NYMEX Natural Gas Future May 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 2.855 2.835 -0.020 -0.7% 2.697
High 2.929 2.902 -0.027 -0.9% 2.924
Low 2.755 2.799 0.044 1.6% 2.642
Close 2.819 2.893 0.074 2.6% 2.853
Range 0.174 0.103 -0.071 -40.8% 0.282
ATR 0.133 0.131 -0.002 -1.6% 0.000
Volume 46,627 48,689 2,062 4.4% 355,737
Daily Pivots for day following 18-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.174 3.136 2.950
R3 3.071 3.033 2.921
R2 2.968 2.968 2.912
R1 2.930 2.930 2.902 2.949
PP 2.865 2.865 2.865 2.874
S1 2.827 2.827 2.884 2.846
S2 2.762 2.762 2.874
S3 2.659 2.724 2.865
S4 2.556 2.621 2.836
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.652 3.535 3.008
R3 3.370 3.253 2.931
R2 3.088 3.088 2.905
R1 2.971 2.971 2.879 3.030
PP 2.806 2.806 2.806 2.836
S1 2.689 2.689 2.827 2.748
S2 2.524 2.524 2.801
S3 2.242 2.407 2.775
S4 1.960 2.125 2.698
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.929 2.722 0.207 7.2% 0.149 5.2% 83% False False 66,058
10 2.929 2.620 0.309 10.7% 0.123 4.2% 88% False False 54,026
20 2.982 2.620 0.362 12.5% 0.120 4.2% 75% False False 40,041
40 3.416 2.620 0.796 27.5% 0.131 4.5% 34% False False 30,555
60 3.780 2.620 1.160 40.1% 0.117 4.0% 24% False False 25,079
80 3.853 2.620 1.233 42.6% 0.109 3.8% 22% False False 21,471
100 3.880 2.620 1.260 43.6% 0.098 3.4% 22% False False 18,143
120 3.885 2.620 1.265 43.7% 0.091 3.2% 22% False False 15,794
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.030
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.340
2.618 3.172
1.618 3.069
1.000 3.005
0.618 2.966
HIGH 2.902
0.618 2.863
0.500 2.851
0.382 2.838
LOW 2.799
0.618 2.735
1.000 2.696
1.618 2.632
2.618 2.529
4.250 2.361
Fisher Pivots for day following 18-Feb-2015
Pivot 1 day 3 day
R1 2.879 2.871
PP 2.865 2.848
S1 2.851 2.826

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

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