NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 04-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2015 |
04-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.801 |
2.872 |
0.071 |
2.5% |
3.093 |
| High |
2.860 |
2.906 |
0.046 |
1.6% |
3.134 |
| Low |
2.789 |
2.862 |
0.073 |
2.6% |
2.823 |
| Close |
2.847 |
2.896 |
0.049 |
1.7% |
2.864 |
| Range |
0.071 |
0.044 |
-0.027 |
-38.0% |
0.311 |
| ATR |
0.111 |
0.108 |
-0.004 |
-3.4% |
0.000 |
| Volume |
10,487 |
12,213 |
1,726 |
16.5% |
102,924 |
|
| Daily Pivots for day following 04-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.020 |
3.002 |
2.920 |
|
| R3 |
2.976 |
2.958 |
2.908 |
|
| R2 |
2.932 |
2.932 |
2.904 |
|
| R1 |
2.914 |
2.914 |
2.900 |
2.923 |
| PP |
2.888 |
2.888 |
2.888 |
2.893 |
| S1 |
2.870 |
2.870 |
2.892 |
2.879 |
| S2 |
2.844 |
2.844 |
2.888 |
|
| S3 |
2.800 |
2.826 |
2.884 |
|
| S4 |
2.756 |
2.782 |
2.872 |
|
|
| 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 |
3.000 |
2.789 |
0.211 |
7.3% |
0.086 |
3.0% |
51% |
False |
False |
14,020 |
| 10 |
3.134 |
2.789 |
0.345 |
11.9% |
0.099 |
3.4% |
31% |
False |
False |
18,362 |
| 20 |
3.134 |
2.734 |
0.400 |
13.8% |
0.104 |
3.6% |
41% |
False |
False |
17,695 |
| 40 |
3.264 |
2.734 |
0.530 |
18.3% |
0.113 |
3.9% |
31% |
False |
False |
14,515 |
| 60 |
3.650 |
2.734 |
0.916 |
31.6% |
0.109 |
3.8% |
18% |
False |
False |
10,911 |
| 80 |
3.846 |
2.734 |
1.112 |
38.4% |
0.100 |
3.5% |
15% |
False |
False |
9,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.093 |
|
2.618 |
3.021 |
|
1.618 |
2.977 |
|
1.000 |
2.950 |
|
0.618 |
2.933 |
|
HIGH |
2.906 |
|
0.618 |
2.889 |
|
0.500 |
2.884 |
|
0.382 |
2.879 |
|
LOW |
2.862 |
|
0.618 |
2.835 |
|
1.000 |
2.818 |
|
1.618 |
2.791 |
|
2.618 |
2.747 |
|
4.250 |
2.675 |
|
|
| Fisher Pivots for day following 04-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.892 |
2.880 |
| PP |
2.888 |
2.864 |
| S1 |
2.884 |
2.848 |
|