NYMEX Natural Gas Future March 2015
| Trading Metrics calculated at close of trading on 24-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2015 |
24-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.963 |
2.869 |
-0.094 |
-3.2% |
2.818 |
| High |
3.039 |
2.972 |
-0.067 |
-2.2% |
2.984 |
| Low |
2.845 |
2.827 |
-0.018 |
-0.6% |
2.697 |
| Close |
2.879 |
2.902 |
0.023 |
0.8% |
2.951 |
| Range |
0.194 |
0.145 |
-0.049 |
-25.3% |
0.287 |
| ATR |
0.160 |
0.159 |
-0.001 |
-0.7% |
0.000 |
| Volume |
64,988 |
79,658 |
14,670 |
22.6% |
556,554 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.335 |
3.264 |
2.982 |
|
| R3 |
3.190 |
3.119 |
2.942 |
|
| R2 |
3.045 |
3.045 |
2.929 |
|
| R1 |
2.974 |
2.974 |
2.915 |
3.010 |
| PP |
2.900 |
2.900 |
2.900 |
2.918 |
| S1 |
2.829 |
2.829 |
2.889 |
2.865 |
| S2 |
2.755 |
2.755 |
2.875 |
|
| S3 |
2.610 |
2.684 |
2.862 |
|
| S4 |
2.465 |
2.539 |
2.822 |
|
|
| 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 |
2.732 |
0.307 |
10.6% |
0.149 |
5.1% |
55% |
False |
False |
106,402 |
| 10 |
3.039 |
2.609 |
0.430 |
14.8% |
0.161 |
5.6% |
68% |
False |
False |
146,774 |
| 20 |
3.039 |
2.567 |
0.472 |
16.3% |
0.142 |
4.9% |
71% |
False |
False |
137,166 |
| 40 |
3.299 |
2.567 |
0.732 |
25.2% |
0.163 |
5.6% |
46% |
False |
False |
111,306 |
| 60 |
4.412 |
2.567 |
1.845 |
63.6% |
0.162 |
5.6% |
18% |
False |
False |
89,576 |
| 80 |
4.530 |
2.567 |
1.963 |
67.6% |
0.165 |
5.7% |
17% |
False |
False |
79,123 |
| 100 |
4.530 |
2.567 |
1.963 |
67.6% |
0.151 |
5.2% |
17% |
False |
False |
67,423 |
| 120 |
4.530 |
2.567 |
1.963 |
67.6% |
0.139 |
4.8% |
17% |
False |
False |
58,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.588 |
|
2.618 |
3.352 |
|
1.618 |
3.207 |
|
1.000 |
3.117 |
|
0.618 |
3.062 |
|
HIGH |
2.972 |
|
0.618 |
2.917 |
|
0.500 |
2.900 |
|
0.382 |
2.882 |
|
LOW |
2.827 |
|
0.618 |
2.737 |
|
1.000 |
2.682 |
|
1.618 |
2.592 |
|
2.618 |
2.447 |
|
4.250 |
2.211 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.901 |
2.920 |
| PP |
2.900 |
2.914 |
| S1 |
2.900 |
2.908 |
|