NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 2.869 2.809 -0.060 -2.1% 2.732
High 2.900 2.810 -0.090 -3.1% 2.900
Low 2.823 2.703 -0.120 -4.3% 2.685
Close 2.872 2.713 -0.159 -5.5% 2.872
Range 0.077 0.107 0.030 39.0% 0.215
ATR 0.117 0.121 0.004 3.2% 0.000
Volume 51,177 57,048 5,871 11.5% 179,556
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.063 2.995 2.772
R3 2.956 2.888 2.742
R2 2.849 2.849 2.733
R1 2.781 2.781 2.723 2.762
PP 2.742 2.742 2.742 2.732
S1 2.674 2.674 2.703 2.655
S2 2.635 2.635 2.693
S3 2.528 2.567 2.684
S4 2.421 2.460 2.654
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 7.9% 0.091 3.3% 13% False False 41,051
10 2.997 2.685 0.312 11.5% 0.103 3.8% 9% False False 38,190
20 3.068 2.642 0.426 15.7% 0.121 4.5% 17% False False 49,843
40 3.200 2.620 0.580 21.4% 0.123 4.5% 16% False False 38,878
60 3.600 2.620 0.980 36.1% 0.122 4.5% 9% False False 31,045
80 3.782 2.620 1.162 42.8% 0.113 4.2% 8% False False 26,661
100 3.853 2.620 1.233 45.4% 0.106 3.9% 8% False False 22,909
120 3.883 2.620 1.263 46.6% 0.097 3.6% 7% False False 19,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.265
2.618 3.090
1.618 2.983
1.000 2.917
0.618 2.876
HIGH 2.810
0.618 2.769
0.500 2.757
0.382 2.744
LOW 2.703
0.618 2.637
1.000 2.596
1.618 2.530
2.618 2.423
4.250 2.248
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 2.757 2.802
PP 2.742 2.772
S1 2.728 2.743

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

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