NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 27-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2015 |
27-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.793 |
2.737 |
-0.056 |
-2.0% |
2.787 |
| High |
2.821 |
2.738 |
-0.083 |
-2.9% |
2.876 |
| Low |
2.717 |
2.666 |
-0.051 |
-1.9% |
2.666 |
| Close |
2.736 |
2.688 |
-0.048 |
-1.8% |
2.688 |
| Range |
0.104 |
0.072 |
-0.032 |
-30.8% |
0.210 |
| ATR |
0.109 |
0.106 |
-0.003 |
-2.4% |
0.000 |
| Volume |
16,080 |
22,897 |
6,817 |
42.4% |
110,955 |
|
| Daily Pivots for day following 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.913 |
2.873 |
2.728 |
|
| R3 |
2.841 |
2.801 |
2.708 |
|
| R2 |
2.769 |
2.769 |
2.701 |
|
| R1 |
2.729 |
2.729 |
2.695 |
2.713 |
| PP |
2.697 |
2.697 |
2.697 |
2.690 |
| S1 |
2.657 |
2.657 |
2.681 |
2.641 |
| S2 |
2.625 |
2.625 |
2.675 |
|
| S3 |
2.553 |
2.585 |
2.668 |
|
| S4 |
2.481 |
2.513 |
2.648 |
|
|
| Weekly Pivots for week ending 27-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.373 |
3.241 |
2.804 |
|
| R3 |
3.163 |
3.031 |
2.746 |
|
| R2 |
2.953 |
2.953 |
2.727 |
|
| R1 |
2.821 |
2.821 |
2.707 |
2.782 |
| PP |
2.743 |
2.743 |
2.743 |
2.724 |
| S1 |
2.611 |
2.611 |
2.669 |
2.572 |
| S2 |
2.533 |
2.533 |
2.650 |
|
| S3 |
2.323 |
2.401 |
2.630 |
|
| S4 |
2.113 |
2.191 |
2.573 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.876 |
2.666 |
0.210 |
7.8% |
0.079 |
2.9% |
10% |
False |
True |
22,191 |
| 10 |
2.982 |
2.666 |
0.316 |
11.8% |
0.098 |
3.6% |
7% |
False |
True |
22,918 |
| 20 |
2.982 |
2.666 |
0.316 |
11.8% |
0.096 |
3.6% |
7% |
False |
True |
22,491 |
| 40 |
3.096 |
2.666 |
0.430 |
16.0% |
0.105 |
3.9% |
5% |
False |
True |
21,671 |
| 60 |
3.229 |
2.666 |
0.563 |
20.9% |
0.117 |
4.4% |
4% |
False |
True |
18,789 |
| 80 |
3.642 |
2.666 |
0.976 |
36.3% |
0.110 |
4.1% |
2% |
False |
True |
15,152 |
| 100 |
3.872 |
2.666 |
1.206 |
44.9% |
0.103 |
3.8% |
2% |
False |
True |
12,932 |
| 120 |
3.872 |
2.666 |
1.206 |
44.9% |
0.095 |
3.6% |
2% |
False |
True |
11,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.044 |
|
2.618 |
2.926 |
|
1.618 |
2.854 |
|
1.000 |
2.810 |
|
0.618 |
2.782 |
|
HIGH |
2.738 |
|
0.618 |
2.710 |
|
0.500 |
2.702 |
|
0.382 |
2.694 |
|
LOW |
2.666 |
|
0.618 |
2.622 |
|
1.000 |
2.594 |
|
1.618 |
2.550 |
|
2.618 |
2.478 |
|
4.250 |
2.360 |
|
|
| Fisher Pivots for day following 27-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.702 |
2.760 |
| PP |
2.697 |
2.736 |
| S1 |
2.693 |
2.712 |
|