NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.914 |
2.740 |
-0.174 |
-6.0% |
3.014 |
| High |
2.917 |
2.784 |
-0.133 |
-4.6% |
3.068 |
| Low |
2.729 |
2.727 |
-0.002 |
-0.1% |
2.727 |
| Close |
2.737 |
2.771 |
0.034 |
1.2% |
2.771 |
| Range |
0.188 |
0.057 |
-0.131 |
-69.7% |
0.341 |
| ATR |
0.135 |
0.129 |
-0.006 |
-4.1% |
0.000 |
| Volume |
35,255 |
40,273 |
5,018 |
14.2% |
203,962 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.932 |
2.908 |
2.802 |
|
| R3 |
2.875 |
2.851 |
2.787 |
|
| R2 |
2.818 |
2.818 |
2.781 |
|
| R1 |
2.794 |
2.794 |
2.776 |
2.806 |
| PP |
2.761 |
2.761 |
2.761 |
2.767 |
| S1 |
2.737 |
2.737 |
2.766 |
2.749 |
| S2 |
2.704 |
2.704 |
2.761 |
|
| S3 |
2.647 |
2.680 |
2.755 |
|
| S4 |
2.590 |
2.623 |
2.740 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.878 |
3.666 |
2.959 |
|
| R3 |
3.537 |
3.325 |
2.865 |
|
| R2 |
3.196 |
3.196 |
2.834 |
|
| R1 |
2.984 |
2.984 |
2.802 |
2.920 |
| PP |
2.855 |
2.855 |
2.855 |
2.823 |
| S1 |
2.643 |
2.643 |
2.740 |
2.579 |
| S2 |
2.514 |
2.514 |
2.708 |
|
| S3 |
2.173 |
2.302 |
2.677 |
|
| S4 |
1.832 |
1.961 |
2.583 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.068 |
2.727 |
0.341 |
12.3% |
0.131 |
4.7% |
13% |
False |
True |
40,792 |
| 10 |
3.068 |
2.722 |
0.346 |
12.5% |
0.131 |
4.7% |
14% |
False |
False |
47,473 |
| 20 |
3.068 |
2.620 |
0.448 |
16.2% |
0.120 |
4.3% |
34% |
False |
False |
46,475 |
| 40 |
3.200 |
2.620 |
0.580 |
20.9% |
0.134 |
4.8% |
26% |
False |
False |
35,811 |
| 60 |
3.616 |
2.620 |
0.996 |
35.9% |
0.121 |
4.4% |
15% |
False |
False |
28,573 |
| 80 |
3.853 |
2.620 |
1.233 |
44.5% |
0.113 |
4.1% |
12% |
False |
False |
24,880 |
| 100 |
3.853 |
2.620 |
1.233 |
44.5% |
0.103 |
3.7% |
12% |
False |
False |
20,846 |
| 120 |
3.883 |
2.620 |
1.263 |
45.6% |
0.096 |
3.4% |
12% |
False |
False |
18,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.026 |
|
2.618 |
2.933 |
|
1.618 |
2.876 |
|
1.000 |
2.841 |
|
0.618 |
2.819 |
|
HIGH |
2.784 |
|
0.618 |
2.762 |
|
0.500 |
2.756 |
|
0.382 |
2.749 |
|
LOW |
2.727 |
|
0.618 |
2.692 |
|
1.000 |
2.670 |
|
1.618 |
2.635 |
|
2.618 |
2.578 |
|
4.250 |
2.485 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.766 |
2.849 |
| PP |
2.761 |
2.823 |
| S1 |
2.756 |
2.797 |
|