NYMEX Natural Gas Future April 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 2.658 2.713 0.055 2.1% 2.987
High 2.734 2.783 0.049 1.8% 3.045
Low 2.641 2.712 0.071 2.7% 2.684
Close 2.712 2.769 0.057 2.1% 2.734
Range 0.093 0.071 -0.022 -23.7% 0.361
ATR 0.132 0.128 -0.004 -3.3% 0.000
Volume 90,003 100,323 10,320 11.5% 661,773
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.968 2.939 2.808
R3 2.897 2.868 2.789
R2 2.826 2.826 2.782
R1 2.797 2.797 2.776 2.812
PP 2.755 2.755 2.755 2.762
S1 2.726 2.726 2.762 2.741
S2 2.684 2.684 2.756
S3 2.613 2.655 2.749
S4 2.542 2.584 2.730
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.904 3.680 2.933
R3 3.543 3.319 2.833
R2 3.182 3.182 2.800
R1 2.958 2.958 2.767 2.890
PP 2.821 2.821 2.821 2.787
S1 2.597 2.597 2.701 2.529
S2 2.460 2.460 2.668
S3 2.099 2.236 2.635
S4 1.738 1.875 2.535
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.888 2.641 0.247 8.9% 0.105 3.8% 52% False False 108,763
10 3.045 2.641 0.404 14.6% 0.123 4.4% 32% False False 120,730
20 3.045 2.589 0.456 16.5% 0.126 4.6% 39% False False 108,455
40 3.194 2.589 0.605 21.8% 0.135 4.9% 30% False False 81,816
60 3.613 2.589 1.024 37.0% 0.131 4.7% 18% False False 65,140
80 3.873 2.589 1.284 46.4% 0.124 4.5% 14% False False 58,277
100 3.895 2.589 1.306 47.2% 0.113 4.1% 14% False False 50,177
120 3.910 2.589 1.321 47.7% 0.105 3.8% 14% False False 43,780
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.085
2.618 2.969
1.618 2.898
1.000 2.854
0.618 2.827
HIGH 2.783
0.618 2.756
0.500 2.748
0.382 2.739
LOW 2.712
0.618 2.668
1.000 2.641
1.618 2.597
2.618 2.526
4.250 2.410
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 2.762 2.750
PP 2.755 2.731
S1 2.748 2.712

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

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