NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 2.732 2.704 -0.028 -1.0% 3.014
High 2.794 2.770 -0.024 -0.9% 3.068
Low 2.692 2.685 -0.007 -0.3% 2.727
Close 2.739 2.751 0.012 0.4% 2.771
Range 0.102 0.085 -0.017 -16.7% 0.341
ATR 0.127 0.124 -0.003 -2.4% 0.000
Volume 31,348 37,101 5,753 18.4% 203,962
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.990 2.956 2.798
R3 2.905 2.871 2.774
R2 2.820 2.820 2.767
R1 2.786 2.786 2.759 2.803
PP 2.735 2.735 2.735 2.744
S1 2.701 2.701 2.743 2.718
S2 2.650 2.650 2.735
S3 2.565 2.616 2.728
S4 2.480 2.531 2.704
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 2.970 2.685 0.285 10.4% 0.108 3.9% 23% False True 35,340
10 3.068 2.685 0.383 13.9% 0.119 4.3% 17% False True 42,635
20 3.068 2.620 0.448 16.3% 0.122 4.4% 29% False False 46,972
40 3.200 2.620 0.580 21.1% 0.129 4.7% 23% False False 36,887
60 3.600 2.620 0.980 35.6% 0.122 4.4% 13% False False 29,332
80 3.853 2.620 1.233 44.8% 0.114 4.1% 11% False False 25,528
100 3.853 2.620 1.233 44.8% 0.104 3.8% 11% False False 21,407
120 3.883 2.620 1.263 45.9% 0.096 3.5% 10% False False 18,627
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.131
2.618 2.993
1.618 2.908
1.000 2.855
0.618 2.823
HIGH 2.770
0.618 2.738
0.500 2.728
0.382 2.717
LOW 2.685
0.618 2.632
1.000 2.600
1.618 2.547
2.618 2.462
4.250 2.324
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 2.743 2.747
PP 2.735 2.743
S1 2.728 2.740

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

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