NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 02-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2015 |
02-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.740 |
2.732 |
-0.008 |
-0.3% |
3.014 |
| High |
2.784 |
2.794 |
0.010 |
0.4% |
3.068 |
| Low |
2.727 |
2.692 |
-0.035 |
-1.3% |
2.727 |
| Close |
2.771 |
2.739 |
-0.032 |
-1.2% |
2.771 |
| Range |
0.057 |
0.102 |
0.045 |
78.9% |
0.341 |
| ATR |
0.129 |
0.127 |
-0.002 |
-1.5% |
0.000 |
| Volume |
40,273 |
31,348 |
-8,925 |
-22.2% |
203,962 |
|
| Daily Pivots for day following 02-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.048 |
2.995 |
2.795 |
|
| R3 |
2.946 |
2.893 |
2.767 |
|
| R2 |
2.844 |
2.844 |
2.758 |
|
| R1 |
2.791 |
2.791 |
2.748 |
2.818 |
| PP |
2.742 |
2.742 |
2.742 |
2.755 |
| S1 |
2.689 |
2.689 |
2.730 |
2.716 |
| S2 |
2.640 |
2.640 |
2.720 |
|
| S3 |
2.538 |
2.587 |
2.711 |
|
| S4 |
2.436 |
2.485 |
2.683 |
|
|
| 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 |
2.997 |
2.692 |
0.305 |
11.1% |
0.116 |
4.2% |
15% |
False |
True |
35,330 |
| 10 |
3.068 |
2.692 |
0.376 |
13.7% |
0.127 |
4.7% |
13% |
False |
True |
43,587 |
| 20 |
3.068 |
2.620 |
0.448 |
16.4% |
0.122 |
4.4% |
27% |
False |
False |
46,248 |
| 40 |
3.200 |
2.620 |
0.580 |
21.2% |
0.133 |
4.9% |
21% |
False |
False |
36,377 |
| 60 |
3.600 |
2.620 |
0.980 |
35.8% |
0.122 |
4.4% |
12% |
False |
False |
28,888 |
| 80 |
3.853 |
2.620 |
1.233 |
45.0% |
0.114 |
4.2% |
10% |
False |
False |
25,196 |
| 100 |
3.853 |
2.620 |
1.233 |
45.0% |
0.104 |
3.8% |
10% |
False |
False |
21,085 |
| 120 |
3.883 |
2.620 |
1.263 |
46.1% |
0.096 |
3.5% |
9% |
False |
False |
18,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.228 |
|
2.618 |
3.061 |
|
1.618 |
2.959 |
|
1.000 |
2.896 |
|
0.618 |
2.857 |
|
HIGH |
2.794 |
|
0.618 |
2.755 |
|
0.500 |
2.743 |
|
0.382 |
2.731 |
|
LOW |
2.692 |
|
0.618 |
2.629 |
|
1.000 |
2.590 |
|
1.618 |
2.527 |
|
2.618 |
2.425 |
|
4.250 |
2.259 |
|
|
| Fisher Pivots for day following 02-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.743 |
2.805 |
| PP |
2.742 |
2.783 |
| S1 |
2.740 |
2.761 |
|