NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 20-Feb-2015
Day Change Summary
Previous Current
19-Feb-2015 20-Feb-2015 Change Change % Previous Week
Open 2.825 2.815 -0.010 -0.4% 2.818
High 2.885 2.984 0.099 3.4% 2.984
Low 2.772 2.801 0.029 1.0% 2.697
Close 2.834 2.951 0.117 4.1% 2.951
Range 0.113 0.183 0.070 61.9% 0.287
ATR 0.156 0.158 0.002 1.3% 0.000
Volume 146,522 121,855 -24,667 -16.8% 556,554
Daily Pivots for day following 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.461 3.389 3.052
R3 3.278 3.206 3.001
R2 3.095 3.095 2.985
R1 3.023 3.023 2.968 3.059
PP 2.912 2.912 2.912 2.930
S1 2.840 2.840 2.934 2.876
S2 2.729 2.729 2.917
S3 2.546 2.657 2.901
S4 2.363 2.474 2.850
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.738 3.632 3.109
R3 3.451 3.345 3.030
R2 3.164 3.164 3.004
R1 3.058 3.058 2.977 3.111
PP 2.877 2.877 2.877 2.904
S1 2.771 2.771 2.925 2.824
S2 2.590 2.590 2.898
S3 2.303 2.484 2.872
S4 2.016 2.197 2.793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.984 2.656 0.328 11.1% 0.152 5.1% 90% True False 139,512
10 2.984 2.567 0.417 14.1% 0.145 4.9% 92% True False 160,643
20 2.984 2.567 0.417 14.1% 0.137 4.7% 92% True False 140,429
40 3.299 2.567 0.732 24.8% 0.162 5.5% 52% False False 110,398
60 4.412 2.567 1.845 62.5% 0.162 5.5% 21% False False 88,550
80 4.530 2.567 1.963 66.5% 0.163 5.5% 20% False False 77,736
100 4.530 2.567 1.963 66.5% 0.149 5.0% 20% False False 66,415
120 4.530 2.567 1.963 66.5% 0.138 4.7% 20% False False 57,904
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 0.038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.762
2.618 3.463
1.618 3.280
1.000 3.167
0.618 3.097
HIGH 2.984
0.618 2.914
0.500 2.893
0.382 2.871
LOW 2.801
0.618 2.688
1.000 2.618
1.618 2.505
2.618 2.322
4.250 2.023
Fisher Pivots for day following 20-Feb-2015
Pivot 1 day 3 day
R1 2.932 2.920
PP 2.912 2.889
S1 2.893 2.858

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

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