NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 2.831 2.741 -0.090 -3.2% 2.705
High 2.919 2.756 -0.163 -5.6% 2.935
Low 2.762 2.691 -0.071 -2.6% 2.680
Close 2.786 2.733 -0.053 -1.9% 2.786
Range 0.157 0.065 -0.092 -58.6% 0.255
ATR 0.129 0.127 -0.002 -1.9% 0.000
Volume 145,544 111,016 -34,528 -23.7% 682,046
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.922 2.892 2.769
R3 2.857 2.827 2.751
R2 2.792 2.792 2.745
R1 2.762 2.762 2.739 2.745
PP 2.727 2.727 2.727 2.718
S1 2.697 2.697 2.727 2.680
S2 2.662 2.662 2.721
S3 2.597 2.632 2.715
S4 2.532 2.567 2.697
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.565 3.431 2.926
R3 3.310 3.176 2.856
R2 3.055 3.055 2.833
R1 2.921 2.921 2.809 2.988
PP 2.800 2.800 2.800 2.834
S1 2.666 2.666 2.763 2.733
S2 2.545 2.545 2.739
S3 2.290 2.411 2.716
S4 2.035 2.156 2.646
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.935 2.691 0.244 8.9% 0.130 4.8% 17% False True 142,078
10 2.935 2.662 0.273 10.0% 0.119 4.3% 26% False False 128,112
20 2.974 2.641 0.333 12.2% 0.114 4.2% 28% False False 127,654
40 3.045 2.589 0.456 16.7% 0.121 4.4% 32% False False 105,807
60 3.194 2.589 0.605 22.1% 0.133 4.9% 24% False False 86,482
80 3.820 2.589 1.231 45.0% 0.125 4.6% 12% False False 72,938
100 3.895 2.589 1.306 47.8% 0.120 4.4% 11% False False 65,717
120 3.905 2.589 1.316 48.2% 0.111 4.0% 11% False False 57,016
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.032
2.618 2.926
1.618 2.861
1.000 2.821
0.618 2.796
HIGH 2.756
0.618 2.731
0.500 2.724
0.382 2.716
LOW 2.691
0.618 2.651
1.000 2.626
1.618 2.586
2.618 2.521
4.250 2.415
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 2.730 2.810
PP 2.727 2.784
S1 2.724 2.759

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

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