NYMEX Natural Gas Future April 2015
| Trading Metrics calculated at close of trading on 20-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2015 |
20-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.836 |
2.852 |
0.016 |
0.6% |
2.820 |
| High |
2.907 |
3.007 |
0.100 |
3.4% |
3.007 |
| Low |
2.811 |
2.839 |
0.028 |
1.0% |
2.713 |
| Close |
2.875 |
2.972 |
0.097 |
3.4% |
2.972 |
| Range |
0.096 |
0.168 |
0.072 |
75.0% |
0.294 |
| ATR |
0.135 |
0.138 |
0.002 |
1.7% |
0.000 |
| Volume |
121,058 |
140,771 |
19,713 |
16.3% |
474,449 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.443 |
3.376 |
3.064 |
|
| R3 |
3.275 |
3.208 |
3.018 |
|
| R2 |
3.107 |
3.107 |
3.003 |
|
| R1 |
3.040 |
3.040 |
2.987 |
3.074 |
| PP |
2.939 |
2.939 |
2.939 |
2.956 |
| S1 |
2.872 |
2.872 |
2.957 |
2.906 |
| S2 |
2.771 |
2.771 |
2.941 |
|
| S3 |
2.603 |
2.704 |
2.926 |
|
| S4 |
2.435 |
2.536 |
2.880 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.779 |
3.670 |
3.134 |
|
| R3 |
3.485 |
3.376 |
3.053 |
|
| R2 |
3.191 |
3.191 |
3.026 |
|
| R1 |
3.082 |
3.082 |
2.999 |
3.137 |
| PP |
2.897 |
2.897 |
2.897 |
2.925 |
| S1 |
2.788 |
2.788 |
2.945 |
2.843 |
| S2 |
2.603 |
2.603 |
2.918 |
|
| S3 |
2.309 |
2.494 |
2.891 |
|
| S4 |
2.015 |
2.200 |
2.810 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.007 |
2.681 |
0.326 |
11.0% |
0.138 |
4.6% |
89% |
True |
False |
117,322 |
| 10 |
3.007 |
2.594 |
0.413 |
13.9% |
0.133 |
4.5% |
92% |
True |
False |
111,533 |
| 20 |
3.007 |
2.589 |
0.418 |
14.1% |
0.124 |
4.2% |
92% |
True |
False |
81,466 |
| 40 |
3.194 |
2.589 |
0.605 |
20.4% |
0.140 |
4.7% |
63% |
False |
False |
64,335 |
| 60 |
3.820 |
2.589 |
1.231 |
41.4% |
0.128 |
4.3% |
31% |
False |
False |
53,420 |
| 80 |
3.895 |
2.589 |
1.306 |
43.9% |
0.120 |
4.1% |
29% |
False |
False |
49,036 |
| 100 |
3.910 |
2.589 |
1.321 |
44.4% |
0.109 |
3.7% |
29% |
False |
False |
41,896 |
| 120 |
3.910 |
2.589 |
1.321 |
44.4% |
0.101 |
3.4% |
29% |
False |
False |
36,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.721 |
|
2.618 |
3.447 |
|
1.618 |
3.279 |
|
1.000 |
3.175 |
|
0.618 |
3.111 |
|
HIGH |
3.007 |
|
0.618 |
2.943 |
|
0.500 |
2.923 |
|
0.382 |
2.903 |
|
LOW |
2.839 |
|
0.618 |
2.735 |
|
1.000 |
2.671 |
|
1.618 |
2.567 |
|
2.618 |
2.399 |
|
4.250 |
2.125 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.956 |
2.942 |
| PP |
2.939 |
2.912 |
| S1 |
2.923 |
2.883 |
|