NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.825 |
2.815 |
-0.010 |
-0.4% |
2.818 |
| High |
2.885 |
2.984 |
0.099 |
3.4% |
2.984 |
| Low |
2.772 |
2.801 |
0.029 |
1.0% |
2.697 |
| Close |
2.834 |
2.951 |
0.117 |
4.1% |
2.951 |
| Range |
0.113 |
0.183 |
0.070 |
61.9% |
0.287 |
| ATR |
0.156 |
0.158 |
0.002 |
1.3% |
0.000 |
| Volume |
146,522 |
121,855 |
-24,667 |
-16.8% |
556,554 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.389 |
3.052 |
|
| R3 |
3.278 |
3.206 |
3.001 |
|
| R2 |
3.095 |
3.095 |
2.985 |
|
| R1 |
3.023 |
3.023 |
2.968 |
3.059 |
| PP |
2.912 |
2.912 |
2.912 |
2.930 |
| S1 |
2.840 |
2.840 |
2.934 |
2.876 |
| S2 |
2.729 |
2.729 |
2.917 |
|
| S3 |
2.546 |
2.657 |
2.901 |
|
| S4 |
2.363 |
2.474 |
2.850 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.738 |
3.632 |
3.109 |
|
| R3 |
3.451 |
3.345 |
3.030 |
|
| R2 |
3.164 |
3.164 |
3.004 |
|
| R1 |
3.058 |
3.058 |
2.977 |
3.111 |
| PP |
2.877 |
2.877 |
2.877 |
2.904 |
| S1 |
2.771 |
2.771 |
2.925 |
2.824 |
| S2 |
2.590 |
2.590 |
2.898 |
|
| S3 |
2.303 |
2.484 |
2.872 |
|
| S4 |
2.016 |
2.197 |
2.793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.984 |
2.656 |
0.328 |
11.1% |
0.152 |
5.1% |
90% |
True |
False |
139,512 |
| 10 |
2.984 |
2.567 |
0.417 |
14.1% |
0.145 |
4.9% |
92% |
True |
False |
160,643 |
| 20 |
2.984 |
2.567 |
0.417 |
14.1% |
0.137 |
4.7% |
92% |
True |
False |
140,429 |
| 40 |
3.299 |
2.567 |
0.732 |
24.8% |
0.162 |
5.5% |
52% |
False |
False |
110,398 |
| 60 |
4.412 |
2.567 |
1.845 |
62.5% |
0.162 |
5.5% |
21% |
False |
False |
88,550 |
| 80 |
4.530 |
2.567 |
1.963 |
66.5% |
0.163 |
5.5% |
20% |
False |
False |
77,736 |
| 100 |
4.530 |
2.567 |
1.963 |
66.5% |
0.149 |
5.0% |
20% |
False |
False |
66,415 |
| 120 |
4.530 |
2.567 |
1.963 |
66.5% |
0.138 |
4.7% |
20% |
False |
False |
57,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.762 |
|
2.618 |
3.463 |
|
1.618 |
3.280 |
|
1.000 |
3.167 |
|
0.618 |
3.097 |
|
HIGH |
2.984 |
|
0.618 |
2.914 |
|
0.500 |
2.893 |
|
0.382 |
2.871 |
|
LOW |
2.801 |
|
0.618 |
2.688 |
|
1.000 |
2.618 |
|
1.618 |
2.505 |
|
2.618 |
2.322 |
|
4.250 |
2.023 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.932 |
2.920 |
| PP |
2.912 |
2.889 |
| S1 |
2.893 |
2.858 |
|