NYMEX Natural Gas Future May 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 2.896 3.014 0.118 4.1% 2.855
High 3.033 3.068 0.035 1.2% 3.033
Low 2.880 2.893 0.013 0.5% 2.755
Close 3.003 2.924 -0.079 -2.6% 3.003
Range 0.153 0.175 0.022 14.4% 0.278
ATR 0.130 0.133 0.003 2.5% 0.000
Volume 60,257 58,659 -1,598 -2.7% 200,569
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.487 3.380 3.020
R3 3.312 3.205 2.972
R2 3.137 3.137 2.956
R1 3.030 3.030 2.940 2.996
PP 2.962 2.962 2.962 2.945
S1 2.855 2.855 2.908 2.821
S2 2.787 2.787 2.892
S3 2.612 2.680 2.876
S4 2.437 2.505 2.828
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.764 3.662 3.156
R3 3.486 3.384 3.079
R2 3.208 3.208 3.054
R1 3.106 3.106 3.028 3.157
PP 2.930 2.930 2.930 2.956
S1 2.828 2.828 2.978 2.879
S2 2.652 2.652 2.952
S3 2.374 2.550 2.927
S4 2.096 2.272 2.850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.068 2.755 0.313 10.7% 0.139 4.7% 54% True False 51,845
10 3.068 2.642 0.426 14.6% 0.138 4.7% 66% True False 61,496
20 3.068 2.620 0.448 15.3% 0.120 4.1% 68% True False 43,747
40 3.200 2.620 0.580 19.8% 0.132 4.5% 52% False False 33,400
60 3.775 2.620 1.155 39.5% 0.119 4.1% 26% False False 26,822
80 3.853 2.620 1.233 42.2% 0.111 3.8% 25% False False 23,307
100 3.867 2.620 1.247 42.6% 0.101 3.5% 24% False False 19,682
120 3.883 2.620 1.263 43.2% 0.093 3.2% 24% False False 17,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.812
2.618 3.526
1.618 3.351
1.000 3.243
0.618 3.176
HIGH 3.068
0.618 3.001
0.500 2.981
0.382 2.960
LOW 2.893
0.618 2.785
1.000 2.718
1.618 2.610
2.618 2.435
4.250 2.149
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 2.981 2.960
PP 2.962 2.948
S1 2.943 2.936

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

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