NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 2.725 2.762 0.037 1.4% 2.732
High 2.769 2.872 0.103 3.7% 2.900
Low 2.719 2.693 -0.026 -1.0% 2.685
Close 2.763 2.850 0.087 3.1% 2.872
Range 0.050 0.179 0.129 258.0% 0.215
ATR 0.116 0.121 0.004 3.9% 0.000
Volume 83,931 73,887 -10,044 -12.0% 179,556
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.342 3.275 2.948
R3 3.163 3.096 2.899
R2 2.984 2.984 2.883
R1 2.917 2.917 2.866 2.951
PP 2.805 2.805 2.805 2.822
S1 2.738 2.738 2.834 2.772
S2 2.626 2.626 2.817
S3 2.447 2.559 2.801
S4 2.268 2.380 2.752
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 2.693 0.207 7.3% 0.107 3.7% 76% False True 59,450
10 2.917 2.685 0.232 8.1% 0.103 3.6% 71% False False 46,995
20 3.068 2.685 0.383 13.4% 0.121 4.3% 43% False False 51,696
40 3.200 2.620 0.580 20.4% 0.124 4.4% 40% False False 41,636
60 3.600 2.620 0.980 34.4% 0.123 4.3% 23% False False 33,104
80 3.782 2.620 1.162 40.8% 0.114 4.0% 20% False False 28,289
100 3.853 2.620 1.233 43.3% 0.107 3.7% 19% False False 24,413
120 3.880 2.620 1.260 44.2% 0.098 3.4% 18% False False 21,122
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.633
2.618 3.341
1.618 3.162
1.000 3.051
0.618 2.983
HIGH 2.872
0.618 2.804
0.500 2.783
0.382 2.761
LOW 2.693
0.618 2.582
1.000 2.514
1.618 2.403
2.618 2.224
4.250 1.932
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 2.828 2.828
PP 2.805 2.805
S1 2.783 2.783

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

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