NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.691 |
2.658 |
-0.033 |
-1.2% |
2.987 |
| High |
2.753 |
2.734 |
-0.019 |
-0.7% |
3.045 |
| Low |
2.650 |
2.641 |
-0.009 |
-0.3% |
2.684 |
| Close |
2.698 |
2.712 |
0.014 |
0.5% |
2.734 |
| Range |
0.103 |
0.093 |
-0.010 |
-9.7% |
0.361 |
| ATR |
0.135 |
0.132 |
-0.003 |
-2.2% |
0.000 |
| Volume |
93,378 |
90,003 |
-3,375 |
-3.6% |
661,773 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.975 |
2.936 |
2.763 |
|
| R3 |
2.882 |
2.843 |
2.738 |
|
| R2 |
2.789 |
2.789 |
2.729 |
|
| R1 |
2.750 |
2.750 |
2.721 |
2.770 |
| PP |
2.696 |
2.696 |
2.696 |
2.705 |
| S1 |
2.657 |
2.657 |
2.703 |
2.677 |
| S2 |
2.603 |
2.603 |
2.695 |
|
| S3 |
2.510 |
2.564 |
2.686 |
|
| S4 |
2.417 |
2.471 |
2.661 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.680 |
2.933 |
|
| R3 |
3.543 |
3.319 |
2.833 |
|
| R2 |
3.182 |
3.182 |
2.800 |
|
| R1 |
2.958 |
2.958 |
2.767 |
2.890 |
| PP |
2.821 |
2.821 |
2.821 |
2.787 |
| S1 |
2.597 |
2.597 |
2.701 |
2.529 |
| S2 |
2.460 |
2.460 |
2.668 |
|
| S3 |
2.099 |
2.236 |
2.635 |
|
| S4 |
1.738 |
1.875 |
2.535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.948 |
2.641 |
0.307 |
11.3% |
0.114 |
4.2% |
23% |
False |
True |
113,388 |
| 10 |
3.045 |
2.641 |
0.404 |
14.9% |
0.127 |
4.7% |
18% |
False |
True |
119,807 |
| 20 |
3.045 |
2.589 |
0.456 |
16.8% |
0.129 |
4.8% |
27% |
False |
False |
105,694 |
| 40 |
3.194 |
2.589 |
0.605 |
22.3% |
0.139 |
5.1% |
20% |
False |
False |
80,282 |
| 60 |
3.613 |
2.589 |
1.024 |
37.8% |
0.132 |
4.9% |
12% |
False |
False |
63,939 |
| 80 |
3.895 |
2.589 |
1.306 |
48.2% |
0.124 |
4.6% |
9% |
False |
False |
57,515 |
| 100 |
3.895 |
2.589 |
1.306 |
48.2% |
0.113 |
4.2% |
9% |
False |
False |
49,313 |
| 120 |
3.910 |
2.589 |
1.321 |
48.7% |
0.105 |
3.9% |
9% |
False |
False |
43,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.129 |
|
2.618 |
2.977 |
|
1.618 |
2.884 |
|
1.000 |
2.827 |
|
0.618 |
2.791 |
|
HIGH |
2.734 |
|
0.618 |
2.698 |
|
0.500 |
2.688 |
|
0.382 |
2.677 |
|
LOW |
2.641 |
|
0.618 |
2.584 |
|
1.000 |
2.548 |
|
1.618 |
2.491 |
|
2.618 |
2.398 |
|
4.250 |
2.246 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.704 |
2.707 |
| PP |
2.696 |
2.702 |
| S1 |
2.688 |
2.697 |
|