NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.815 |
2.963 |
0.148 |
5.3% |
2.818 |
| High |
2.984 |
3.039 |
0.055 |
1.8% |
2.984 |
| Low |
2.801 |
2.845 |
0.044 |
1.6% |
2.697 |
| Close |
2.951 |
2.879 |
-0.072 |
-2.4% |
2.951 |
| Range |
0.183 |
0.194 |
0.011 |
6.0% |
0.287 |
| ATR |
0.158 |
0.160 |
0.003 |
1.6% |
0.000 |
| Volume |
121,855 |
64,988 |
-56,867 |
-46.7% |
556,554 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.503 |
3.385 |
2.986 |
|
| R3 |
3.309 |
3.191 |
2.932 |
|
| R2 |
3.115 |
3.115 |
2.915 |
|
| R1 |
2.997 |
2.997 |
2.897 |
2.959 |
| PP |
2.921 |
2.921 |
2.921 |
2.902 |
| S1 |
2.803 |
2.803 |
2.861 |
2.765 |
| S2 |
2.727 |
2.727 |
2.843 |
|
| S3 |
2.533 |
2.609 |
2.826 |
|
| S4 |
2.339 |
2.415 |
2.772 |
|
|
| 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 |
3.039 |
2.697 |
0.342 |
11.9% |
0.160 |
5.5% |
53% |
True |
False |
124,308 |
| 10 |
3.039 |
2.571 |
0.468 |
16.3% |
0.158 |
5.5% |
66% |
True |
False |
153,927 |
| 20 |
3.039 |
2.567 |
0.472 |
16.4% |
0.141 |
4.9% |
66% |
True |
False |
138,388 |
| 40 |
3.299 |
2.567 |
0.732 |
25.4% |
0.164 |
5.7% |
43% |
False |
False |
110,215 |
| 60 |
4.412 |
2.567 |
1.845 |
64.1% |
0.163 |
5.7% |
17% |
False |
False |
88,888 |
| 80 |
4.530 |
2.567 |
1.963 |
68.2% |
0.164 |
5.7% |
16% |
False |
False |
78,354 |
| 100 |
4.530 |
2.567 |
1.963 |
68.2% |
0.150 |
5.2% |
16% |
False |
False |
66,880 |
| 120 |
4.530 |
2.567 |
1.963 |
68.2% |
0.139 |
4.8% |
16% |
False |
False |
58,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.864 |
|
2.618 |
3.547 |
|
1.618 |
3.353 |
|
1.000 |
3.233 |
|
0.618 |
3.159 |
|
HIGH |
3.039 |
|
0.618 |
2.965 |
|
0.500 |
2.942 |
|
0.382 |
2.919 |
|
LOW |
2.845 |
|
0.618 |
2.725 |
|
1.000 |
2.651 |
|
1.618 |
2.531 |
|
2.618 |
2.337 |
|
4.250 |
2.021 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.942 |
2.906 |
| PP |
2.921 |
2.897 |
| S1 |
2.900 |
2.888 |
|