NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 18-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2015 |
18-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.815 |
2.903 |
0.088 |
3.1% |
2.847 |
| High |
2.914 |
2.982 |
0.068 |
2.3% |
2.926 |
| Low |
2.812 |
2.837 |
0.025 |
0.9% |
2.734 |
| Close |
2.911 |
2.974 |
0.063 |
2.2% |
2.800 |
| Range |
0.102 |
0.145 |
0.043 |
42.2% |
0.192 |
| ATR |
0.111 |
0.114 |
0.002 |
2.2% |
0.000 |
| Volume |
14,780 |
26,690 |
11,910 |
80.6% |
128,741 |
|
| Daily Pivots for day following 18-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.366 |
3.315 |
3.054 |
|
| R3 |
3.221 |
3.170 |
3.014 |
|
| R2 |
3.076 |
3.076 |
3.001 |
|
| R1 |
3.025 |
3.025 |
2.987 |
3.051 |
| PP |
2.931 |
2.931 |
2.931 |
2.944 |
| S1 |
2.880 |
2.880 |
2.961 |
2.906 |
| S2 |
2.786 |
2.786 |
2.947 |
|
| S3 |
2.641 |
2.735 |
2.934 |
|
| S4 |
2.496 |
2.590 |
2.894 |
|
|
| Weekly Pivots for week ending 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.396 |
3.290 |
2.906 |
|
| R3 |
3.204 |
3.098 |
2.853 |
|
| R2 |
3.012 |
3.012 |
2.835 |
|
| R1 |
2.906 |
2.906 |
2.818 |
2.863 |
| PP |
2.820 |
2.820 |
2.820 |
2.799 |
| S1 |
2.714 |
2.714 |
2.782 |
2.671 |
| S2 |
2.628 |
2.628 |
2.765 |
|
| S3 |
2.436 |
2.522 |
2.747 |
|
| S4 |
2.244 |
2.330 |
2.694 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.982 |
2.751 |
0.231 |
7.8% |
0.104 |
3.5% |
97% |
True |
False |
22,100 |
| 10 |
2.982 |
2.734 |
0.248 |
8.3% |
0.104 |
3.5% |
97% |
True |
False |
22,511 |
| 20 |
3.096 |
2.733 |
0.363 |
12.2% |
0.105 |
3.5% |
66% |
False |
False |
22,526 |
| 40 |
3.096 |
2.671 |
0.425 |
14.3% |
0.110 |
3.7% |
71% |
False |
False |
19,568 |
| 60 |
3.428 |
2.671 |
0.757 |
25.5% |
0.117 |
3.9% |
40% |
False |
False |
16,552 |
| 80 |
3.774 |
2.671 |
1.103 |
37.1% |
0.109 |
3.7% |
27% |
False |
False |
13,362 |
| 100 |
3.872 |
2.671 |
1.201 |
40.4% |
0.101 |
3.4% |
25% |
False |
False |
11,332 |
| 120 |
3.900 |
2.671 |
1.229 |
41.3% |
0.093 |
3.1% |
25% |
False |
False |
9,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.598 |
|
2.618 |
3.362 |
|
1.618 |
3.217 |
|
1.000 |
3.127 |
|
0.618 |
3.072 |
|
HIGH |
2.982 |
|
0.618 |
2.927 |
|
0.500 |
2.910 |
|
0.382 |
2.892 |
|
LOW |
2.837 |
|
0.618 |
2.747 |
|
1.000 |
2.692 |
|
1.618 |
2.602 |
|
2.618 |
2.457 |
|
4.250 |
2.221 |
|
|
| Fisher Pivots for day following 18-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.953 |
2.939 |
| PP |
2.931 |
2.903 |
| S1 |
2.910 |
2.868 |
|