NYMEX Natural Gas Future July 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 |
2.968 |
3.093 |
0.125 |
4.2% |
2.955 |
| High |
3.099 |
3.134 |
0.035 |
1.1% |
3.099 |
| Low |
2.968 |
2.983 |
0.015 |
0.5% |
2.850 |
| Close |
3.081 |
3.010 |
-0.071 |
-2.3% |
3.081 |
| Range |
0.131 |
0.151 |
0.020 |
15.3% |
0.249 |
| ATR |
0.118 |
0.121 |
0.002 |
2.0% |
0.000 |
| Volume |
30,295 |
29,220 |
-1,075 |
-3.5% |
81,121 |
|
| Daily Pivots for day following 23-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.495 |
3.404 |
3.093 |
|
| R3 |
3.344 |
3.253 |
3.052 |
|
| R2 |
3.193 |
3.193 |
3.038 |
|
| R1 |
3.102 |
3.102 |
3.024 |
3.072 |
| PP |
3.042 |
3.042 |
3.042 |
3.028 |
| S1 |
2.951 |
2.951 |
2.996 |
2.921 |
| S2 |
2.891 |
2.891 |
2.982 |
|
| S3 |
2.740 |
2.800 |
2.968 |
|
| S4 |
2.589 |
2.649 |
2.927 |
|
|
| 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 |
3.134 |
2.850 |
0.284 |
9.4% |
0.124 |
4.1% |
56% |
True |
False |
22,068 |
| 10 |
3.134 |
2.758 |
0.376 |
12.5% |
0.123 |
4.1% |
67% |
True |
False |
20,795 |
| 20 |
3.134 |
2.734 |
0.400 |
13.3% |
0.108 |
3.6% |
69% |
True |
False |
15,742 |
| 40 |
3.264 |
2.734 |
0.530 |
17.6% |
0.120 |
4.0% |
52% |
False |
False |
12,317 |
| 60 |
3.806 |
2.734 |
1.072 |
35.6% |
0.107 |
3.6% |
26% |
False |
False |
9,430 |
| 80 |
3.900 |
2.734 |
1.166 |
38.7% |
0.099 |
3.3% |
24% |
False |
False |
7,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.776 |
|
2.618 |
3.529 |
|
1.618 |
3.378 |
|
1.000 |
3.285 |
|
0.618 |
3.227 |
|
HIGH |
3.134 |
|
0.618 |
3.076 |
|
0.500 |
3.059 |
|
0.382 |
3.041 |
|
LOW |
2.983 |
|
0.618 |
2.890 |
|
1.000 |
2.832 |
|
1.618 |
2.739 |
|
2.618 |
2.588 |
|
4.250 |
2.341 |
|
|
| Fisher Pivots for day following 23-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3.059 |
3.033 |
| PP |
3.042 |
3.025 |
| S1 |
3.026 |
3.018 |
|