NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.945 |
2.776 |
-0.169 |
-5.7% |
3.067 |
| High |
2.953 |
2.826 |
-0.127 |
-4.3% |
3.096 |
| Low |
2.775 |
2.771 |
-0.004 |
-0.1% |
2.771 |
| Close |
2.782 |
2.812 |
0.030 |
1.1% |
2.812 |
| Range |
0.178 |
0.055 |
-0.123 |
-69.1% |
0.325 |
| ATR |
0.128 |
0.122 |
-0.005 |
-4.1% |
0.000 |
| Volume |
18,555 |
18,914 |
359 |
1.9% |
116,480 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.968 |
2.945 |
2.842 |
|
| R3 |
2.913 |
2.890 |
2.827 |
|
| R2 |
2.858 |
2.858 |
2.822 |
|
| R1 |
2.835 |
2.835 |
2.817 |
2.847 |
| PP |
2.803 |
2.803 |
2.803 |
2.809 |
| S1 |
2.780 |
2.780 |
2.807 |
2.792 |
| S2 |
2.748 |
2.748 |
2.802 |
|
| S3 |
2.693 |
2.725 |
2.797 |
|
| S4 |
2.638 |
2.670 |
2.782 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.868 |
3.665 |
2.991 |
|
| R3 |
3.543 |
3.340 |
2.901 |
|
| R2 |
3.218 |
3.218 |
2.872 |
|
| R1 |
3.015 |
3.015 |
2.842 |
2.954 |
| PP |
2.893 |
2.893 |
2.893 |
2.863 |
| S1 |
2.690 |
2.690 |
2.782 |
2.629 |
| S2 |
2.568 |
2.568 |
2.752 |
|
| S3 |
2.243 |
2.365 |
2.723 |
|
| S4 |
1.918 |
2.040 |
2.633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.096 |
2.771 |
0.325 |
11.6% |
0.123 |
4.4% |
13% |
False |
True |
23,296 |
| 10 |
3.096 |
2.765 |
0.331 |
11.8% |
0.124 |
4.4% |
14% |
False |
False |
23,721 |
| 20 |
3.096 |
2.671 |
0.425 |
15.1% |
0.114 |
4.1% |
33% |
False |
False |
20,850 |
| 40 |
3.229 |
2.671 |
0.558 |
19.8% |
0.128 |
4.5% |
25% |
False |
False |
16,938 |
| 60 |
3.642 |
2.671 |
0.971 |
34.5% |
0.114 |
4.1% |
15% |
False |
False |
12,705 |
| 80 |
3.872 |
2.671 |
1.201 |
42.7% |
0.105 |
3.7% |
12% |
False |
False |
10,542 |
| 100 |
3.872 |
2.671 |
1.201 |
42.7% |
0.095 |
3.4% |
12% |
False |
False |
8,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.060 |
|
2.618 |
2.970 |
|
1.618 |
2.915 |
|
1.000 |
2.881 |
|
0.618 |
2.860 |
|
HIGH |
2.826 |
|
0.618 |
2.805 |
|
0.500 |
2.799 |
|
0.382 |
2.792 |
|
LOW |
2.771 |
|
0.618 |
2.737 |
|
1.000 |
2.716 |
|
1.618 |
2.682 |
|
2.618 |
2.627 |
|
4.250 |
2.537 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.808 |
2.886 |
| PP |
2.803 |
2.861 |
| S1 |
2.799 |
2.837 |
|