NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.732 |
2.704 |
-0.028 |
-1.0% |
3.014 |
| High |
2.794 |
2.770 |
-0.024 |
-0.9% |
3.068 |
| Low |
2.692 |
2.685 |
-0.007 |
-0.3% |
2.727 |
| Close |
2.739 |
2.751 |
0.012 |
0.4% |
2.771 |
| Range |
0.102 |
0.085 |
-0.017 |
-16.7% |
0.341 |
| ATR |
0.127 |
0.124 |
-0.003 |
-2.4% |
0.000 |
| Volume |
31,348 |
37,101 |
5,753 |
18.4% |
203,962 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.990 |
2.956 |
2.798 |
|
| R3 |
2.905 |
2.871 |
2.774 |
|
| R2 |
2.820 |
2.820 |
2.767 |
|
| R1 |
2.786 |
2.786 |
2.759 |
2.803 |
| PP |
2.735 |
2.735 |
2.735 |
2.744 |
| S1 |
2.701 |
2.701 |
2.743 |
2.718 |
| S2 |
2.650 |
2.650 |
2.735 |
|
| S3 |
2.565 |
2.616 |
2.728 |
|
| S4 |
2.480 |
2.531 |
2.704 |
|
|
| 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 |
2.970 |
2.685 |
0.285 |
10.4% |
0.108 |
3.9% |
23% |
False |
True |
35,340 |
| 10 |
3.068 |
2.685 |
0.383 |
13.9% |
0.119 |
4.3% |
17% |
False |
True |
42,635 |
| 20 |
3.068 |
2.620 |
0.448 |
16.3% |
0.122 |
4.4% |
29% |
False |
False |
46,972 |
| 40 |
3.200 |
2.620 |
0.580 |
21.1% |
0.129 |
4.7% |
23% |
False |
False |
36,887 |
| 60 |
3.600 |
2.620 |
0.980 |
35.6% |
0.122 |
4.4% |
13% |
False |
False |
29,332 |
| 80 |
3.853 |
2.620 |
1.233 |
44.8% |
0.114 |
4.1% |
11% |
False |
False |
25,528 |
| 100 |
3.853 |
2.620 |
1.233 |
44.8% |
0.104 |
3.8% |
11% |
False |
False |
21,407 |
| 120 |
3.883 |
2.620 |
1.263 |
45.9% |
0.096 |
3.5% |
10% |
False |
False |
18,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.131 |
|
2.618 |
2.993 |
|
1.618 |
2.908 |
|
1.000 |
2.855 |
|
0.618 |
2.823 |
|
HIGH |
2.770 |
|
0.618 |
2.738 |
|
0.500 |
2.728 |
|
0.382 |
2.717 |
|
LOW |
2.685 |
|
0.618 |
2.632 |
|
1.000 |
2.600 |
|
1.618 |
2.547 |
|
2.618 |
2.462 |
|
4.250 |
2.324 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.743 |
2.747 |
| PP |
2.735 |
2.743 |
| S1 |
2.728 |
2.740 |
|