NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 2.809 2.725 -0.084 -3.0% 2.732
High 2.810 2.769 -0.041 -1.5% 2.900
Low 2.703 2.719 0.016 0.6% 2.685
Close 2.713 2.763 0.050 1.8% 2.872
Range 0.107 0.050 -0.057 -53.3% 0.215
ATR 0.121 0.116 -0.005 -3.8% 0.000
Volume 57,048 83,931 26,883 47.1% 179,556
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.900 2.882 2.791
R3 2.850 2.832 2.777
R2 2.800 2.800 2.772
R1 2.782 2.782 2.768 2.791
PP 2.750 2.750 2.750 2.755
S1 2.732 2.732 2.758 2.741
S2 2.700 2.700 2.754
S3 2.650 2.682 2.749
S4 2.600 2.632 2.736
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 2.703 0.197 7.1% 0.084 3.0% 30% False False 50,417
10 2.970 2.685 0.285 10.3% 0.096 3.5% 27% False False 42,879
20 3.068 2.685 0.383 13.9% 0.118 4.3% 20% False False 51,016
40 3.200 2.620 0.580 21.0% 0.123 4.4% 25% False False 40,392
60 3.600 2.620 0.980 35.5% 0.122 4.4% 15% False False 32,191
80 3.782 2.620 1.162 42.1% 0.113 4.1% 12% False False 27,542
100 3.853 2.620 1.233 44.6% 0.106 3.8% 12% False False 23,725
120 3.883 2.620 1.263 45.7% 0.097 3.5% 11% False False 20,550
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2.982
2.618 2.900
1.618 2.850
1.000 2.819
0.618 2.800
HIGH 2.769
0.618 2.750
0.500 2.744
0.382 2.738
LOW 2.719
0.618 2.688
1.000 2.669
1.618 2.638
2.618 2.588
4.250 2.507
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 2.757 2.802
PP 2.750 2.789
S1 2.744 2.776

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

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