NYMEX Natural Gas Future May 2015
| Trading Metrics calculated at close of trading on 19-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2015 |
19-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.835 |
2.883 |
0.048 |
1.7% |
2.697 |
| High |
2.902 |
2.940 |
0.038 |
1.3% |
2.924 |
| Low |
2.799 |
2.851 |
0.052 |
1.9% |
2.642 |
| Close |
2.893 |
2.913 |
0.020 |
0.7% |
2.853 |
| Range |
0.103 |
0.089 |
-0.014 |
-13.6% |
0.282 |
| ATR |
0.131 |
0.128 |
-0.003 |
-2.3% |
0.000 |
| Volume |
48,689 |
44,996 |
-3,693 |
-7.6% |
355,737 |
|
| Daily Pivots for day following 19-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.168 |
3.130 |
2.962 |
|
| R3 |
3.079 |
3.041 |
2.937 |
|
| R2 |
2.990 |
2.990 |
2.929 |
|
| R1 |
2.952 |
2.952 |
2.921 |
2.971 |
| PP |
2.901 |
2.901 |
2.901 |
2.911 |
| S1 |
2.863 |
2.863 |
2.905 |
2.882 |
| S2 |
2.812 |
2.812 |
2.897 |
|
| S3 |
2.723 |
2.774 |
2.889 |
|
| S4 |
2.634 |
2.685 |
2.864 |
|
|
| Weekly Pivots for week ending 13-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.652 |
3.535 |
3.008 |
|
| R3 |
3.370 |
3.253 |
2.931 |
|
| R2 |
3.088 |
3.088 |
2.905 |
|
| R1 |
2.971 |
2.971 |
2.879 |
3.030 |
| PP |
2.806 |
2.806 |
2.806 |
2.836 |
| S1 |
2.689 |
2.689 |
2.827 |
2.748 |
| S2 |
2.524 |
2.524 |
2.801 |
|
| S3 |
2.242 |
2.407 |
2.775 |
|
| S4 |
1.960 |
2.125 |
2.698 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.940 |
2.722 |
0.218 |
7.5% |
0.138 |
4.7% |
88% |
True |
False |
60,087 |
| 10 |
2.940 |
2.620 |
0.320 |
11.0% |
0.120 |
4.1% |
92% |
True |
False |
55,886 |
| 20 |
2.982 |
2.620 |
0.362 |
12.4% |
0.119 |
4.1% |
81% |
False |
False |
40,859 |
| 40 |
3.215 |
2.620 |
0.595 |
20.4% |
0.129 |
4.4% |
49% |
False |
False |
31,316 |
| 60 |
3.775 |
2.620 |
1.155 |
39.6% |
0.117 |
4.0% |
25% |
False |
False |
25,469 |
| 80 |
3.853 |
2.620 |
1.233 |
42.3% |
0.109 |
3.7% |
24% |
False |
False |
21,977 |
| 100 |
3.880 |
2.620 |
1.260 |
43.3% |
0.099 |
3.4% |
23% |
False |
False |
18,558 |
| 120 |
3.885 |
2.620 |
1.265 |
43.4% |
0.092 |
3.1% |
23% |
False |
False |
16,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.318 |
|
2.618 |
3.173 |
|
1.618 |
3.084 |
|
1.000 |
3.029 |
|
0.618 |
2.995 |
|
HIGH |
2.940 |
|
0.618 |
2.906 |
|
0.500 |
2.896 |
|
0.382 |
2.885 |
|
LOW |
2.851 |
|
0.618 |
2.796 |
|
1.000 |
2.762 |
|
1.618 |
2.707 |
|
2.618 |
2.618 |
|
4.250 |
2.473 |
|
|
| Fisher Pivots for day following 19-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.907 |
2.891 |
| PP |
2.901 |
2.869 |
| S1 |
2.896 |
2.848 |
|