NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 2.753 2.813 0.060 2.2% 3.014
High 2.818 2.900 0.082 2.9% 3.068
Low 2.753 2.780 0.027 1.0% 2.727
Close 2.806 2.880 0.074 2.6% 2.771
Range 0.065 0.120 0.055 84.6% 0.341
ATR 0.120 0.120 0.000 0.0% 0.000
Volume 28,721 31,209 2,488 8.7% 203,962
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.213 3.167 2.946
R3 3.093 3.047 2.913
R2 2.973 2.973 2.902
R1 2.927 2.927 2.891 2.950
PP 2.853 2.853 2.853 2.865
S1 2.807 2.807 2.869 2.830
S2 2.733 2.733 2.858
S3 2.613 2.687 2.847
S4 2.493 2.567 2.814
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 2.900 2.685 0.215 7.5% 0.086 3.0% 91% True False 33,730
10 3.068 2.685 0.383 13.3% 0.118 4.1% 51% False False 39,259
20 3.068 2.620 0.448 15.6% 0.119 4.1% 58% False False 47,573
40 3.200 2.620 0.580 20.1% 0.126 4.4% 45% False False 37,329
60 3.600 2.620 0.980 34.0% 0.122 4.2% 27% False False 29,832
80 3.800 2.620 1.180 41.0% 0.113 3.9% 22% False False 25,871
100 3.853 2.620 1.233 42.8% 0.105 3.6% 21% False False 21,900
120 3.883 2.620 1.263 43.9% 0.097 3.4% 21% False False 19,019
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.410
2.618 3.214
1.618 3.094
1.000 3.020
0.618 2.974
HIGH 2.900
0.618 2.854
0.500 2.840
0.382 2.826
LOW 2.780
0.618 2.706
1.000 2.660
1.618 2.586
2.618 2.466
4.250 2.270
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 2.867 2.851
PP 2.853 2.822
S1 2.840 2.793

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

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