NYMEX Natural Gas Future May 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 |
3.014 |
2.906 |
-0.108 |
-3.6% |
2.855 |
| High |
3.068 |
2.997 |
-0.071 |
-2.3% |
3.033 |
| Low |
2.893 |
2.871 |
-0.022 |
-0.8% |
2.755 |
| Close |
2.924 |
2.916 |
-0.008 |
-0.3% |
3.003 |
| Range |
0.175 |
0.126 |
-0.049 |
-28.0% |
0.278 |
| ATR |
0.133 |
0.133 |
-0.001 |
-0.4% |
0.000 |
| Volume |
58,659 |
37,048 |
-21,611 |
-36.8% |
200,569 |
|
| Daily Pivots for day following 24-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.306 |
3.237 |
2.985 |
|
| R3 |
3.180 |
3.111 |
2.951 |
|
| R2 |
3.054 |
3.054 |
2.939 |
|
| R1 |
2.985 |
2.985 |
2.928 |
3.020 |
| PP |
2.928 |
2.928 |
2.928 |
2.945 |
| S1 |
2.859 |
2.859 |
2.904 |
2.894 |
| S2 |
2.802 |
2.802 |
2.893 |
|
| S3 |
2.676 |
2.733 |
2.881 |
|
| S4 |
2.550 |
2.607 |
2.847 |
|
|
| 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 |
2.799 |
0.269 |
9.2% |
0.129 |
4.4% |
43% |
False |
False |
49,929 |
| 10 |
3.068 |
2.686 |
0.382 |
13.1% |
0.141 |
4.8% |
60% |
False |
False |
59,154 |
| 20 |
3.068 |
2.620 |
0.448 |
15.4% |
0.122 |
4.2% |
66% |
False |
False |
44,509 |
| 40 |
3.200 |
2.620 |
0.580 |
19.9% |
0.133 |
4.5% |
51% |
False |
False |
33,967 |
| 60 |
3.775 |
2.620 |
1.155 |
39.6% |
0.119 |
4.1% |
26% |
False |
False |
27,259 |
| 80 |
3.853 |
2.620 |
1.233 |
42.3% |
0.112 |
3.8% |
24% |
False |
False |
23,706 |
| 100 |
3.865 |
2.620 |
1.245 |
42.7% |
0.102 |
3.5% |
24% |
False |
False |
19,993 |
| 120 |
3.883 |
2.620 |
1.263 |
43.3% |
0.094 |
3.2% |
23% |
False |
False |
17,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.533 |
|
2.618 |
3.327 |
|
1.618 |
3.201 |
|
1.000 |
3.123 |
|
0.618 |
3.075 |
|
HIGH |
2.997 |
|
0.618 |
2.949 |
|
0.500 |
2.934 |
|
0.382 |
2.919 |
|
LOW |
2.871 |
|
0.618 |
2.793 |
|
1.000 |
2.745 |
|
1.618 |
2.667 |
|
2.618 |
2.541 |
|
4.250 |
2.336 |
|
|
| Fisher Pivots for day following 24-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.934 |
2.970 |
| PP |
2.928 |
2.952 |
| S1 |
2.922 |
2.934 |
|