NYMEX Natural Gas Future July 2015
| Trading Metrics calculated at close of trading on 05-Mar-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2015 |
05-Mar-2015 |
Change |
Change % |
Previous Week |
| Open |
2.872 |
2.908 |
0.036 |
1.3% |
3.093 |
| High |
2.906 |
2.984 |
0.078 |
2.7% |
3.134 |
| Low |
2.862 |
2.876 |
0.014 |
0.5% |
2.823 |
| Close |
2.896 |
2.966 |
0.070 |
2.4% |
2.864 |
| Range |
0.044 |
0.108 |
0.064 |
145.5% |
0.311 |
| ATR |
0.108 |
0.108 |
0.000 |
0.0% |
0.000 |
| Volume |
12,213 |
11,358 |
-855 |
-7.0% |
102,924 |
|
| Daily Pivots for day following 05-Mar-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.266 |
3.224 |
3.025 |
|
| R3 |
3.158 |
3.116 |
2.996 |
|
| R2 |
3.050 |
3.050 |
2.986 |
|
| R1 |
3.008 |
3.008 |
2.976 |
3.029 |
| PP |
2.942 |
2.942 |
2.942 |
2.953 |
| S1 |
2.900 |
2.900 |
2.956 |
2.921 |
| S2 |
2.834 |
2.834 |
2.946 |
|
| S3 |
2.726 |
2.792 |
2.936 |
|
| S4 |
2.618 |
2.684 |
2.907 |
|
|
| 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 |
2.984 |
2.789 |
0.195 |
6.6% |
0.073 |
2.5% |
91% |
True |
False |
13,177 |
| 10 |
3.134 |
2.789 |
0.345 |
11.6% |
0.101 |
3.4% |
51% |
False |
False |
18,038 |
| 20 |
3.134 |
2.734 |
0.400 |
13.5% |
0.105 |
3.5% |
58% |
False |
False |
17,661 |
| 40 |
3.264 |
2.734 |
0.530 |
17.9% |
0.114 |
3.8% |
44% |
False |
False |
14,651 |
| 60 |
3.650 |
2.734 |
0.916 |
30.9% |
0.109 |
3.7% |
25% |
False |
False |
11,028 |
| 80 |
3.836 |
2.734 |
1.102 |
37.2% |
0.100 |
3.4% |
21% |
False |
False |
9,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.443 |
|
2.618 |
3.267 |
|
1.618 |
3.159 |
|
1.000 |
3.092 |
|
0.618 |
3.051 |
|
HIGH |
2.984 |
|
0.618 |
2.943 |
|
0.500 |
2.930 |
|
0.382 |
2.917 |
|
LOW |
2.876 |
|
0.618 |
2.809 |
|
1.000 |
2.768 |
|
1.618 |
2.701 |
|
2.618 |
2.593 |
|
4.250 |
2.417 |
|
|
| Fisher Pivots for day following 05-Mar-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2.954 |
2.940 |
| PP |
2.942 |
2.913 |
| S1 |
2.930 |
2.887 |
|