NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 2.813 2.869 0.056 2.0% 2.732
High 2.900 2.900 0.000 0.0% 2.900
Low 2.780 2.823 0.043 1.5% 2.685
Close 2.880 2.872 -0.008 -0.3% 2.872
Range 0.120 0.077 -0.043 -35.8% 0.215
ATR 0.120 0.117 -0.003 -2.6% 0.000
Volume 31,209 51,177 19,968 64.0% 179,556
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.096 3.061 2.914
R3 3.019 2.984 2.893
R2 2.942 2.942 2.886
R1 2.907 2.907 2.879 2.925
PP 2.865 2.865 2.865 2.874
S1 2.830 2.830 2.865 2.848
S2 2.788 2.788 2.858
S3 2.711 2.753 2.851
S4 2.634 2.676 2.830
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.464 3.383 2.990
R3 3.249 3.168 2.931
R2 3.034 3.034 2.911
R1 2.953 2.953 2.892 2.994
PP 2.819 2.819 2.819 2.839
S1 2.738 2.738 2.852 2.779
S2 2.604 2.604 2.833
S3 2.389 2.523 2.813
S4 2.174 2.308 2.754
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% 0.090 3.1% 87% True False 35,911
10 3.068 2.685 0.383 13.3% 0.110 3.8% 49% False False 38,351
20 3.068 2.634 0.434 15.1% 0.118 4.1% 55% False False 48,577
40 3.200 2.620 0.580 20.2% 0.124 4.3% 43% False False 38,004
60 3.600 2.620 0.980 34.1% 0.121 4.2% 26% False False 30,393
80 3.800 2.620 1.180 41.1% 0.113 3.9% 21% False False 26,253
100 3.853 2.620 1.233 42.9% 0.105 3.7% 20% False False 22,361
120 3.883 2.620 1.263 44.0% 0.097 3.4% 20% False False 19,416
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.227
2.618 3.102
1.618 3.025
1.000 2.977
0.618 2.948
HIGH 2.900
0.618 2.871
0.500 2.862
0.382 2.852
LOW 2.823
0.618 2.775
1.000 2.746
1.618 2.698
2.618 2.621
4.250 2.496
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 2.869 2.857
PP 2.865 2.842
S1 2.862 2.827

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

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