NYMEX Natural Gas Future June 2015
| Trading Metrics calculated at close of trading on 23-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2015 |
23-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.934 |
3.067 |
0.133 |
4.5% |
2.894 |
| High |
3.064 |
3.096 |
0.032 |
1.0% |
3.064 |
| Low |
2.925 |
2.929 |
0.004 |
0.1% |
2.797 |
| Close |
3.037 |
2.959 |
-0.078 |
-2.6% |
3.037 |
| Range |
0.139 |
0.167 |
0.028 |
20.1% |
0.267 |
| ATR |
0.123 |
0.126 |
0.003 |
2.6% |
0.000 |
| Volume |
33,846 |
34,149 |
303 |
0.9% |
98,156 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.496 |
3.394 |
3.051 |
|
| R3 |
3.329 |
3.227 |
3.005 |
|
| R2 |
3.162 |
3.162 |
2.990 |
|
| R1 |
3.060 |
3.060 |
2.974 |
3.028 |
| PP |
2.995 |
2.995 |
2.995 |
2.978 |
| S1 |
2.893 |
2.893 |
2.944 |
2.861 |
| S2 |
2.828 |
2.828 |
2.928 |
|
| S3 |
2.661 |
2.726 |
2.913 |
|
| S4 |
2.494 |
2.559 |
2.867 |
|
|
| 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 |
3.096 |
2.797 |
0.299 |
10.1% |
0.130 |
4.4% |
54% |
True |
False |
26,461 |
| 10 |
3.096 |
2.698 |
0.398 |
13.5% |
0.130 |
4.4% |
66% |
True |
False |
24,705 |
| 20 |
3.096 |
2.671 |
0.425 |
14.4% |
0.115 |
3.9% |
68% |
True |
False |
18,977 |
| 40 |
3.229 |
2.671 |
0.558 |
18.9% |
0.125 |
4.2% |
52% |
False |
False |
15,308 |
| 60 |
3.773 |
2.671 |
1.102 |
37.2% |
0.112 |
3.8% |
26% |
False |
False |
11,513 |
| 80 |
3.872 |
2.671 |
1.201 |
40.6% |
0.103 |
3.5% |
24% |
False |
False |
9,598 |
| 100 |
3.885 |
2.671 |
1.214 |
41.0% |
0.093 |
3.1% |
24% |
False |
False |
8,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.806 |
|
2.618 |
3.533 |
|
1.618 |
3.366 |
|
1.000 |
3.263 |
|
0.618 |
3.199 |
|
HIGH |
3.096 |
|
0.618 |
3.032 |
|
0.500 |
3.013 |
|
0.382 |
2.993 |
|
LOW |
2.929 |
|
0.618 |
2.826 |
|
1.000 |
2.762 |
|
1.618 |
2.659 |
|
2.618 |
2.492 |
|
4.250 |
2.219 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.013 |
2.992 |
| PP |
2.995 |
2.981 |
| S1 |
2.977 |
2.970 |
|