NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 03-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2015 |
03-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.849 |
2.801 |
-0.048 |
-1.7% |
3.093 |
| High |
2.888 |
2.860 |
-0.028 |
-1.0% |
3.134 |
| Low |
2.800 |
2.789 |
-0.011 |
-0.4% |
2.823 |
| Close |
2.833 |
2.847 |
0.014 |
0.5% |
2.864 |
| Range |
0.088 |
0.071 |
-0.017 |
-19.3% |
0.311 |
| ATR |
0.114 |
0.111 |
-0.003 |
-2.7% |
0.000 |
| Volume |
13,109 |
10,487 |
-2,622 |
-20.0% |
102,924 |
|
| Daily Pivots for day following 03-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.045 |
3.017 |
2.886 |
|
| R3 |
2.974 |
2.946 |
2.867 |
|
| R2 |
2.903 |
2.903 |
2.860 |
|
| R1 |
2.875 |
2.875 |
2.854 |
2.889 |
| PP |
2.832 |
2.832 |
2.832 |
2.839 |
| S1 |
2.804 |
2.804 |
2.840 |
2.818 |
| S2 |
2.761 |
2.761 |
2.834 |
|
| S3 |
2.690 |
2.733 |
2.827 |
|
| S4 |
2.619 |
2.662 |
2.808 |
|
|
| 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 |
3.043 |
2.789 |
0.254 |
8.9% |
0.096 |
3.4% |
23% |
False |
True |
14,892 |
| 10 |
3.134 |
2.789 |
0.345 |
12.1% |
0.103 |
3.6% |
17% |
False |
True |
19,175 |
| 20 |
3.134 |
2.734 |
0.400 |
14.0% |
0.108 |
3.8% |
28% |
False |
False |
17,522 |
| 40 |
3.264 |
2.734 |
0.530 |
18.6% |
0.118 |
4.1% |
21% |
False |
False |
14,281 |
| 60 |
3.650 |
2.734 |
0.916 |
32.2% |
0.110 |
3.9% |
12% |
False |
False |
10,765 |
| 80 |
3.900 |
2.734 |
1.166 |
41.0% |
0.101 |
3.6% |
10% |
False |
False |
9,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.162 |
|
2.618 |
3.046 |
|
1.618 |
2.975 |
|
1.000 |
2.931 |
|
0.618 |
2.904 |
|
HIGH |
2.860 |
|
0.618 |
2.833 |
|
0.500 |
2.825 |
|
0.382 |
2.816 |
|
LOW |
2.789 |
|
0.618 |
2.745 |
|
1.000 |
2.718 |
|
1.618 |
2.674 |
|
2.618 |
2.603 |
|
4.250 |
2.487 |
|
|
| Fisher Pivots for day following 03-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.840 |
2.844 |
| PP |
2.832 |
2.841 |
| S1 |
2.825 |
2.839 |
|