NYMEX Natural Gas Future June 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 |
2.915 |
2.934 |
0.019 |
0.7% |
2.894 |
| High |
2.969 |
3.064 |
0.095 |
3.2% |
3.064 |
| Low |
2.887 |
2.925 |
0.038 |
1.3% |
2.797 |
| Close |
2.953 |
3.037 |
0.084 |
2.8% |
3.037 |
| Range |
0.082 |
0.139 |
0.057 |
69.5% |
0.267 |
| ATR |
0.122 |
0.123 |
0.001 |
1.0% |
0.000 |
| Volume |
22,457 |
33,846 |
11,389 |
50.7% |
98,156 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.426 |
3.370 |
3.113 |
|
| R3 |
3.287 |
3.231 |
3.075 |
|
| R2 |
3.148 |
3.148 |
3.062 |
|
| R1 |
3.092 |
3.092 |
3.050 |
3.120 |
| PP |
3.009 |
3.009 |
3.009 |
3.023 |
| S1 |
2.953 |
2.953 |
3.024 |
2.981 |
| S2 |
2.870 |
2.870 |
3.012 |
|
| S3 |
2.731 |
2.814 |
2.999 |
|
| S4 |
2.592 |
2.675 |
2.961 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.767 |
3.669 |
3.184 |
|
| R3 |
3.500 |
3.402 |
3.110 |
|
| R2 |
3.233 |
3.233 |
3.086 |
|
| R1 |
3.135 |
3.135 |
3.061 |
3.184 |
| PP |
2.966 |
2.966 |
2.966 |
2.991 |
| S1 |
2.868 |
2.868 |
3.013 |
2.917 |
| S2 |
2.699 |
2.699 |
2.988 |
|
| S3 |
2.432 |
2.601 |
2.964 |
|
| S4 |
2.165 |
2.334 |
2.890 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.064 |
2.765 |
0.299 |
9.8% |
0.124 |
4.1% |
91% |
True |
False |
24,146 |
| 10 |
3.064 |
2.682 |
0.382 |
12.6% |
0.118 |
3.9% |
93% |
True |
False |
22,866 |
| 20 |
3.064 |
2.671 |
0.393 |
12.9% |
0.111 |
3.6% |
93% |
True |
False |
18,025 |
| 40 |
3.229 |
2.671 |
0.558 |
18.4% |
0.123 |
4.0% |
66% |
False |
False |
14,584 |
| 60 |
3.773 |
2.671 |
1.102 |
36.3% |
0.111 |
3.7% |
33% |
False |
False |
11,015 |
| 80 |
3.872 |
2.671 |
1.201 |
39.5% |
0.102 |
3.3% |
30% |
False |
False |
9,195 |
| 100 |
3.900 |
2.671 |
1.229 |
40.5% |
0.092 |
3.0% |
30% |
False |
False |
7,716 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.655 |
|
2.618 |
3.428 |
|
1.618 |
3.289 |
|
1.000 |
3.203 |
|
0.618 |
3.150 |
|
HIGH |
3.064 |
|
0.618 |
3.011 |
|
0.500 |
2.995 |
|
0.382 |
2.978 |
|
LOW |
2.925 |
|
0.618 |
2.839 |
|
1.000 |
2.786 |
|
1.618 |
2.700 |
|
2.618 |
2.561 |
|
4.250 |
2.334 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.023 |
3.009 |
| PP |
3.009 |
2.980 |
| S1 |
2.995 |
2.952 |
|