NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 20-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2015 |
20-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.967 |
2.891 |
-0.076 |
-2.6% |
2.790 |
| High |
2.977 |
2.971 |
-0.006 |
-0.2% |
2.982 |
| Low |
2.843 |
2.833 |
-0.010 |
-0.4% |
2.754 |
| Close |
2.874 |
2.848 |
-0.026 |
-0.9% |
2.848 |
| Range |
0.134 |
0.138 |
0.004 |
3.0% |
0.228 |
| ATR |
0.115 |
0.117 |
0.002 |
1.4% |
0.000 |
| Volume |
26,811 |
34,321 |
7,510 |
28.0% |
118,230 |
|
| Daily Pivots for day following 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.298 |
3.211 |
2.924 |
|
| R3 |
3.160 |
3.073 |
2.886 |
|
| R2 |
3.022 |
3.022 |
2.873 |
|
| R1 |
2.935 |
2.935 |
2.861 |
2.910 |
| PP |
2.884 |
2.884 |
2.884 |
2.871 |
| S1 |
2.797 |
2.797 |
2.835 |
2.772 |
| S2 |
2.746 |
2.746 |
2.823 |
|
| S3 |
2.608 |
2.659 |
2.810 |
|
| S4 |
2.470 |
2.521 |
2.772 |
|
|
| Weekly Pivots for week ending 20-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.545 |
3.425 |
2.973 |
|
| R3 |
3.317 |
3.197 |
2.911 |
|
| R2 |
3.089 |
3.089 |
2.890 |
|
| R1 |
2.969 |
2.969 |
2.869 |
3.029 |
| PP |
2.861 |
2.861 |
2.861 |
2.892 |
| S1 |
2.741 |
2.741 |
2.827 |
2.801 |
| S2 |
2.633 |
2.633 |
2.806 |
|
| S3 |
2.405 |
2.513 |
2.785 |
|
| S4 |
2.177 |
2.285 |
2.723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.982 |
2.754 |
0.228 |
8.0% |
0.117 |
4.1% |
41% |
False |
False |
23,646 |
| 10 |
2.982 |
2.734 |
0.248 |
8.7% |
0.111 |
3.9% |
46% |
False |
False |
24,697 |
| 20 |
3.096 |
2.733 |
0.363 |
12.7% |
0.108 |
3.8% |
32% |
False |
False |
22,768 |
| 40 |
3.096 |
2.671 |
0.425 |
14.9% |
0.109 |
3.8% |
42% |
False |
False |
20,396 |
| 60 |
3.229 |
2.671 |
0.558 |
19.6% |
0.118 |
4.1% |
32% |
False |
False |
17,312 |
| 80 |
3.773 |
2.671 |
1.102 |
38.7% |
0.110 |
3.9% |
16% |
False |
False |
13,953 |
| 100 |
3.872 |
2.671 |
1.201 |
42.2% |
0.103 |
3.6% |
15% |
False |
False |
11,910 |
| 120 |
3.900 |
2.671 |
1.229 |
43.2% |
0.094 |
3.3% |
14% |
False |
False |
10,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.558 |
|
2.618 |
3.332 |
|
1.618 |
3.194 |
|
1.000 |
3.109 |
|
0.618 |
3.056 |
|
HIGH |
2.971 |
|
0.618 |
2.918 |
|
0.500 |
2.902 |
|
0.382 |
2.886 |
|
LOW |
2.833 |
|
0.618 |
2.748 |
|
1.000 |
2.695 |
|
1.618 |
2.610 |
|
2.618 |
2.472 |
|
4.250 |
2.247 |
|
|
| Fisher Pivots for day following 20-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.902 |
2.908 |
| PP |
2.884 |
2.888 |
| S1 |
2.866 |
2.868 |
|