NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 18-Mar-2015
Day Change Summary
Previous Current
17-Mar-2015 18-Mar-2015 Change Change % Previous Week
Open 2.755 2.868 0.113 4.1% 2.809
High 2.874 2.949 0.075 2.6% 2.889
Low 2.755 2.793 0.038 1.4% 2.693
Close 2.872 2.936 0.064 2.2% 2.756
Range 0.119 0.156 0.037 31.1% 0.196
ATR 0.117 0.119 0.003 2.4% 0.000
Volume 106,904 106,159 -745 -0.7% 343,250
Daily Pivots for day following 18-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.361 3.304 3.022
R3 3.205 3.148 2.979
R2 3.049 3.049 2.965
R1 2.992 2.992 2.950 3.021
PP 2.893 2.893 2.893 2.907
S1 2.836 2.836 2.922 2.865
S2 2.737 2.737 2.907
S3 2.581 2.680 2.893
S4 2.425 2.524 2.850
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 2.949 2.706 0.243 8.3% 0.112 3.8% 95% True False 80,025
10 2.949 2.693 0.256 8.7% 0.109 3.7% 95% True False 69,737
20 3.068 2.685 0.383 13.0% 0.112 3.8% 66% False False 55,188
40 3.068 2.620 0.448 15.3% 0.116 4.0% 71% False False 47,614
60 3.416 2.620 0.796 27.1% 0.124 4.2% 40% False False 38,766
80 3.780 2.620 1.160 39.5% 0.116 3.9% 27% False False 32,606
100 3.853 2.620 1.233 42.0% 0.109 3.7% 26% False False 28,214
120 3.880 2.620 1.260 42.9% 0.101 3.4% 25% False False 24,317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.612
2.618 3.357
1.618 3.201
1.000 3.105
0.618 3.045
HIGH 2.949
0.618 2.889
0.500 2.871
0.382 2.853
LOW 2.793
0.618 2.697
1.000 2.637
1.618 2.541
2.618 2.385
4.250 2.130
Fisher Pivots for day following 18-Mar-2015
Pivot 1 day 3 day
R1 2.914 2.900
PP 2.893 2.864
S1 2.871 2.828

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

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