NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 27-Feb-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2015 |
27-Feb-2015 |
Change |
Change % |
Previous Week |
| Open |
2.996 |
2.836 |
-0.160 |
-5.3% |
3.093 |
| High |
3.000 |
2.876 |
-0.124 |
-4.1% |
3.134 |
| Low |
2.826 |
2.823 |
-0.003 |
-0.1% |
2.823 |
| Close |
2.834 |
2.864 |
0.030 |
1.1% |
2.864 |
| Range |
0.174 |
0.053 |
-0.121 |
-69.5% |
0.311 |
| ATR |
0.121 |
0.116 |
-0.005 |
-4.0% |
0.000 |
| Volume |
15,571 |
18,721 |
3,150 |
20.2% |
102,924 |
|
| Daily Pivots for day following 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.013 |
2.992 |
2.893 |
|
| R3 |
2.960 |
2.939 |
2.879 |
|
| R2 |
2.907 |
2.907 |
2.874 |
|
| R1 |
2.886 |
2.886 |
2.869 |
2.897 |
| PP |
2.854 |
2.854 |
2.854 |
2.860 |
| S1 |
2.833 |
2.833 |
2.859 |
2.844 |
| S2 |
2.801 |
2.801 |
2.854 |
|
| S3 |
2.748 |
2.780 |
2.849 |
|
| S4 |
2.695 |
2.727 |
2.835 |
|
|
| Weekly Pivots for week ending 27-Feb-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.873 |
3.680 |
3.035 |
|
| R3 |
3.562 |
3.369 |
2.950 |
|
| R2 |
3.251 |
3.251 |
2.921 |
|
| R1 |
3.058 |
3.058 |
2.893 |
2.999 |
| PP |
2.940 |
2.940 |
2.940 |
2.911 |
| S1 |
2.747 |
2.747 |
2.835 |
2.688 |
| S2 |
2.629 |
2.629 |
2.807 |
|
| S3 |
2.318 |
2.436 |
2.778 |
|
| S4 |
2.007 |
2.125 |
2.693 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.134 |
2.823 |
0.311 |
10.9% |
0.114 |
4.0% |
13% |
False |
True |
20,584 |
| 10 |
3.134 |
2.823 |
0.311 |
10.9% |
0.116 |
4.1% |
13% |
False |
True |
20,421 |
| 20 |
3.134 |
2.734 |
0.400 |
14.0% |
0.107 |
3.7% |
33% |
False |
False |
17,630 |
| 40 |
3.264 |
2.734 |
0.530 |
18.5% |
0.122 |
4.3% |
25% |
False |
False |
13,838 |
| 60 |
3.666 |
2.734 |
0.932 |
32.5% |
0.109 |
3.8% |
14% |
False |
False |
10,501 |
| 80 |
3.900 |
2.734 |
1.166 |
40.7% |
0.101 |
3.5% |
11% |
False |
False |
8,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.101 |
|
2.618 |
3.015 |
|
1.618 |
2.962 |
|
1.000 |
2.929 |
|
0.618 |
2.909 |
|
HIGH |
2.876 |
|
0.618 |
2.856 |
|
0.500 |
2.850 |
|
0.382 |
2.843 |
|
LOW |
2.823 |
|
0.618 |
2.790 |
|
1.000 |
2.770 |
|
1.618 |
2.737 |
|
2.618 |
2.684 |
|
4.250 |
2.598 |
|
|
| Fisher Pivots for day following 27-Feb-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.859 |
2.933 |
| PP |
2.854 |
2.910 |
| S1 |
2.850 |
2.887 |
|