NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 2.704 2.753 0.049 1.8% 3.014
High 2.770 2.818 0.048 1.7% 3.068
Low 2.685 2.753 0.068 2.5% 2.727
Close 2.751 2.806 0.055 2.0% 2.771
Range 0.085 0.065 -0.020 -23.5% 0.341
ATR 0.124 0.120 -0.004 -3.3% 0.000
Volume 37,101 28,721 -8,380 -22.6% 203,962
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.987 2.962 2.842
R3 2.922 2.897 2.824
R2 2.857 2.857 2.818
R1 2.832 2.832 2.812 2.845
PP 2.792 2.792 2.792 2.799
S1 2.767 2.767 2.800 2.780
S2 2.727 2.727 2.794
S3 2.662 2.702 2.788
S4 2.597 2.637 2.770
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 2.917 2.685 0.232 8.3% 0.099 3.5% 52% False False 34,539
10 3.068 2.685 0.383 13.6% 0.115 4.1% 32% False False 40,638
20 3.068 2.620 0.448 16.0% 0.119 4.2% 42% False False 47,332
40 3.200 2.620 0.580 20.7% 0.125 4.5% 32% False False 37,096
60 3.600 2.620 0.980 34.9% 0.122 4.3% 19% False False 29,611
80 3.809 2.620 1.189 42.4% 0.113 4.0% 16% False False 25,746
100 3.853 2.620 1.233 43.9% 0.104 3.7% 15% False False 21,625
120 3.883 2.620 1.263 45.0% 0.096 3.4% 15% False False 18,782
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.094
2.618 2.988
1.618 2.923
1.000 2.883
0.618 2.858
HIGH 2.818
0.618 2.793
0.500 2.786
0.382 2.778
LOW 2.753
0.618 2.713
1.000 2.688
1.618 2.648
2.618 2.583
4.250 2.477
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 2.799 2.788
PP 2.792 2.770
S1 2.786 2.752

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

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