NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 18-Feb-2015
Day Change Summary
Previous Current
17-Feb-2015 18-Feb-2015 Change Change % Previous Week
Open 2.818 2.780 -0.038 -1.3% 2.659
High 2.896 2.841 -0.055 -1.9% 2.883
Low 2.697 2.732 0.035 1.3% 2.571
Close 2.759 2.831 0.072 2.6% 2.804
Range 0.199 0.109 -0.090 -45.2% 0.312
ATR 0.163 0.159 -0.004 -2.4% 0.000
Volume 169,186 118,991 -50,195 -29.7% 917,736
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.128 3.089 2.891
R3 3.019 2.980 2.861
R2 2.910 2.910 2.851
R1 2.871 2.871 2.841 2.891
PP 2.801 2.801 2.801 2.811
S1 2.762 2.762 2.821 2.782
S2 2.692 2.692 2.811
S3 2.583 2.653 2.801
S4 2.474 2.544 2.771
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 2.656 0.240 8.5% 0.168 5.9% 73% False False 173,800
10 2.896 2.567 0.329 11.6% 0.141 5.0% 80% False False 157,889
20 3.010 2.567 0.443 15.6% 0.142 5.0% 60% False False 140,267
40 3.655 2.567 1.088 38.4% 0.165 5.8% 24% False False 105,988
60 4.530 2.567 1.963 69.3% 0.165 5.8% 13% False False 86,307
80 4.530 2.567 1.963 69.3% 0.161 5.7% 13% False False 74,947
100 4.530 2.567 1.963 69.3% 0.148 5.2% 13% False False 64,099
120 4.530 2.567 1.963 69.3% 0.137 4.9% 13% False False 55,928
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.304
2.618 3.126
1.618 3.017
1.000 2.950
0.618 2.908
HIGH 2.841
0.618 2.799
0.500 2.787
0.382 2.774
LOW 2.732
0.618 2.665
1.000 2.623
1.618 2.556
2.618 2.447
4.250 2.269
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 2.816 2.813
PP 2.801 2.794
S1 2.787 2.776

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

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