NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 10-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2015 |
10-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.847 |
2.763 |
-0.084 |
-3.0% |
2.782 |
| High |
2.847 |
2.805 |
-0.042 |
-1.5% |
2.940 |
| Low |
2.742 |
2.759 |
0.017 |
0.6% |
2.733 |
| Close |
2.750 |
2.800 |
0.050 |
1.8% |
2.906 |
| Range |
0.105 |
0.046 |
-0.059 |
-56.2% |
0.207 |
| ATR |
0.115 |
0.111 |
-0.004 |
-3.7% |
0.000 |
| Volume |
24,645 |
26,250 |
1,605 |
6.5% |
91,913 |
|
| Daily Pivots for day following 10-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.926 |
2.909 |
2.825 |
|
| R3 |
2.880 |
2.863 |
2.813 |
|
| R2 |
2.834 |
2.834 |
2.808 |
|
| R1 |
2.817 |
2.817 |
2.804 |
2.826 |
| PP |
2.788 |
2.788 |
2.788 |
2.792 |
| S1 |
2.771 |
2.771 |
2.796 |
2.780 |
| S2 |
2.742 |
2.742 |
2.792 |
|
| S3 |
2.696 |
2.725 |
2.787 |
|
| S4 |
2.650 |
2.679 |
2.775 |
|
|
| 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 |
2.742 |
0.198 |
7.1% |
0.080 |
2.9% |
29% |
False |
False |
21,400 |
| 10 |
3.000 |
2.733 |
0.267 |
9.5% |
0.090 |
3.2% |
25% |
False |
False |
20,034 |
| 20 |
3.096 |
2.732 |
0.364 |
13.0% |
0.112 |
4.0% |
19% |
False |
False |
22,603 |
| 40 |
3.229 |
2.671 |
0.558 |
19.9% |
0.117 |
4.2% |
23% |
False |
False |
18,887 |
| 60 |
3.622 |
2.671 |
0.951 |
34.0% |
0.114 |
4.1% |
14% |
False |
False |
14,627 |
| 80 |
3.777 |
2.671 |
1.106 |
39.5% |
0.105 |
3.8% |
12% |
False |
False |
11,921 |
| 100 |
3.872 |
2.671 |
1.201 |
42.9% |
0.097 |
3.5% |
11% |
False |
False |
10,114 |
| 120 |
3.905 |
2.671 |
1.234 |
44.1% |
0.090 |
3.2% |
10% |
False |
False |
8,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.001 |
|
2.618 |
2.925 |
|
1.618 |
2.879 |
|
1.000 |
2.851 |
|
0.618 |
2.833 |
|
HIGH |
2.805 |
|
0.618 |
2.787 |
|
0.500 |
2.782 |
|
0.382 |
2.777 |
|
LOW |
2.759 |
|
0.618 |
2.731 |
|
1.000 |
2.713 |
|
1.618 |
2.685 |
|
2.618 |
2.639 |
|
4.250 |
2.564 |
|
|
| Fisher Pivots for day following 10-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.794 |
2.841 |
| PP |
2.788 |
2.827 |
| S1 |
2.782 |
2.814 |
|