NYMEX Natural Gas Future September 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 |
2.881 |
2.911 |
0.030 |
1.0% |
3.085 |
| High |
2.910 |
2.982 |
0.072 |
2.5% |
3.116 |
| Low |
2.874 |
2.885 |
0.011 |
0.4% |
2.828 |
| Close |
2.903 |
2.966 |
0.063 |
2.2% |
2.870 |
| Range |
0.036 |
0.097 |
0.061 |
169.4% |
0.288 |
| ATR |
0.102 |
0.102 |
0.000 |
-0.4% |
0.000 |
| Volume |
5,827 |
6,352 |
525 |
9.0% |
44,388 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.235 |
3.198 |
3.019 |
|
| R3 |
3.138 |
3.101 |
2.993 |
|
| R2 |
3.041 |
3.041 |
2.984 |
|
| R1 |
3.004 |
3.004 |
2.975 |
3.023 |
| PP |
2.944 |
2.944 |
2.944 |
2.954 |
| S1 |
2.907 |
2.907 |
2.957 |
2.926 |
| S2 |
2.847 |
2.847 |
2.948 |
|
| S3 |
2.750 |
2.810 |
2.939 |
|
| S4 |
2.653 |
2.713 |
2.913 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.802 |
3.624 |
3.028 |
|
| R3 |
3.514 |
3.336 |
2.949 |
|
| R2 |
3.226 |
3.226 |
2.923 |
|
| R1 |
3.048 |
3.048 |
2.896 |
2.993 |
| PP |
2.938 |
2.938 |
2.938 |
2.911 |
| S1 |
2.760 |
2.760 |
2.844 |
2.705 |
| S2 |
2.650 |
2.650 |
2.817 |
|
| S3 |
2.362 |
2.472 |
2.791 |
|
| S4 |
2.074 |
2.184 |
2.712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.982 |
2.796 |
0.186 |
6.3% |
0.065 |
2.2% |
91% |
True |
False |
6,487 |
| 10 |
3.116 |
2.796 |
0.320 |
10.8% |
0.094 |
3.2% |
53% |
False |
False |
7,697 |
| 20 |
3.116 |
2.740 |
0.376 |
12.7% |
0.100 |
3.4% |
60% |
False |
False |
7,767 |
| 40 |
3.257 |
2.740 |
0.517 |
17.4% |
0.106 |
3.6% |
44% |
False |
False |
7,636 |
| 60 |
3.623 |
2.740 |
0.883 |
29.8% |
0.103 |
3.5% |
26% |
False |
False |
5,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.394 |
|
2.618 |
3.236 |
|
1.618 |
3.139 |
|
1.000 |
3.079 |
|
0.618 |
3.042 |
|
HIGH |
2.982 |
|
0.618 |
2.945 |
|
0.500 |
2.934 |
|
0.382 |
2.922 |
|
LOW |
2.885 |
|
0.618 |
2.825 |
|
1.000 |
2.788 |
|
1.618 |
2.728 |
|
2.618 |
2.631 |
|
4.250 |
2.473 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.955 |
2.940 |
| PP |
2.944 |
2.915 |
| S1 |
2.934 |
2.889 |
|