NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 17-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2015 |
17-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.790 |
2.815 |
0.025 |
0.9% |
2.847 |
| High |
2.820 |
2.914 |
0.094 |
3.3% |
2.926 |
| Low |
2.754 |
2.812 |
0.058 |
2.1% |
2.734 |
| Close |
2.787 |
2.911 |
0.124 |
4.4% |
2.800 |
| Range |
0.066 |
0.102 |
0.036 |
54.5% |
0.192 |
| ATR |
0.110 |
0.111 |
0.001 |
1.1% |
0.000 |
| Volume |
15,628 |
14,780 |
-848 |
-5.4% |
128,741 |
|
| Daily Pivots for day following 17-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.185 |
3.150 |
2.967 |
|
| R3 |
3.083 |
3.048 |
2.939 |
|
| R2 |
2.981 |
2.981 |
2.930 |
|
| R1 |
2.946 |
2.946 |
2.920 |
2.964 |
| PP |
2.879 |
2.879 |
2.879 |
2.888 |
| S1 |
2.844 |
2.844 |
2.902 |
2.862 |
| S2 |
2.777 |
2.777 |
2.892 |
|
| S3 |
2.675 |
2.742 |
2.883 |
|
| S4 |
2.573 |
2.640 |
2.855 |
|
|
| 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 |
6.6% |
0.109 |
3.8% |
92% |
False |
False |
21,650 |
| 10 |
2.940 |
2.734 |
0.206 |
7.1% |
0.095 |
3.2% |
86% |
False |
False |
21,525 |
| 20 |
3.096 |
2.733 |
0.363 |
12.5% |
0.102 |
3.5% |
49% |
False |
False |
22,442 |
| 40 |
3.096 |
2.671 |
0.425 |
14.6% |
0.110 |
3.8% |
56% |
False |
False |
19,315 |
| 60 |
3.495 |
2.671 |
0.824 |
28.3% |
0.116 |
4.0% |
29% |
False |
False |
16,175 |
| 80 |
3.774 |
2.671 |
1.103 |
37.9% |
0.107 |
3.7% |
22% |
False |
False |
13,061 |
| 100 |
3.872 |
2.671 |
1.201 |
41.3% |
0.100 |
3.4% |
20% |
False |
False |
11,084 |
| 120 |
3.900 |
2.671 |
1.229 |
42.2% |
0.092 |
3.2% |
20% |
False |
False |
9,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.348 |
|
2.618 |
3.181 |
|
1.618 |
3.079 |
|
1.000 |
3.016 |
|
0.618 |
2.977 |
|
HIGH |
2.914 |
|
0.618 |
2.875 |
|
0.500 |
2.863 |
|
0.382 |
2.851 |
|
LOW |
2.812 |
|
0.618 |
2.749 |
|
1.000 |
2.710 |
|
1.618 |
2.647 |
|
2.618 |
2.545 |
|
4.250 |
2.379 |
|
|
| Fisher Pivots for day following 17-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.895 |
2.885 |
| PP |
2.879 |
2.859 |
| S1 |
2.863 |
2.833 |
|