NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 13-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2015 |
13-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.891 |
2.830 |
-0.061 |
-2.1% |
2.847 |
| High |
2.926 |
2.830 |
-0.096 |
-3.3% |
2.926 |
| Low |
2.798 |
2.751 |
-0.047 |
-1.7% |
2.734 |
| Close |
2.806 |
2.800 |
-0.006 |
-0.2% |
2.800 |
| Range |
0.128 |
0.079 |
-0.049 |
-38.3% |
0.192 |
| ATR |
0.116 |
0.113 |
-0.003 |
-2.3% |
0.000 |
| Volume |
29,150 |
24,256 |
-4,894 |
-16.8% |
128,741 |
|
| Daily Pivots for day following 13-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.031 |
2.994 |
2.843 |
|
| R3 |
2.952 |
2.915 |
2.822 |
|
| R2 |
2.873 |
2.873 |
2.814 |
|
| R1 |
2.836 |
2.836 |
2.807 |
2.815 |
| PP |
2.794 |
2.794 |
2.794 |
2.783 |
| S1 |
2.757 |
2.757 |
2.793 |
2.736 |
| S2 |
2.715 |
2.715 |
2.786 |
|
| S3 |
2.636 |
2.678 |
2.778 |
|
| S4 |
2.557 |
2.599 |
2.757 |
|
|
| 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 |
2.926 |
2.734 |
0.192 |
6.9% |
0.106 |
3.8% |
34% |
False |
False |
25,748 |
| 10 |
2.940 |
2.733 |
0.207 |
7.4% |
0.095 |
3.4% |
32% |
False |
False |
22,065 |
| 20 |
3.096 |
2.733 |
0.363 |
13.0% |
0.109 |
3.9% |
18% |
False |
False |
22,893 |
| 40 |
3.229 |
2.671 |
0.558 |
19.9% |
0.115 |
4.1% |
23% |
False |
False |
19,695 |
| 60 |
3.528 |
2.671 |
0.857 |
30.6% |
0.116 |
4.1% |
15% |
False |
False |
15,771 |
| 80 |
3.777 |
2.671 |
1.106 |
39.5% |
0.107 |
3.8% |
12% |
False |
False |
12,748 |
| 100 |
3.872 |
2.671 |
1.201 |
42.9% |
0.099 |
3.5% |
11% |
False |
False |
10,803 |
| 120 |
3.900 |
2.671 |
1.229 |
43.9% |
0.092 |
3.3% |
10% |
False |
False |
9,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.166 |
|
2.618 |
3.037 |
|
1.618 |
2.958 |
|
1.000 |
2.909 |
|
0.618 |
2.879 |
|
HIGH |
2.830 |
|
0.618 |
2.800 |
|
0.500 |
2.791 |
|
0.382 |
2.781 |
|
LOW |
2.751 |
|
0.618 |
2.702 |
|
1.000 |
2.672 |
|
1.618 |
2.623 |
|
2.618 |
2.544 |
|
4.250 |
2.415 |
|
|
| Fisher Pivots for day following 13-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.797 |
2.830 |
| PP |
2.794 |
2.820 |
| S1 |
2.791 |
2.810 |
|