NYMEX Natural Gas Future May 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 |
2.896 |
3.014 |
0.118 |
4.1% |
2.855 |
| High |
3.033 |
3.068 |
0.035 |
1.2% |
3.033 |
| Low |
2.880 |
2.893 |
0.013 |
0.5% |
2.755 |
| Close |
3.003 |
2.924 |
-0.079 |
-2.6% |
3.003 |
| Range |
0.153 |
0.175 |
0.022 |
14.4% |
0.278 |
| ATR |
0.130 |
0.133 |
0.003 |
2.5% |
0.000 |
| Volume |
60,257 |
58,659 |
-1,598 |
-2.7% |
200,569 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.487 |
3.380 |
3.020 |
|
| R3 |
3.312 |
3.205 |
2.972 |
|
| R2 |
3.137 |
3.137 |
2.956 |
|
| R1 |
3.030 |
3.030 |
2.940 |
2.996 |
| PP |
2.962 |
2.962 |
2.962 |
2.945 |
| S1 |
2.855 |
2.855 |
2.908 |
2.821 |
| S2 |
2.787 |
2.787 |
2.892 |
|
| S3 |
2.612 |
2.680 |
2.876 |
|
| S4 |
2.437 |
2.505 |
2.828 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.764 |
3.662 |
3.156 |
|
| R3 |
3.486 |
3.384 |
3.079 |
|
| R2 |
3.208 |
3.208 |
3.054 |
|
| R1 |
3.106 |
3.106 |
3.028 |
3.157 |
| PP |
2.930 |
2.930 |
2.930 |
2.956 |
| S1 |
2.828 |
2.828 |
2.978 |
2.879 |
| S2 |
2.652 |
2.652 |
2.952 |
|
| S3 |
2.374 |
2.550 |
2.927 |
|
| S4 |
2.096 |
2.272 |
2.850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.068 |
2.755 |
0.313 |
10.7% |
0.139 |
4.7% |
54% |
True |
False |
51,845 |
| 10 |
3.068 |
2.642 |
0.426 |
14.6% |
0.138 |
4.7% |
66% |
True |
False |
61,496 |
| 20 |
3.068 |
2.620 |
0.448 |
15.3% |
0.120 |
4.1% |
68% |
True |
False |
43,747 |
| 40 |
3.200 |
2.620 |
0.580 |
19.8% |
0.132 |
4.5% |
52% |
False |
False |
33,400 |
| 60 |
3.775 |
2.620 |
1.155 |
39.5% |
0.119 |
4.1% |
26% |
False |
False |
26,822 |
| 80 |
3.853 |
2.620 |
1.233 |
42.2% |
0.111 |
3.8% |
25% |
False |
False |
23,307 |
| 100 |
3.867 |
2.620 |
1.247 |
42.6% |
0.101 |
3.5% |
24% |
False |
False |
19,682 |
| 120 |
3.883 |
2.620 |
1.263 |
43.2% |
0.093 |
3.2% |
24% |
False |
False |
17,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.812 |
|
2.618 |
3.526 |
|
1.618 |
3.351 |
|
1.000 |
3.243 |
|
0.618 |
3.176 |
|
HIGH |
3.068 |
|
0.618 |
3.001 |
|
0.500 |
2.981 |
|
0.382 |
2.960 |
|
LOW |
2.893 |
|
0.618 |
2.785 |
|
1.000 |
2.718 |
|
1.618 |
2.610 |
|
2.618 |
2.435 |
|
4.250 |
2.149 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.981 |
2.960 |
| PP |
2.962 |
2.948 |
| S1 |
2.943 |
2.936 |
|