NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 2.664 2.692 0.028 1.1% 2.858
High 2.707 2.783 0.076 2.8% 2.966
Low 2.608 2.650 0.042 1.6% 2.637
Close 2.680 2.754 0.074 2.8% 2.691
Range 0.099 0.133 0.034 34.3% 0.329
ATR 0.176 0.173 -0.003 -1.7% 0.000
Volume 101,830 122,976 21,146 20.8% 630,705
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.128 3.074 2.827
R3 2.995 2.941 2.791
R2 2.862 2.862 2.778
R1 2.808 2.808 2.766 2.835
PP 2.729 2.729 2.729 2.743
S1 2.675 2.675 2.742 2.702
S2 2.596 2.596 2.730
S3 2.463 2.542 2.717
S4 2.330 2.409 2.681
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.752 3.550 2.872
R3 3.423 3.221 2.781
R2 3.094 3.094 2.751
R1 2.892 2.892 2.721 2.829
PP 2.765 2.765 2.765 2.733
S1 2.563 2.563 2.661 2.500
S2 2.436 2.436 2.631
S3 2.107 2.234 2.601
S4 1.778 1.905 2.510
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.924 2.608 0.316 11.5% 0.136 5.0% 46% False False 126,818
10 3.010 2.608 0.402 14.6% 0.143 5.2% 36% False False 122,646
20 3.299 2.608 0.691 25.1% 0.167 6.1% 21% False False 111,700
40 3.907 2.608 1.299 47.2% 0.168 6.1% 11% False False 79,102
60 4.530 2.608 1.922 69.8% 0.173 6.3% 8% False False 68,789
80 4.530 2.608 1.922 69.8% 0.155 5.6% 8% False False 57,726
100 4.530 2.608 1.922 69.8% 0.142 5.2% 8% False False 49,720
120 4.530 2.608 1.922 69.8% 0.132 4.8% 8% False False 43,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.031
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.348
2.618 3.131
1.618 2.998
1.000 2.916
0.618 2.865
HIGH 2.783
0.618 2.732
0.500 2.717
0.382 2.701
LOW 2.650
0.618 2.568
1.000 2.517
1.618 2.435
2.618 2.302
4.250 2.085
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 2.742 2.735
PP 2.729 2.715
S1 2.717 2.696

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

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