NYMEX Natural Gas Future March 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 2.815 2.963 0.148 5.3% 2.818
High 2.984 3.039 0.055 1.8% 2.984
Low 2.801 2.845 0.044 1.6% 2.697
Close 2.951 2.879 -0.072 -2.4% 2.951
Range 0.183 0.194 0.011 6.0% 0.287
ATR 0.158 0.160 0.003 1.6% 0.000
Volume 121,855 64,988 -56,867 -46.7% 556,554
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.503 3.385 2.986
R3 3.309 3.191 2.932
R2 3.115 3.115 2.915
R1 2.997 2.997 2.897 2.959
PP 2.921 2.921 2.921 2.902
S1 2.803 2.803 2.861 2.765
S2 2.727 2.727 2.843
S3 2.533 2.609 2.826
S4 2.339 2.415 2.772
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 3.039 2.697 0.342 11.9% 0.160 5.5% 53% True False 124,308
10 3.039 2.571 0.468 16.3% 0.158 5.5% 66% True False 153,927
20 3.039 2.567 0.472 16.4% 0.141 4.9% 66% True False 138,388
40 3.299 2.567 0.732 25.4% 0.164 5.7% 43% False False 110,215
60 4.412 2.567 1.845 64.1% 0.163 5.7% 17% False False 88,888
80 4.530 2.567 1.963 68.2% 0.164 5.7% 16% False False 78,354
100 4.530 2.567 1.963 68.2% 0.150 5.2% 16% False False 66,880
120 4.530 2.567 1.963 68.2% 0.139 4.8% 16% False False 58,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.042
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.864
2.618 3.547
1.618 3.353
1.000 3.233
0.618 3.159
HIGH 3.039
0.618 2.965
0.500 2.942
0.382 2.919
LOW 2.845
0.618 2.725
1.000 2.651
1.618 2.531
2.618 2.337
4.250 2.021
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 2.942 2.906
PP 2.921 2.897
S1 2.900 2.888

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

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