NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 30-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2015 |
30-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.737 |
2.661 |
-0.076 |
-2.8% |
2.787 |
| High |
2.738 |
2.720 |
-0.018 |
-0.7% |
2.876 |
| Low |
2.666 |
2.661 |
-0.005 |
-0.2% |
2.666 |
| Close |
2.688 |
2.694 |
0.006 |
0.2% |
2.688 |
| Range |
0.072 |
0.059 |
-0.013 |
-18.1% |
0.210 |
| ATR |
0.106 |
0.103 |
-0.003 |
-3.2% |
0.000 |
| Volume |
22,897 |
20,820 |
-2,077 |
-9.1% |
110,955 |
|
| Daily Pivots for day following 30-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.869 |
2.840 |
2.726 |
|
| R3 |
2.810 |
2.781 |
2.710 |
|
| R2 |
2.751 |
2.751 |
2.705 |
|
| R1 |
2.722 |
2.722 |
2.699 |
2.737 |
| PP |
2.692 |
2.692 |
2.692 |
2.699 |
| S1 |
2.663 |
2.663 |
2.689 |
2.678 |
| S2 |
2.633 |
2.633 |
2.683 |
|
| S3 |
2.574 |
2.604 |
2.678 |
|
| S4 |
2.515 |
2.545 |
2.662 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.373 |
3.241 |
2.804 |
|
| R3 |
3.163 |
3.031 |
2.746 |
|
| R2 |
2.953 |
2.953 |
2.727 |
|
| R1 |
2.821 |
2.821 |
2.707 |
2.782 |
| PP |
2.743 |
2.743 |
2.743 |
2.724 |
| S1 |
2.611 |
2.611 |
2.669 |
2.572 |
| S2 |
2.533 |
2.533 |
2.650 |
|
| S3 |
2.323 |
2.401 |
2.630 |
|
| S4 |
2.113 |
2.191 |
2.573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.876 |
2.661 |
0.215 |
8.0% |
0.078 |
2.9% |
15% |
False |
True |
21,176 |
| 10 |
2.982 |
2.661 |
0.321 |
11.9% |
0.097 |
3.6% |
10% |
False |
True |
23,437 |
| 20 |
2.982 |
2.661 |
0.321 |
11.9% |
0.095 |
3.5% |
10% |
False |
True |
22,618 |
| 40 |
3.096 |
2.661 |
0.435 |
16.1% |
0.105 |
3.9% |
8% |
False |
True |
21,748 |
| 60 |
3.229 |
2.661 |
0.568 |
21.1% |
0.116 |
4.3% |
6% |
False |
True |
19,079 |
| 80 |
3.622 |
2.661 |
0.961 |
35.7% |
0.109 |
4.1% |
3% |
False |
True |
15,361 |
| 100 |
3.872 |
2.661 |
1.211 |
45.0% |
0.103 |
3.8% |
3% |
False |
True |
13,116 |
| 120 |
3.872 |
2.661 |
1.211 |
45.0% |
0.096 |
3.5% |
3% |
False |
True |
11,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.971 |
|
2.618 |
2.874 |
|
1.618 |
2.815 |
|
1.000 |
2.779 |
|
0.618 |
2.756 |
|
HIGH |
2.720 |
|
0.618 |
2.697 |
|
0.500 |
2.691 |
|
0.382 |
2.684 |
|
LOW |
2.661 |
|
0.618 |
2.625 |
|
1.000 |
2.602 |
|
1.618 |
2.566 |
|
2.618 |
2.507 |
|
4.250 |
2.410 |
|
|
| Fisher Pivots for day following 30-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.693 |
2.741 |
| PP |
2.692 |
2.725 |
| S1 |
2.691 |
2.710 |
|