NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 2.914 2.740 -0.174 -6.0% 3.014
High 2.917 2.784 -0.133 -4.6% 3.068
Low 2.729 2.727 -0.002 -0.1% 2.727
Close 2.737 2.771 0.034 1.2% 2.771
Range 0.188 0.057 -0.131 -69.7% 0.341
ATR 0.135 0.129 -0.006 -4.1% 0.000
Volume 35,255 40,273 5,018 14.2% 203,962
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 2.932 2.908 2.802
R3 2.875 2.851 2.787
R2 2.818 2.818 2.781
R1 2.794 2.794 2.776 2.806
PP 2.761 2.761 2.761 2.767
S1 2.737 2.737 2.766 2.749
S2 2.704 2.704 2.761
S3 2.647 2.680 2.755
S4 2.590 2.623 2.740
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.878 3.666 2.959
R3 3.537 3.325 2.865
R2 3.196 3.196 2.834
R1 2.984 2.984 2.802 2.920
PP 2.855 2.855 2.855 2.823
S1 2.643 2.643 2.740 2.579
S2 2.514 2.514 2.708
S3 2.173 2.302 2.677
S4 1.832 1.961 2.583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.068 2.727 0.341 12.3% 0.131 4.7% 13% False True 40,792
10 3.068 2.722 0.346 12.5% 0.131 4.7% 14% False False 47,473
20 3.068 2.620 0.448 16.2% 0.120 4.3% 34% False False 46,475
40 3.200 2.620 0.580 20.9% 0.134 4.8% 26% False False 35,811
60 3.616 2.620 0.996 35.9% 0.121 4.4% 15% False False 28,573
80 3.853 2.620 1.233 44.5% 0.113 4.1% 12% False False 24,880
100 3.853 2.620 1.233 44.5% 0.103 3.7% 12% False False 20,846
120 3.883 2.620 1.263 45.6% 0.096 3.4% 12% False False 18,111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 3.026
2.618 2.933
1.618 2.876
1.000 2.841
0.618 2.819
HIGH 2.784
0.618 2.762
0.500 2.756
0.382 2.749
LOW 2.727
0.618 2.692
1.000 2.670
1.618 2.635
2.618 2.578
4.250 2.485
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 2.766 2.849
PP 2.761 2.823
S1 2.756 2.797

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

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