NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.777 |
2.828 |
0.051 |
1.8% |
2.691 |
| High |
2.864 |
2.870 |
0.006 |
0.2% |
2.870 |
| Low |
2.743 |
2.783 |
0.040 |
1.5% |
2.641 |
| Close |
2.841 |
2.839 |
-0.002 |
-0.1% |
2.839 |
| Range |
0.121 |
0.087 |
-0.034 |
-28.1% |
0.229 |
| ATR |
0.127 |
0.124 |
-0.003 |
-2.3% |
0.000 |
| Volume |
158,565 |
118,189 |
-40,376 |
-25.5% |
560,458 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.092 |
3.052 |
2.887 |
|
| R3 |
3.005 |
2.965 |
2.863 |
|
| R2 |
2.918 |
2.918 |
2.855 |
|
| R1 |
2.878 |
2.878 |
2.847 |
2.898 |
| PP |
2.831 |
2.831 |
2.831 |
2.841 |
| S1 |
2.791 |
2.791 |
2.831 |
2.811 |
| S2 |
2.744 |
2.744 |
2.823 |
|
| S3 |
2.657 |
2.704 |
2.815 |
|
| S4 |
2.570 |
2.617 |
2.791 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.470 |
3.384 |
2.965 |
|
| R3 |
3.241 |
3.155 |
2.902 |
|
| R2 |
3.012 |
3.012 |
2.881 |
|
| R1 |
2.926 |
2.926 |
2.860 |
2.969 |
| PP |
2.783 |
2.783 |
2.783 |
2.805 |
| S1 |
2.697 |
2.697 |
2.818 |
2.740 |
| S2 |
2.554 |
2.554 |
2.797 |
|
| S3 |
2.325 |
2.468 |
2.776 |
|
| S4 |
2.096 |
2.239 |
2.713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.870 |
2.641 |
0.229 |
8.1% |
0.095 |
3.3% |
86% |
True |
False |
112,091 |
| 10 |
3.045 |
2.641 |
0.404 |
14.2% |
0.117 |
4.1% |
49% |
False |
False |
122,223 |
| 20 |
3.045 |
2.594 |
0.451 |
15.9% |
0.125 |
4.4% |
54% |
False |
False |
116,878 |
| 40 |
3.194 |
2.589 |
0.605 |
21.3% |
0.133 |
4.7% |
41% |
False |
False |
86,541 |
| 60 |
3.613 |
2.589 |
1.024 |
36.1% |
0.130 |
4.6% |
24% |
False |
False |
68,596 |
| 80 |
3.873 |
2.589 |
1.284 |
45.2% |
0.123 |
4.3% |
19% |
False |
False |
60,462 |
| 100 |
3.895 |
2.589 |
1.306 |
46.0% |
0.114 |
4.0% |
19% |
False |
False |
52,682 |
| 120 |
3.910 |
2.589 |
1.321 |
46.5% |
0.106 |
3.7% |
19% |
False |
False |
45,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.240 |
|
2.618 |
3.098 |
|
1.618 |
3.011 |
|
1.000 |
2.957 |
|
0.618 |
2.924 |
|
HIGH |
2.870 |
|
0.618 |
2.837 |
|
0.500 |
2.827 |
|
0.382 |
2.816 |
|
LOW |
2.783 |
|
0.618 |
2.729 |
|
1.000 |
2.696 |
|
1.618 |
2.642 |
|
2.618 |
2.555 |
|
4.250 |
2.413 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.835 |
2.823 |
| PP |
2.831 |
2.807 |
| S1 |
2.827 |
2.791 |
|