NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 2.868 2.920 0.052 1.8% 2.809
High 2.949 2.946 -0.003 -0.1% 2.889
Low 2.793 2.798 0.005 0.2% 2.693
Close 2.936 2.829 -0.107 -3.6% 2.756
Range 0.156 0.148 -0.008 -5.1% 0.196
ATR 0.119 0.122 0.002 1.7% 0.000
Volume 106,159 101,923 -4,236 -4.0% 343,250
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.302 3.213 2.910
R3 3.154 3.065 2.870
R2 3.006 3.006 2.856
R1 2.917 2.917 2.843 2.888
PP 2.858 2.858 2.858 2.843
S1 2.769 2.769 2.815 2.740
S2 2.710 2.710 2.802
S3 2.562 2.621 2.788
S4 2.414 2.473 2.748
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 8.6% 0.115 4.1% 51% False False 85,184
10 2.949 2.693 0.256 9.0% 0.112 4.0% 53% False False 76,809
20 3.068 2.685 0.383 13.5% 0.115 4.1% 38% False False 58,034
40 3.068 2.620 0.448 15.8% 0.117 4.1% 47% False False 49,446
60 3.215 2.620 0.595 21.0% 0.124 4.4% 35% False False 40,222
80 3.775 2.620 1.155 40.8% 0.116 4.1% 18% False False 33,610
100 3.853 2.620 1.233 43.6% 0.110 3.9% 17% False False 29,188
120 3.880 2.620 1.260 44.5% 0.101 3.6% 17% False False 25,137
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.575
2.618 3.333
1.618 3.185
1.000 3.094
0.618 3.037
HIGH 2.946
0.618 2.889
0.500 2.872
0.382 2.855
LOW 2.798
0.618 2.707
1.000 2.650
1.618 2.559
2.618 2.411
4.250 2.169
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 2.872 2.852
PP 2.858 2.844
S1 2.843 2.837

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

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