NYMEX Natural Gas Future June 2015
Trading Metrics calculated at close of trading on 31-Mar-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2015 |
31-Mar-2015 |
Change |
Change % |
Previous Week |
Open |
2.661 |
2.671 |
0.010 |
0.4% |
2.787 |
High |
2.720 |
2.734 |
0.014 |
0.5% |
2.876 |
Low |
2.661 |
2.671 |
0.010 |
0.4% |
2.666 |
Close |
2.694 |
2.691 |
-0.003 |
-0.1% |
2.688 |
Range |
0.059 |
0.063 |
0.004 |
6.8% |
0.210 |
ATR |
0.103 |
0.100 |
-0.003 |
-2.8% |
0.000 |
Volume |
20,820 |
25,077 |
4,257 |
20.4% |
110,955 |
|
Daily Pivots for day following 31-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2.888 |
2.852 |
2.726 |
|
R3 |
2.825 |
2.789 |
2.708 |
|
R2 |
2.762 |
2.762 |
2.703 |
|
R1 |
2.726 |
2.726 |
2.697 |
2.744 |
PP |
2.699 |
2.699 |
2.699 |
2.708 |
S1 |
2.663 |
2.663 |
2.685 |
2.681 |
S2 |
2.636 |
2.636 |
2.679 |
|
S3 |
2.573 |
2.600 |
2.674 |
|
S4 |
2.510 |
2.537 |
2.656 |
|
|
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 |
2.854 |
2.661 |
0.193 |
7.2% |
0.075 |
2.8% |
16% |
False |
False |
20,655 |
10 |
2.982 |
2.661 |
0.321 |
11.9% |
0.093 |
3.5% |
9% |
False |
False |
24,467 |
20 |
2.982 |
2.661 |
0.321 |
11.9% |
0.094 |
3.5% |
9% |
False |
False |
22,996 |
40 |
3.096 |
2.661 |
0.435 |
16.2% |
0.104 |
3.9% |
7% |
False |
False |
22,066 |
60 |
3.229 |
2.661 |
0.568 |
21.1% |
0.113 |
4.2% |
5% |
False |
False |
19,381 |
80 |
3.622 |
2.661 |
0.961 |
35.7% |
0.110 |
4.1% |
3% |
False |
False |
15,627 |
100 |
3.872 |
2.661 |
1.211 |
45.0% |
0.103 |
3.8% |
2% |
False |
False |
13,331 |
120 |
3.872 |
2.661 |
1.211 |
45.0% |
0.096 |
3.6% |
2% |
False |
False |
11,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.002 |
2.618 |
2.899 |
1.618 |
2.836 |
1.000 |
2.797 |
0.618 |
2.773 |
HIGH |
2.734 |
0.618 |
2.710 |
0.500 |
2.703 |
0.382 |
2.695 |
LOW |
2.671 |
0.618 |
2.632 |
1.000 |
2.608 |
1.618 |
2.569 |
2.618 |
2.506 |
4.250 |
2.403 |
|
|
Fisher Pivots for day following 31-Mar-2015 |
Pivot |
1 day |
3 day |
R1 |
2.703 |
2.700 |
PP |
2.699 |
2.697 |
S1 |
2.695 |
2.694 |
|