NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.866 |
2.899 |
0.033 |
1.2% |
2.782 |
| High |
2.937 |
2.940 |
0.003 |
0.1% |
2.940 |
| Low |
2.820 |
2.861 |
0.041 |
1.5% |
2.733 |
| Close |
2.917 |
2.906 |
-0.011 |
-0.4% |
2.906 |
| Range |
0.117 |
0.079 |
-0.038 |
-32.5% |
0.207 |
| ATR |
0.114 |
0.111 |
-0.002 |
-2.2% |
0.000 |
| Volume |
16,102 |
23,170 |
7,068 |
43.9% |
91,913 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.139 |
3.102 |
2.949 |
|
| R3 |
3.060 |
3.023 |
2.928 |
|
| R2 |
2.981 |
2.981 |
2.920 |
|
| R1 |
2.944 |
2.944 |
2.913 |
2.963 |
| PP |
2.902 |
2.902 |
2.902 |
2.912 |
| S1 |
2.865 |
2.865 |
2.899 |
2.884 |
| S2 |
2.823 |
2.823 |
2.892 |
|
| S3 |
2.744 |
2.786 |
2.884 |
|
| S4 |
2.665 |
2.707 |
2.863 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.481 |
3.400 |
3.020 |
|
| R3 |
3.274 |
3.193 |
2.963 |
|
| R2 |
3.067 |
3.067 |
2.944 |
|
| R1 |
2.986 |
2.986 |
2.925 |
3.027 |
| PP |
2.860 |
2.860 |
2.860 |
2.880 |
| S1 |
2.779 |
2.779 |
2.887 |
2.820 |
| S2 |
2.653 |
2.653 |
2.868 |
|
| S3 |
2.446 |
2.572 |
2.849 |
|
| S4 |
2.239 |
2.365 |
2.792 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.940 |
2.733 |
0.207 |
7.1% |
0.084 |
2.9% |
84% |
True |
False |
18,382 |
| 10 |
3.096 |
2.733 |
0.363 |
12.5% |
0.104 |
3.6% |
48% |
False |
False |
20,839 |
| 20 |
3.096 |
2.682 |
0.414 |
14.2% |
0.111 |
3.8% |
54% |
False |
False |
21,852 |
| 40 |
3.229 |
2.671 |
0.558 |
19.2% |
0.118 |
4.0% |
42% |
False |
False |
18,216 |
| 60 |
3.622 |
2.671 |
0.951 |
32.7% |
0.114 |
3.9% |
25% |
False |
False |
13,885 |
| 80 |
3.786 |
2.671 |
1.115 |
38.4% |
0.105 |
3.6% |
21% |
False |
False |
11,404 |
| 100 |
3.872 |
2.671 |
1.201 |
41.3% |
0.097 |
3.3% |
20% |
False |
False |
9,627 |
| 120 |
3.905 |
2.671 |
1.234 |
42.5% |
0.089 |
3.1% |
19% |
False |
False |
8,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.276 |
|
2.618 |
3.147 |
|
1.618 |
3.068 |
|
1.000 |
3.019 |
|
0.618 |
2.989 |
|
HIGH |
2.940 |
|
0.618 |
2.910 |
|
0.500 |
2.901 |
|
0.382 |
2.891 |
|
LOW |
2.861 |
|
0.618 |
2.812 |
|
1.000 |
2.782 |
|
1.618 |
2.733 |
|
2.618 |
2.654 |
|
4.250 |
2.525 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.904 |
2.895 |
| PP |
2.902 |
2.883 |
| S1 |
2.901 |
2.872 |
|