NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 3.014 2.906 -0.108 -3.6% 2.855
High 3.068 2.997 -0.071 -2.3% 3.033
Low 2.893 2.871 -0.022 -0.8% 2.755
Close 2.924 2.916 -0.008 -0.3% 3.003
Range 0.175 0.126 -0.049 -28.0% 0.278
ATR 0.133 0.133 -0.001 -0.4% 0.000
Volume 58,659 37,048 -21,611 -36.8% 200,569
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.306 3.237 2.985
R3 3.180 3.111 2.951
R2 3.054 3.054 2.939
R1 2.985 2.985 2.928 3.020
PP 2.928 2.928 2.928 2.945
S1 2.859 2.859 2.904 2.894
S2 2.802 2.802 2.893
S3 2.676 2.733 2.881
S4 2.550 2.607 2.847
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 2.799 0.269 9.2% 0.129 4.4% 43% False False 49,929
10 3.068 2.686 0.382 13.1% 0.141 4.8% 60% False False 59,154
20 3.068 2.620 0.448 15.4% 0.122 4.2% 66% False False 44,509
40 3.200 2.620 0.580 19.9% 0.133 4.5% 51% False False 33,967
60 3.775 2.620 1.155 39.6% 0.119 4.1% 26% False False 27,259
80 3.853 2.620 1.233 42.3% 0.112 3.8% 24% False False 23,706
100 3.865 2.620 1.245 42.7% 0.102 3.5% 24% False False 19,993
120 3.883 2.620 1.263 43.3% 0.094 3.2% 23% False False 17,311
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.533
2.618 3.327
1.618 3.201
1.000 3.123
0.618 3.075
HIGH 2.997
0.618 2.949
0.500 2.934
0.382 2.919
LOW 2.871
0.618 2.793
1.000 2.745
1.618 2.667
2.618 2.541
4.250 2.336
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 2.934 2.970
PP 2.928 2.952
S1 2.922 2.934

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

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