NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 06-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2015 |
06-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.813 |
2.869 |
0.056 |
2.0% |
2.732 |
| High |
2.900 |
2.900 |
0.000 |
0.0% |
2.900 |
| Low |
2.780 |
2.823 |
0.043 |
1.5% |
2.685 |
| Close |
2.880 |
2.872 |
-0.008 |
-0.3% |
2.872 |
| Range |
0.120 |
0.077 |
-0.043 |
-35.8% |
0.215 |
| ATR |
0.120 |
0.117 |
-0.003 |
-2.6% |
0.000 |
| Volume |
31,209 |
51,177 |
19,968 |
64.0% |
179,556 |
|
| Daily Pivots for day following 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.096 |
3.061 |
2.914 |
|
| R3 |
3.019 |
2.984 |
2.893 |
|
| R2 |
2.942 |
2.942 |
2.886 |
|
| R1 |
2.907 |
2.907 |
2.879 |
2.925 |
| PP |
2.865 |
2.865 |
2.865 |
2.874 |
| S1 |
2.830 |
2.830 |
2.865 |
2.848 |
| S2 |
2.788 |
2.788 |
2.858 |
|
| S3 |
2.711 |
2.753 |
2.851 |
|
| S4 |
2.634 |
2.676 |
2.830 |
|
|
| Weekly Pivots for week ending 06-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.464 |
3.383 |
2.990 |
|
| R3 |
3.249 |
3.168 |
2.931 |
|
| R2 |
3.034 |
3.034 |
2.911 |
|
| R1 |
2.953 |
2.953 |
2.892 |
2.994 |
| PP |
2.819 |
2.819 |
2.819 |
2.839 |
| S1 |
2.738 |
2.738 |
2.852 |
2.779 |
| S2 |
2.604 |
2.604 |
2.833 |
|
| S3 |
2.389 |
2.523 |
2.813 |
|
| S4 |
2.174 |
2.308 |
2.754 |
|
|
| 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% |
0.090 |
3.1% |
87% |
True |
False |
35,911 |
| 10 |
3.068 |
2.685 |
0.383 |
13.3% |
0.110 |
3.8% |
49% |
False |
False |
38,351 |
| 20 |
3.068 |
2.634 |
0.434 |
15.1% |
0.118 |
4.1% |
55% |
False |
False |
48,577 |
| 40 |
3.200 |
2.620 |
0.580 |
20.2% |
0.124 |
4.3% |
43% |
False |
False |
38,004 |
| 60 |
3.600 |
2.620 |
0.980 |
34.1% |
0.121 |
4.2% |
26% |
False |
False |
30,393 |
| 80 |
3.800 |
2.620 |
1.180 |
41.1% |
0.113 |
3.9% |
21% |
False |
False |
26,253 |
| 100 |
3.853 |
2.620 |
1.233 |
42.9% |
0.105 |
3.7% |
20% |
False |
False |
22,361 |
| 120 |
3.883 |
2.620 |
1.263 |
44.0% |
0.097 |
3.4% |
20% |
False |
False |
19,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.227 |
|
2.618 |
3.102 |
|
1.618 |
3.025 |
|
1.000 |
2.977 |
|
0.618 |
2.948 |
|
HIGH |
2.900 |
|
0.618 |
2.871 |
|
0.500 |
2.862 |
|
0.382 |
2.852 |
|
LOW |
2.823 |
|
0.618 |
2.775 |
|
1.000 |
2.746 |
|
1.618 |
2.698 |
|
2.618 |
2.621 |
|
4.250 |
2.496 |
|
|
| Fisher Pivots for day following 06-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.869 |
2.857 |
| PP |
2.865 |
2.842 |
| S1 |
2.862 |
2.827 |
|