NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 26-Feb-2015
Day Change Summary
Previous Current
25-Feb-2015 26-Feb-2015 Change Change % Previous Week
Open 2.933 2.914 -0.019 -0.6% 2.855
High 2.970 2.917 -0.053 -1.8% 3.033
Low 2.863 2.729 -0.134 -4.7% 2.755
Close 2.889 2.737 -0.152 -5.3% 3.003
Range 0.107 0.188 0.081 75.7% 0.278
ATR 0.131 0.135 0.004 3.1% 0.000
Volume 32,727 35,255 2,528 7.7% 200,569
Daily Pivots for day following 26-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.358 3.236 2.840
R3 3.170 3.048 2.789
R2 2.982 2.982 2.771
R1 2.860 2.860 2.754 2.827
PP 2.794 2.794 2.794 2.778
S1 2.672 2.672 2.720 2.639
S2 2.606 2.606 2.703
S3 2.418 2.484 2.685
S4 2.230 2.296 2.634
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 2.729 0.339 12.4% 0.150 5.5% 2% False True 44,789
10 3.068 2.722 0.346 12.6% 0.144 5.3% 4% False False 52,438
20 3.068 2.620 0.448 16.4% 0.129 4.7% 26% False False 45,501
40 3.200 2.620 0.580 21.2% 0.134 4.9% 20% False False 35,120
60 3.632 2.620 1.012 37.0% 0.122 4.4% 12% False False 28,082
80 3.853 2.620 1.233 45.0% 0.113 4.1% 9% False False 24,418
100 3.853 2.620 1.233 45.0% 0.103 3.8% 9% False False 20,522
120 3.883 2.620 1.263 46.1% 0.095 3.5% 9% False False 17,805
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 3.716
2.618 3.409
1.618 3.221
1.000 3.105
0.618 3.033
HIGH 2.917
0.618 2.845
0.500 2.823
0.382 2.801
LOW 2.729
0.618 2.613
1.000 2.541
1.618 2.425
2.618 2.237
4.250 1.930
Fisher Pivots for day following 26-Feb-2015
Pivot 1 day 3 day
R1 2.823 2.863
PP 2.794 2.821
S1 2.766 2.779

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

View Archives - Comment on this page... - Back to Index of Symbols