NYMEX Natural Gas Future April 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 |
2.658 |
2.713 |
0.055 |
2.1% |
2.987 |
| High |
2.734 |
2.783 |
0.049 |
1.8% |
3.045 |
| Low |
2.641 |
2.712 |
0.071 |
2.7% |
2.684 |
| Close |
2.712 |
2.769 |
0.057 |
2.1% |
2.734 |
| Range |
0.093 |
0.071 |
-0.022 |
-23.7% |
0.361 |
| ATR |
0.132 |
0.128 |
-0.004 |
-3.3% |
0.000 |
| Volume |
90,003 |
100,323 |
10,320 |
11.5% |
661,773 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.968 |
2.939 |
2.808 |
|
| R3 |
2.897 |
2.868 |
2.789 |
|
| R2 |
2.826 |
2.826 |
2.782 |
|
| R1 |
2.797 |
2.797 |
2.776 |
2.812 |
| PP |
2.755 |
2.755 |
2.755 |
2.762 |
| S1 |
2.726 |
2.726 |
2.762 |
2.741 |
| S2 |
2.684 |
2.684 |
2.756 |
|
| S3 |
2.613 |
2.655 |
2.749 |
|
| S4 |
2.542 |
2.584 |
2.730 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.680 |
2.933 |
|
| R3 |
3.543 |
3.319 |
2.833 |
|
| R2 |
3.182 |
3.182 |
2.800 |
|
| R1 |
2.958 |
2.958 |
2.767 |
2.890 |
| PP |
2.821 |
2.821 |
2.821 |
2.787 |
| S1 |
2.597 |
2.597 |
2.701 |
2.529 |
| S2 |
2.460 |
2.460 |
2.668 |
|
| S3 |
2.099 |
2.236 |
2.635 |
|
| S4 |
1.738 |
1.875 |
2.535 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.888 |
2.641 |
0.247 |
8.9% |
0.105 |
3.8% |
52% |
False |
False |
108,763 |
| 10 |
3.045 |
2.641 |
0.404 |
14.6% |
0.123 |
4.4% |
32% |
False |
False |
120,730 |
| 20 |
3.045 |
2.589 |
0.456 |
16.5% |
0.126 |
4.6% |
39% |
False |
False |
108,455 |
| 40 |
3.194 |
2.589 |
0.605 |
21.8% |
0.135 |
4.9% |
30% |
False |
False |
81,816 |
| 60 |
3.613 |
2.589 |
1.024 |
37.0% |
0.131 |
4.7% |
18% |
False |
False |
65,140 |
| 80 |
3.873 |
2.589 |
1.284 |
46.4% |
0.124 |
4.5% |
14% |
False |
False |
58,277 |
| 100 |
3.895 |
2.589 |
1.306 |
47.2% |
0.113 |
4.1% |
14% |
False |
False |
50,177 |
| 120 |
3.910 |
2.589 |
1.321 |
47.7% |
0.105 |
3.8% |
14% |
False |
False |
43,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.085 |
|
2.618 |
2.969 |
|
1.618 |
2.898 |
|
1.000 |
2.854 |
|
0.618 |
2.827 |
|
HIGH |
2.783 |
|
0.618 |
2.756 |
|
0.500 |
2.748 |
|
0.382 |
2.739 |
|
LOW |
2.712 |
|
0.618 |
2.668 |
|
1.000 |
2.641 |
|
1.618 |
2.597 |
|
2.618 |
2.526 |
|
4.250 |
2.410 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.762 |
2.750 |
| PP |
2.755 |
2.731 |
| S1 |
2.748 |
2.712 |
|