NYMEX Natural Gas Future May 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 |
2.883 |
2.896 |
0.013 |
0.5% |
2.855 |
| High |
2.940 |
3.033 |
0.093 |
3.2% |
3.033 |
| Low |
2.851 |
2.880 |
0.029 |
1.0% |
2.755 |
| Close |
2.913 |
3.003 |
0.090 |
3.1% |
3.003 |
| Range |
0.089 |
0.153 |
0.064 |
71.9% |
0.278 |
| ATR |
0.128 |
0.130 |
0.002 |
1.4% |
0.000 |
| Volume |
44,996 |
60,257 |
15,261 |
33.9% |
200,569 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.431 |
3.370 |
3.087 |
|
| R3 |
3.278 |
3.217 |
3.045 |
|
| R2 |
3.125 |
3.125 |
3.031 |
|
| R1 |
3.064 |
3.064 |
3.017 |
3.095 |
| PP |
2.972 |
2.972 |
2.972 |
2.987 |
| S1 |
2.911 |
2.911 |
2.989 |
2.942 |
| S2 |
2.819 |
2.819 |
2.975 |
|
| S3 |
2.666 |
2.758 |
2.961 |
|
| S4 |
2.513 |
2.605 |
2.919 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.764 |
3.662 |
3.156 |
|
| R3 |
3.486 |
3.384 |
3.079 |
|
| R2 |
3.208 |
3.208 |
3.054 |
|
| R1 |
3.106 |
3.106 |
3.028 |
3.157 |
| PP |
2.930 |
2.930 |
2.930 |
2.956 |
| S1 |
2.828 |
2.828 |
2.978 |
2.879 |
| S2 |
2.652 |
2.652 |
2.952 |
|
| S3 |
2.374 |
2.550 |
2.927 |
|
| S4 |
2.096 |
2.272 |
2.850 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.033 |
2.722 |
0.311 |
10.4% |
0.131 |
4.4% |
90% |
True |
False |
54,153 |
| 10 |
3.033 |
2.634 |
0.399 |
13.3% |
0.125 |
4.2% |
92% |
True |
False |
58,802 |
| 20 |
3.033 |
2.620 |
0.413 |
13.8% |
0.116 |
3.9% |
93% |
True |
False |
42,416 |
| 40 |
3.200 |
2.620 |
0.580 |
19.3% |
0.130 |
4.3% |
66% |
False |
False |
32,408 |
| 60 |
3.775 |
2.620 |
1.155 |
38.5% |
0.118 |
3.9% |
33% |
False |
False |
26,086 |
| 80 |
3.853 |
2.620 |
1.233 |
41.1% |
0.110 |
3.7% |
31% |
False |
False |
22,659 |
| 100 |
3.880 |
2.620 |
1.260 |
42.0% |
0.100 |
3.3% |
30% |
False |
False |
19,123 |
| 120 |
3.883 |
2.620 |
1.263 |
42.1% |
0.092 |
3.1% |
30% |
False |
False |
16,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.683 |
|
2.618 |
3.434 |
|
1.618 |
3.281 |
|
1.000 |
3.186 |
|
0.618 |
3.128 |
|
HIGH |
3.033 |
|
0.618 |
2.975 |
|
0.500 |
2.957 |
|
0.382 |
2.938 |
|
LOW |
2.880 |
|
0.618 |
2.785 |
|
1.000 |
2.727 |
|
1.618 |
2.632 |
|
2.618 |
2.479 |
|
4.250 |
2.230 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.988 |
2.974 |
| PP |
2.972 |
2.945 |
| S1 |
2.957 |
2.916 |
|