NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 26-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2015 |
26-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.933 |
2.914 |
-0.019 |
-0.6% |
2.855 |
| High |
2.970 |
2.917 |
-0.053 |
-1.8% |
3.033 |
| Low |
2.863 |
2.729 |
-0.134 |
-4.7% |
2.755 |
| Close |
2.889 |
2.737 |
-0.152 |
-5.3% |
3.003 |
| Range |
0.107 |
0.188 |
0.081 |
75.7% |
0.278 |
| ATR |
0.131 |
0.135 |
0.004 |
3.1% |
0.000 |
| Volume |
32,727 |
35,255 |
2,528 |
7.7% |
200,569 |
|
| Daily Pivots for day following 26-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.358 |
3.236 |
2.840 |
|
| R3 |
3.170 |
3.048 |
2.789 |
|
| R2 |
2.982 |
2.982 |
2.771 |
|
| R1 |
2.860 |
2.860 |
2.754 |
2.827 |
| PP |
2.794 |
2.794 |
2.794 |
2.778 |
| S1 |
2.672 |
2.672 |
2.720 |
2.639 |
| S2 |
2.606 |
2.606 |
2.703 |
|
| S3 |
2.418 |
2.484 |
2.685 |
|
| S4 |
2.230 |
2.296 |
2.634 |
|
|
| 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 |
2.729 |
0.339 |
12.4% |
0.150 |
5.5% |
2% |
False |
True |
44,789 |
| 10 |
3.068 |
2.722 |
0.346 |
12.6% |
0.144 |
5.3% |
4% |
False |
False |
52,438 |
| 20 |
3.068 |
2.620 |
0.448 |
16.4% |
0.129 |
4.7% |
26% |
False |
False |
45,501 |
| 40 |
3.200 |
2.620 |
0.580 |
21.2% |
0.134 |
4.9% |
20% |
False |
False |
35,120 |
| 60 |
3.632 |
2.620 |
1.012 |
37.0% |
0.122 |
4.4% |
12% |
False |
False |
28,082 |
| 80 |
3.853 |
2.620 |
1.233 |
45.0% |
0.113 |
4.1% |
9% |
False |
False |
24,418 |
| 100 |
3.853 |
2.620 |
1.233 |
45.0% |
0.103 |
3.8% |
9% |
False |
False |
20,522 |
| 120 |
3.883 |
2.620 |
1.263 |
46.1% |
0.095 |
3.5% |
9% |
False |
False |
17,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.716 |
|
2.618 |
3.409 |
|
1.618 |
3.221 |
|
1.000 |
3.105 |
|
0.618 |
3.033 |
|
HIGH |
2.917 |
|
0.618 |
2.845 |
|
0.500 |
2.823 |
|
0.382 |
2.801 |
|
LOW |
2.729 |
|
0.618 |
2.613 |
|
1.000 |
2.541 |
|
1.618 |
2.425 |
|
2.618 |
2.237 |
|
4.250 |
1.930 |
|
|
| Fisher Pivots for day following 26-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.823 |
2.863 |
| PP |
2.794 |
2.821 |
| S1 |
2.766 |
2.779 |
|