
False |
False |
14,897 |
| 100 |
3.872 |
2.671 |
1.201 |
43.9% |
0.103 |
3.8% |
5% |
False |
False |
12,718 |
| 120 |
3.872 |
2.671 |
1.201 |
43.9% |
0.095 |
3.5% |
5% |
False |
False |
10,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.263 |
|
2.618 |
3.093 |
|
1.618 |
2.989 |
|
1.000 |
2.925 |
|
0.618 |
2.885 |
|
HIGH |
2.821 |
|
0.618 |
2.781 |
|
0.500 |
2.769 |
|
0.382 |
2.757 |
|
LOW |
2.717 |
|
0.618 |
2.653 |
|
1.000 |
2.613 |
|
1.618 |
2.549 |
|
2.618 |
2.445 |
|
4.250 |
2.275 |
|
|
| Fisher Pivots for day following 26-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.769 |
2.797 |
| PP |
2.758 |
2.776 |
| S1 |
2.747 |
2.756 |
|