NYMEX Natural Gas Future July 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 |
2.963 |
2.968 |
0.005 |
0.2% |
2.955 |
| High |
3.015 |
3.099 |
0.084 |
2.8% |
3.099 |
| Low |
2.931 |
2.968 |
0.037 |
1.3% |
2.850 |
| Close |
2.998 |
3.081 |
0.083 |
2.8% |
3.081 |
| Range |
0.084 |
0.131 |
0.047 |
56.0% |
0.249 |
| ATR |
0.117 |
0.118 |
0.001 |
0.8% |
0.000 |
| Volume |
14,595 |
30,295 |
15,700 |
107.6% |
81,121 |
|
| Daily Pivots for day following 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.442 |
3.393 |
3.153 |
|
| R3 |
3.311 |
3.262 |
3.117 |
|
| R2 |
3.180 |
3.180 |
3.105 |
|
| R1 |
3.131 |
3.131 |
3.093 |
3.156 |
| PP |
3.049 |
3.049 |
3.049 |
3.062 |
| S1 |
3.000 |
3.000 |
3.069 |
3.025 |
| S2 |
2.918 |
2.918 |
3.057 |
|
| S3 |
2.787 |
2.869 |
3.045 |
|
| S4 |
2.656 |
2.738 |
3.009 |
|
|
| Weekly Pivots for week ending 20-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.757 |
3.668 |
3.218 |
|
| R3 |
3.508 |
3.419 |
3.149 |
|
| R2 |
3.259 |
3.259 |
3.127 |
|
| R1 |
3.170 |
3.170 |
3.104 |
3.215 |
| PP |
3.010 |
3.010 |
3.010 |
3.032 |
| S1 |
2.921 |
2.921 |
3.058 |
2.966 |
| S2 |
2.761 |
2.761 |
3.035 |
|
| S3 |
2.512 |
2.672 |
3.013 |
|
| S4 |
2.263 |
2.423 |
2.944 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.099 |
2.832 |
0.267 |
8.7% |
0.118 |
3.8% |
93% |
True |
False |
20,259 |
| 10 |
3.099 |
2.742 |
0.357 |
11.6% |
0.112 |
3.6% |
95% |
True |
False |
19,033 |
| 20 |
3.099 |
2.734 |
0.365 |
11.8% |
0.105 |
3.4% |
95% |
True |
False |
14,923 |
| 40 |
3.264 |
2.734 |
0.530 |
17.2% |
0.118 |
3.8% |
65% |
False |
False |
11,728 |
| 60 |
3.806 |
2.734 |
1.072 |
34.8% |
0.106 |
3.5% |
32% |
False |
False |
9,032 |
| 80 |
3.900 |
2.734 |
1.166 |
37.8% |
0.097 |
3.2% |
30% |
False |
False |
7,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.656 |
|
2.618 |
3.442 |
|
1.618 |
3.311 |
|
1.000 |
3.230 |
|
0.618 |
3.180 |
|
HIGH |
3.099 |
|
0.618 |
3.049 |
|
0.500 |
3.034 |
|
0.382 |
3.018 |
|
LOW |
2.968 |
|
0.618 |
2.887 |
|
1.000 |
2.837 |
|
1.618 |
2.756 |
|
2.618 |
2.625 |
|
4.250 |
2.411 |
|
|
| Fisher Pivots for day following 20-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.065 |
3.052 |
| PP |
3.049 |
3.023 |
| S1 |
3.034 |
2.994 |
|