NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 2.740 2.732 -0.008 -0.3% 3.014
High 2.784 2.794 0.010 0.4% 3.068
Low 2.727 2.692 -0.035 -1.3% 2.727
Close 2.771 2.739 -0.032 -1.2% 2.771
Range 0.057 0.102 0.045 78.9% 0.341
ATR 0.129 0.127 -0.002 -1.5% 0.000
Volume 40,273 31,348 -8,925 -22.2% 203,962
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.048 2.995 2.795
R3 2.946 2.893 2.767
R2 2.844 2.844 2.758
R1 2.791 2.791 2.748 2.818
PP 2.742 2.742 2.742 2.755
S1 2.689 2.689 2.730 2.716
S2 2.640 2.640 2.720
S3 2.538 2.587 2.711
S4 2.436 2.485 2.683
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 2.997 2.692 0.305 11.1% 0.116 4.2% 15% False True 35,330
10 3.068 2.692 0.376 13.7% 0.127 4.7% 13% False True 43,587
20 3.068 2.620 0.448 16.4% 0.122 4.4% 27% False False 46,248
40 3.200 2.620 0.580 21.2% 0.133 4.9% 21% False False 36,377
60 3.600 2.620 0.980 35.8% 0.122 4.4% 12% False False 28,888
80 3.853 2.620 1.233 45.0% 0.114 4.2% 10% False False 25,196
100 3.853 2.620 1.233 45.0% 0.104 3.8% 10% False False 21,085
120 3.883 2.620 1.263 46.1% 0.096 3.5% 9% False False 18,347
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.228
2.618 3.061
1.618 2.959
1.000 2.896
0.618 2.857
HIGH 2.794
0.618 2.755
0.500 2.743
0.382 2.731
LOW 2.692
0.618 2.629
1.000 2.590
1.618 2.527
2.618 2.425
4.250 2.259
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 2.743 2.805
PP 2.742 2.783
S1 2.740 2.761

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

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