NYMEX Natural Gas Future March 2015
Trading Metrics calculated at close of trading on 17-Feb-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2015 |
17-Feb-2015 |
Change |
Change % |
Previous Week |
Open |
2.715 |
2.818 |
0.103 |
3.8% |
2.659 |
High |
2.811 |
2.896 |
0.085 |
3.0% |
2.883 |
Low |
2.656 |
2.697 |
0.041 |
1.5% |
2.571 |
Close |
2.804 |
2.759 |
-0.045 |
-1.6% |
2.804 |
Range |
0.155 |
0.199 |
0.044 |
28.4% |
0.312 |
ATR |
0.160 |
0.163 |
0.003 |
1.7% |
0.000 |
Volume |
141,007 |
169,186 |
28,179 |
20.0% |
917,736 |
|
Daily Pivots for day following 17-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.381 |
3.269 |
2.868 |
|
R3 |
3.182 |
3.070 |
2.814 |
|
R2 |
2.983 |
2.983 |
2.795 |
|
R1 |
2.871 |
2.871 |
2.777 |
2.828 |
PP |
2.784 |
2.784 |
2.784 |
2.762 |
S1 |
2.672 |
2.672 |
2.741 |
2.629 |
S2 |
2.585 |
2.585 |
2.723 |
|
S3 |
2.386 |
2.473 |
2.704 |
|
S4 |
2.187 |
2.274 |
2.650 |
|
|
Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.689 |
3.558 |
2.976 |
|
R3 |
3.377 |
3.246 |
2.890 |
|
R2 |
3.065 |
3.065 |
2.861 |
|
R1 |
2.934 |
2.934 |
2.833 |
3.000 |
PP |
2.753 |
2.753 |
2.753 |
2.785 |
S1 |
2.622 |
2.622 |
2.775 |
2.688 |
S2 |
2.441 |
2.441 |
2.747 |
|
S3 |
2.129 |
2.310 |
2.718 |
|
S4 |
1.817 |
1.998 |
2.632 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2.896 |
2.609 |
0.287 |
10.4% |
0.173 |
6.3% |
52% |
True |
False |
187,145 |
10 |
2.896 |
2.567 |
0.329 |
11.9% |
0.143 |
5.2% |
58% |
True |
False |
158,287 |
20 |
3.013 |
2.567 |
0.446 |
16.2% |
0.147 |
5.3% |
43% |
False |
False |
141,698 |
40 |
3.770 |
2.567 |
1.203 |
43.6% |
0.166 |
6.0% |
16% |
False |
False |
103,806 |
60 |
4.530 |
2.567 |
1.963 |
71.1% |
0.168 |
6.1% |
10% |
False |
False |
85,367 |
80 |
4.530 |
2.567 |
1.963 |
71.1% |
0.161 |
5.8% |
10% |
False |
False |
73,679 |
100 |
4.530 |
2.567 |
1.963 |
71.1% |
0.148 |
5.4% |
10% |
False |
False |
63,022 |
120 |
4.530 |
2.567 |
1.963 |
71.1% |
0.137 |
5.0% |
10% |
False |
False |
55,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.742 |
2.618 |
3.417 |
1.618 |
3.218 |
1.000 |
3.095 |
0.618 |
3.019 |
HIGH |
2.896 |
0.618 |
2.820 |
0.500 |
2.797 |
0.382 |
2.773 |
LOW |
2.697 |
0.618 |
2.574 |
1.000 |
2.498 |
1.618 |
2.375 |
2.618 |
2.176 |
4.250 |
1.851 |
|
|
Fisher Pivots for day following 17-Feb-2015 |
Pivot |
1 day |
3 day |
R1 |
2.797 |
2.776 |
PP |
2.784 |
2.770 |
S1 |
2.772 |
2.765 |
|