NYMEX Natural Gas Future June 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 |
2.743 |
2.803 |
0.060 |
2.2% |
3.067 |
| High |
2.809 |
2.855 |
0.046 |
1.6% |
3.096 |
| Low |
2.733 |
2.803 |
0.070 |
2.6% |
2.771 |
| Close |
2.793 |
2.845 |
0.052 |
1.9% |
2.812 |
| Range |
0.076 |
0.052 |
-0.024 |
-31.6% |
0.325 |
| ATR |
0.117 |
0.113 |
-0.004 |
-3.4% |
0.000 |
| Volume |
17,519 |
16,837 |
-682 |
-3.9% |
116,480 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.990 |
2.970 |
2.874 |
|
| R3 |
2.938 |
2.918 |
2.859 |
|
| R2 |
2.886 |
2.886 |
2.855 |
|
| R1 |
2.866 |
2.866 |
2.850 |
2.876 |
| PP |
2.834 |
2.834 |
2.834 |
2.840 |
| S1 |
2.814 |
2.814 |
2.840 |
2.824 |
| S2 |
2.782 |
2.782 |
2.835 |
|
| S3 |
2.730 |
2.762 |
2.831 |
|
| S4 |
2.678 |
2.710 |
2.816 |
|
|
| 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 |
2.953 |
2.733 |
0.220 |
7.7% |
0.091 |
3.2% |
51% |
False |
False |
18,022 |
| 10 |
3.096 |
2.733 |
0.363 |
12.8% |
0.106 |
3.7% |
31% |
False |
False |
22,542 |
| 20 |
3.096 |
2.671 |
0.425 |
14.9% |
0.111 |
3.9% |
41% |
False |
False |
21,414 |
| 40 |
3.229 |
2.671 |
0.558 |
19.6% |
0.119 |
4.2% |
31% |
False |
False |
17,792 |
| 60 |
3.622 |
2.671 |
0.951 |
33.4% |
0.114 |
4.0% |
18% |
False |
False |
13,389 |
| 80 |
3.823 |
2.671 |
1.152 |
40.5% |
0.105 |
3.7% |
15% |
False |
False |
11,079 |
| 100 |
3.872 |
2.671 |
1.201 |
42.2% |
0.096 |
3.4% |
14% |
False |
False |
9,271 |
| 120 |
3.905 |
2.671 |
1.234 |
43.4% |
0.089 |
3.1% |
14% |
False |
False |
7,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.076 |
|
2.618 |
2.991 |
|
1.618 |
2.939 |
|
1.000 |
2.907 |
|
0.618 |
2.887 |
|
HIGH |
2.855 |
|
0.618 |
2.835 |
|
0.500 |
2.829 |
|
0.382 |
2.823 |
|
LOW |
2.803 |
|
0.618 |
2.771 |
|
1.000 |
2.751 |
|
1.618 |
2.719 |
|
2.618 |
2.667 |
|
4.250 |
2.582 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.840 |
2.828 |
| PP |
2.834 |
2.811 |
| S1 |
2.829 |
2.794 |
|