NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 2.715 2.818 0.103 3.8% 2.659
High 2.811 2.896 0.085 3.0% 2.883
Low 2.656 2.697 0.041 1.5% 2.571
Close 2.804 2.759 -0.045 -1.6% 2.804
Range 0.155 0.199 0.044 28.4% 0.312
ATR 0.160 0.163 0.003 1.7% 0.000
Volume 141,007 169,186 28,179 20.0% 917,736
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.381 3.269 2.868
R3 3.182 3.070 2.814
R2 2.983 2.983 2.795
R1 2.871 2.871 2.777 2.828
PP 2.784 2.784 2.784 2.762
S1 2.672 2.672 2.741 2.629
S2 2.585 2.585 2.723
S3 2.386 2.473 2.704
S4 2.187 2.274 2.650
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.689 3.558 2.976
R3 3.377 3.246 2.890
R2 3.065 3.065 2.861
R1 2.934 2.934 2.833 3.000
PP 2.753 2.753 2.753 2.785
S1 2.622 2.622 2.775 2.688
S2 2.441 2.441 2.747
S3 2.129 2.310 2.718
S4 1.817 1.998 2.632
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.896 2.609 0.287 10.4% 0.173 6.3% 52% True False 187,145
10 2.896 2.567 0.329 11.9% 0.143 5.2% 58% True False 158,287
20 3.013 2.567 0.446 16.2% 0.147 5.3% 43% False False 141,698
40 3.770 2.567 1.203 43.6% 0.166 6.0% 16% False False 103,806
60 4.530 2.567 1.963 71.1% 0.168 6.1% 10% False False 85,367
80 4.530 2.567 1.963 71.1% 0.161 5.8% 10% False False 73,679
100 4.530 2.567 1.963 71.1% 0.148 5.4% 10% False False 63,022
120 4.530 2.567 1.963 71.1% 0.137 5.0% 10% False False 55,025
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 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.742
2.618 3.417
1.618 3.218
1.000 3.095
0.618 3.019
HIGH 2.896
0.618 2.820
0.500 2.797
0.382 2.773
LOW 2.697
0.618 2.574
1.000 2.498
1.618 2.375
2.618 2.176
4.250 1.851
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 2.797 2.776
PP 2.784 2.770
S1 2.772 2.765

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

View Archives - Comment on this page... - Back to Index of Symbols