NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 2.855 2.779 -0.076 -2.7% 2.809
High 2.889 2.789 -0.100 -3.5% 2.889
Low 2.754 2.706 -0.048 -1.7% 2.693
Close 2.765 2.756 -0.009 -0.3% 2.756
Range 0.135 0.083 -0.052 -38.5% 0.196
ATR 0.122 0.119 -0.003 -2.3% 0.000
Volume 76,125 52,259 -23,866 -31.4% 343,250
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.999 2.961 2.802
R3 2.916 2.878 2.779
R2 2.833 2.833 2.771
R1 2.795 2.795 2.764 2.773
PP 2.750 2.750 2.750 2.739
S1 2.712 2.712 2.748 2.690
S2 2.667 2.667 2.741
S3 2.584 2.629 2.733
S4 2.501 2.546 2.710
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.367 3.258 2.864
R3 3.171 3.062 2.810
R2 2.975 2.975 2.792
R1 2.866 2.866 2.774 2.823
PP 2.779 2.779 2.779 2.758
S1 2.670 2.670 2.738 2.627
S2 2.583 2.583 2.720
S3 2.387 2.474 2.702
S4 2.191 2.278 2.648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.889 2.693 0.196 7.1% 0.111 4.0% 32% False False 68,650
10 2.900 2.685 0.215 7.8% 0.100 3.6% 33% False False 52,280
20 3.068 2.685 0.383 13.9% 0.116 4.2% 19% False False 49,876
40 3.200 2.620 0.580 21.0% 0.120 4.4% 23% False False 43,655
60 3.498 2.620 0.878 31.9% 0.123 4.5% 15% False False 34,758
80 3.782 2.620 1.162 42.2% 0.115 4.2% 12% False False 29,601
100 3.853 2.620 1.233 44.7% 0.107 3.9% 11% False False 25,629
120 3.880 2.620 1.260 45.7% 0.099 3.6% 11% False False 22,128
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.142
2.618 3.006
1.618 2.923
1.000 2.872
0.618 2.840
HIGH 2.789
0.618 2.757
0.500 2.748
0.382 2.738
LOW 2.706
0.618 2.655
1.000 2.623
1.618 2.572
2.618 2.489
4.250 2.353
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 2.753 2.791
PP 2.750 2.779
S1 2.748 2.768

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

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