NYMEX Natural Gas Future April 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 |
2.713 |
2.777 |
0.064 |
2.4% |
2.987 |
| High |
2.783 |
2.864 |
0.081 |
2.9% |
3.045 |
| Low |
2.712 |
2.743 |
0.031 |
1.1% |
2.684 |
| Close |
2.769 |
2.841 |
0.072 |
2.6% |
2.734 |
| Range |
0.071 |
0.121 |
0.050 |
70.4% |
0.361 |
| ATR |
0.128 |
0.127 |
0.000 |
-0.4% |
0.000 |
| Volume |
100,323 |
158,565 |
58,242 |
58.1% |
661,773 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.179 |
3.131 |
2.908 |
|
| R3 |
3.058 |
3.010 |
2.874 |
|
| R2 |
2.937 |
2.937 |
2.863 |
|
| R1 |
2.889 |
2.889 |
2.852 |
2.913 |
| PP |
2.816 |
2.816 |
2.816 |
2.828 |
| S1 |
2.768 |
2.768 |
2.830 |
2.792 |
| S2 |
2.695 |
2.695 |
2.819 |
|
| S3 |
2.574 |
2.647 |
2.808 |
|
| S4 |
2.453 |
2.526 |
2.774 |
|
|
| 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 |
2.864 |
2.641 |
0.223 |
7.8% |
0.090 |
3.2% |
90% |
True |
False |
108,211 |
| 10 |
3.045 |
2.641 |
0.404 |
14.2% |
0.125 |
4.4% |
50% |
False |
False |
124,481 |
| 20 |
3.045 |
2.589 |
0.456 |
16.1% |
0.126 |
4.4% |
55% |
False |
False |
114,009 |
| 40 |
3.194 |
2.589 |
0.605 |
21.3% |
0.135 |
4.8% |
42% |
False |
False |
84,626 |
| 60 |
3.613 |
2.589 |
1.024 |
36.0% |
0.131 |
4.6% |
25% |
False |
False |
67,251 |
| 80 |
3.873 |
2.589 |
1.284 |
45.2% |
0.123 |
4.3% |
20% |
False |
False |
59,742 |
| 100 |
3.895 |
2.589 |
1.306 |
46.0% |
0.114 |
4.0% |
19% |
False |
False |
51,662 |
| 120 |
3.910 |
2.589 |
1.321 |
46.5% |
0.105 |
3.7% |
19% |
False |
False |
45,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.378 |
|
2.618 |
3.181 |
|
1.618 |
3.060 |
|
1.000 |
2.985 |
|
0.618 |
2.939 |
|
HIGH |
2.864 |
|
0.618 |
2.818 |
|
0.500 |
2.804 |
|
0.382 |
2.789 |
|
LOW |
2.743 |
|
0.618 |
2.668 |
|
1.000 |
2.622 |
|
1.618 |
2.547 |
|
2.618 |
2.426 |
|
4.250 |
2.229 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.829 |
2.812 |
| PP |
2.816 |
2.782 |
| S1 |
2.804 |
2.753 |
|