NYMEX Natural Gas Future June 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 |
2.803 |
2.866 |
0.063 |
2.2% |
3.067 |
| High |
2.855 |
2.937 |
0.082 |
2.9% |
3.096 |
| Low |
2.803 |
2.820 |
0.017 |
0.6% |
2.771 |
| Close |
2.845 |
2.917 |
0.072 |
2.5% |
2.812 |
| Range |
0.052 |
0.117 |
0.065 |
125.0% |
0.325 |
| ATR |
0.113 |
0.114 |
0.000 |
0.2% |
0.000 |
| Volume |
16,837 |
16,102 |
-735 |
-4.4% |
116,480 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.242 |
3.197 |
2.981 |
|
| R3 |
3.125 |
3.080 |
2.949 |
|
| R2 |
3.008 |
3.008 |
2.938 |
|
| R1 |
2.963 |
2.963 |
2.928 |
2.986 |
| PP |
2.891 |
2.891 |
2.891 |
2.903 |
| S1 |
2.846 |
2.846 |
2.906 |
2.869 |
| S2 |
2.774 |
2.774 |
2.896 |
|
| S3 |
2.657 |
2.729 |
2.885 |
|
| S4 |
2.540 |
2.612 |
2.853 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.868 |
3.665 |
2.991 |
|
| R3 |
3.543 |
3.340 |
2.901 |
|
| R2 |
3.218 |
3.218 |
2.872 |
|
| R1 |
3.015 |
3.015 |
2.842 |
2.954 |
| PP |
2.893 |
2.893 |
2.893 |
2.863 |
| S1 |
2.690 |
2.690 |
2.782 |
2.629 |
| S2 |
2.568 |
2.568 |
2.752 |
|
| S3 |
2.243 |
2.365 |
2.723 |
|
| S4 |
1.918 |
2.040 |
2.633 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.937 |
2.733 |
0.204 |
7.0% |
0.079 |
2.7% |
90% |
True |
False |
17,531 |
| 10 |
3.096 |
2.733 |
0.363 |
12.4% |
0.110 |
3.8% |
51% |
False |
False |
21,906 |
| 20 |
3.096 |
2.671 |
0.425 |
14.6% |
0.112 |
3.8% |
58% |
False |
False |
21,505 |
| 40 |
3.229 |
2.671 |
0.558 |
19.1% |
0.119 |
4.1% |
44% |
False |
False |
17,967 |
| 60 |
3.622 |
2.671 |
0.951 |
32.6% |
0.114 |
3.9% |
26% |
False |
False |
13,569 |
| 80 |
3.811 |
2.671 |
1.140 |
39.1% |
0.105 |
3.6% |
22% |
False |
False |
11,223 |
| 100 |
3.872 |
2.671 |
1.201 |
41.2% |
0.097 |
3.3% |
20% |
False |
False |
9,416 |
| 120 |
3.905 |
2.671 |
1.234 |
42.3% |
0.089 |
3.1% |
20% |
False |
False |
8,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.434 |
|
2.618 |
3.243 |
|
1.618 |
3.126 |
|
1.000 |
3.054 |
|
0.618 |
3.009 |
|
HIGH |
2.937 |
|
0.618 |
2.892 |
|
0.500 |
2.879 |
|
0.382 |
2.865 |
|
LOW |
2.820 |
|
0.618 |
2.748 |
|
1.000 |
2.703 |
|
1.618 |
2.631 |
|
2.618 |
2.514 |
|
4.250 |
2.323 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.904 |
2.890 |
| PP |
2.891 |
2.862 |
| S1 |
2.879 |
2.835 |
|