NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 11-Feb-2015
Day Change Summary
Previous Current
10-Feb-2015 11-Feb-2015 Change Change % Previous Week
Open 2.620 2.693 0.073 2.8% 2.664
High 2.746 2.857 0.111 4.0% 2.783
Low 2.609 2.685 0.076 2.9% 2.567
Close 2.677 2.797 0.120 4.5% 2.579
Range 0.137 0.172 0.035 25.5% 0.216
ATR 0.155 0.157 0.002 1.1% 0.000
Volume 185,719 211,496 25,777 13.9% 597,785
Daily Pivots for day following 11-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.296 3.218 2.892
R3 3.124 3.046 2.844
R2 2.952 2.952 2.829
R1 2.874 2.874 2.813 2.913
PP 2.780 2.780 2.780 2.799
S1 2.702 2.702 2.781 2.741
S2 2.608 2.608 2.765
S3 2.436 2.530 2.750
S4 2.264 2.358 2.702
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.291 3.151 2.698
R3 3.075 2.935 2.638
R2 2.859 2.859 2.619
R1 2.719 2.719 2.599 2.681
PP 2.643 2.643 2.643 2.624
S1 2.503 2.503 2.559 2.465
S2 2.427 2.427 2.539
S3 2.211 2.287 2.520
S4 1.995 2.071 2.460
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.857 2.567 0.290 10.4% 0.122 4.4% 79% True False 162,366
10 2.924 2.567 0.357 12.8% 0.132 4.7% 64% False False 142,829
20 3.299 2.567 0.732 26.2% 0.160 5.7% 31% False False 136,468
40 3.907 2.567 1.340 47.9% 0.164 5.9% 17% False False 93,434
60 4.530 2.567 1.963 70.2% 0.167 6.0% 12% False False 78,465
80 4.530 2.567 1.963 70.2% 0.158 5.6% 12% False False 67,635
100 4.530 2.567 1.963 70.2% 0.144 5.2% 12% False False 58,065
120 4.530 2.567 1.963 70.2% 0.134 4.8% 12% False False 50,765
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.588
2.618 3.307
1.618 3.135
1.000 3.029
0.618 2.963
HIGH 2.857
0.618 2.791
0.500 2.771
0.382 2.751
LOW 2.685
0.618 2.579
1.000 2.513
1.618 2.407
2.618 2.235
4.250 1.954
Fisher Pivots for day following 11-Feb-2015
Pivot 1 day 3 day
R1 2.788 2.769
PP 2.780 2.742
S1 2.771 2.714

These figures are updated between 7pm and 10pm EST after a trading day.

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