NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.753 |
2.813 |
0.060 |
2.2% |
3.014 |
| High |
2.818 |
2.900 |
0.082 |
2.9% |
3.068 |
| Low |
2.753 |
2.780 |
0.027 |
1.0% |
2.727 |
| Close |
2.806 |
2.880 |
0.074 |
2.6% |
2.771 |
| Range |
0.065 |
0.120 |
0.055 |
84.6% |
0.341 |
| ATR |
0.120 |
0.120 |
0.000 |
0.0% |
0.000 |
| Volume |
28,721 |
31,209 |
2,488 |
8.7% |
203,962 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.213 |
3.167 |
2.946 |
|
| R3 |
3.093 |
3.047 |
2.913 |
|
| R2 |
2.973 |
2.973 |
2.902 |
|
| R1 |
2.927 |
2.927 |
2.891 |
2.950 |
| PP |
2.853 |
2.853 |
2.853 |
2.865 |
| S1 |
2.807 |
2.807 |
2.869 |
2.830 |
| S2 |
2.733 |
2.733 |
2.858 |
|
| S3 |
2.613 |
2.687 |
2.847 |
|
| S4 |
2.493 |
2.567 |
2.814 |
|
|
| 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 |
2.900 |
2.685 |
0.215 |
7.5% |
0.086 |
3.0% |
91% |
True |
False |
33,730 |
| 10 |
3.068 |
2.685 |
0.383 |
13.3% |
0.118 |
4.1% |
51% |
False |
False |
39,259 |
| 20 |
3.068 |
2.620 |
0.448 |
15.6% |
0.119 |
4.1% |
58% |
False |
False |
47,573 |
| 40 |
3.200 |
2.620 |
0.580 |
20.1% |
0.126 |
4.4% |
45% |
False |
False |
37,329 |
| 60 |
3.600 |
2.620 |
0.980 |
34.0% |
0.122 |
4.2% |
27% |
False |
False |
29,832 |
| 80 |
3.800 |
2.620 |
1.180 |
41.0% |
0.113 |
3.9% |
22% |
False |
False |
25,871 |
| 100 |
3.853 |
2.620 |
1.233 |
42.8% |
0.105 |
3.6% |
21% |
False |
False |
21,900 |
| 120 |
3.883 |
2.620 |
1.263 |
43.9% |
0.097 |
3.4% |
21% |
False |
False |
19,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.410 |
|
2.618 |
3.214 |
|
1.618 |
3.094 |
|
1.000 |
3.020 |
|
0.618 |
2.974 |
|
HIGH |
2.900 |
|
0.618 |
2.854 |
|
0.500 |
2.840 |
|
0.382 |
2.826 |
|
LOW |
2.780 |
|
0.618 |
2.706 |
|
1.000 |
2.660 |
|
1.618 |
2.586 |
|
2.618 |
2.466 |
|
4.250 |
2.270 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.867 |
2.851 |
| PP |
2.853 |
2.822 |
| S1 |
2.840 |
2.793 |
|