NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 24-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2015 |
24-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.787 |
2.800 |
0.013 |
0.5% |
2.790 |
| High |
2.826 |
2.876 |
0.050 |
1.8% |
2.982 |
| Low |
2.764 |
2.800 |
0.036 |
1.3% |
2.754 |
| Close |
2.807 |
2.854 |
0.047 |
1.7% |
2.848 |
| Range |
0.062 |
0.076 |
0.014 |
22.6% |
0.228 |
| ATR |
0.114 |
0.112 |
-0.003 |
-2.4% |
0.000 |
| Volume |
25,893 |
27,681 |
1,788 |
6.9% |
118,230 |
|
| Daily Pivots for day following 24-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.071 |
3.039 |
2.896 |
|
| R3 |
2.995 |
2.963 |
2.875 |
|
| R2 |
2.919 |
2.919 |
2.868 |
|
| R1 |
2.887 |
2.887 |
2.861 |
2.903 |
| PP |
2.843 |
2.843 |
2.843 |
2.852 |
| S1 |
2.811 |
2.811 |
2.847 |
2.827 |
| S2 |
2.767 |
2.767 |
2.840 |
|
| S3 |
2.691 |
2.735 |
2.833 |
|
| S4 |
2.615 |
2.659 |
2.812 |
|
|
| 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 |
2.764 |
0.218 |
7.6% |
0.111 |
3.9% |
41% |
False |
False |
28,279 |
| 10 |
2.982 |
2.734 |
0.248 |
8.7% |
0.110 |
3.9% |
48% |
False |
False |
24,965 |
| 20 |
3.000 |
2.733 |
0.267 |
9.4% |
0.100 |
3.5% |
45% |
False |
False |
22,499 |
| 40 |
3.096 |
2.671 |
0.425 |
14.9% |
0.108 |
3.8% |
43% |
False |
False |
21,042 |
| 60 |
3.229 |
2.671 |
0.558 |
19.6% |
0.117 |
4.1% |
33% |
False |
False |
18,052 |
| 80 |
3.773 |
2.671 |
1.102 |
38.6% |
0.109 |
3.8% |
17% |
False |
False |
14,531 |
| 100 |
3.872 |
2.671 |
1.201 |
42.1% |
0.103 |
3.6% |
15% |
False |
False |
12,412 |
| 120 |
3.885 |
2.671 |
1.214 |
42.5% |
0.095 |
3.3% |
15% |
False |
False |
10,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.199 |
|
2.618 |
3.075 |
|
1.618 |
2.999 |
|
1.000 |
2.952 |
|
0.618 |
2.923 |
|
HIGH |
2.876 |
|
0.618 |
2.847 |
|
0.500 |
2.838 |
|
0.382 |
2.829 |
|
LOW |
2.800 |
|
0.618 |
2.753 |
|
1.000 |
2.724 |
|
1.618 |
2.677 |
|
2.618 |
2.601 |
|
4.250 |
2.477 |
|
|
| Fisher Pivots for day following 24-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.849 |
2.868 |
| PP |
2.843 |
2.863 |
| S1 |
2.838 |
2.859 |
|