NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.704 |
2.753 |
0.049 |
1.8% |
3.014 |
| High |
2.770 |
2.818 |
0.048 |
1.7% |
3.068 |
| Low |
2.685 |
2.753 |
0.068 |
2.5% |
2.727 |
| Close |
2.751 |
2.806 |
0.055 |
2.0% |
2.771 |
| Range |
0.085 |
0.065 |
-0.020 |
-23.5% |
0.341 |
| ATR |
0.124 |
0.120 |
-0.004 |
-3.3% |
0.000 |
| Volume |
37,101 |
28,721 |
-8,380 |
-22.6% |
203,962 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.987 |
2.962 |
2.842 |
|
| R3 |
2.922 |
2.897 |
2.824 |
|
| R2 |
2.857 |
2.857 |
2.818 |
|
| R1 |
2.832 |
2.832 |
2.812 |
2.845 |
| PP |
2.792 |
2.792 |
2.792 |
2.799 |
| S1 |
2.767 |
2.767 |
2.800 |
2.780 |
| S2 |
2.727 |
2.727 |
2.794 |
|
| S3 |
2.662 |
2.702 |
2.788 |
|
| S4 |
2.597 |
2.637 |
2.770 |
|
|
| 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 |
2.917 |
2.685 |
0.232 |
8.3% |
0.099 |
3.5% |
52% |
False |
False |
34,539 |
| 10 |
3.068 |
2.685 |
0.383 |
13.6% |
0.115 |
4.1% |
32% |
False |
False |
40,638 |
| 20 |
3.068 |
2.620 |
0.448 |
16.0% |
0.119 |
4.2% |
42% |
False |
False |
47,332 |
| 40 |
3.200 |
2.620 |
0.580 |
20.7% |
0.125 |
4.5% |
32% |
False |
False |
37,096 |
| 60 |
3.600 |
2.620 |
0.980 |
34.9% |
0.122 |
4.3% |
19% |
False |
False |
29,611 |
| 80 |
3.809 |
2.620 |
1.189 |
42.4% |
0.113 |
4.0% |
16% |
False |
False |
25,746 |
| 100 |
3.853 |
2.620 |
1.233 |
43.9% |
0.104 |
3.7% |
15% |
False |
False |
21,625 |
| 120 |
3.883 |
2.620 |
1.263 |
45.0% |
0.096 |
3.4% |
15% |
False |
False |
18,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.094 |
|
2.618 |
2.988 |
|
1.618 |
2.923 |
|
1.000 |
2.883 |
|
0.618 |
2.858 |
|
HIGH |
2.818 |
|
0.618 |
2.793 |
|
0.500 |
2.786 |
|
0.382 |
2.778 |
|
LOW |
2.753 |
|
0.618 |
2.713 |
|
1.000 |
2.688 |
|
1.618 |
2.648 |
|
2.618 |
2.583 |
|
4.250 |
2.477 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.799 |
2.788 |
| PP |
2.792 |
2.770 |
| S1 |
2.786 |
2.752 |
|