NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 2.686 2.624 -0.062 -2.3% 2.738
High 2.697 2.673 -0.024 -0.9% 2.833
Low 2.616 2.608 -0.008 -0.3% 2.616
Close 2.639 2.644 0.005 0.2% 2.639
Range 0.081 0.065 -0.016 -19.8% 0.217
ATR 0.112 0.109 -0.003 -3.0% 0.000
Volume 101,418 77,701 -23,717 -23.4% 498,589
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.837 2.805 2.680
R3 2.772 2.740 2.662
R2 2.707 2.707 2.656
R1 2.675 2.675 2.650 2.691
PP 2.642 2.642 2.642 2.650
S1 2.610 2.610 2.638 2.626
S2 2.577 2.577 2.632
S3 2.512 2.545 2.626
S4 2.447 2.480 2.608
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.347 3.210 2.758
R3 3.130 2.993 2.699
R2 2.913 2.913 2.679
R1 2.776 2.776 2.659 2.736
PP 2.696 2.696 2.696 2.676
S1 2.559 2.559 2.619 2.519
S2 2.479 2.479 2.599
S3 2.262 2.342 2.579
S4 2.045 2.125 2.520
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.833 2.608 0.225 8.5% 0.082 3.1% 16% False True 95,288
10 2.949 2.608 0.341 12.9% 0.105 4.0% 11% False True 98,234
20 2.949 2.608 0.341 12.9% 0.101 3.8% 11% False True 76,624
40 3.068 2.608 0.460 17.4% 0.111 4.2% 8% False True 61,436
60 3.200 2.608 0.592 22.4% 0.122 4.6% 6% False True 49,793
80 3.600 2.608 0.992 37.5% 0.116 4.4% 4% False True 40,822
100 3.853 2.608 1.245 47.1% 0.111 4.2% 3% False True 35,482
120 3.853 2.608 1.245 47.1% 0.103 3.9% 3% False True 30,341
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.949
2.618 2.843
1.618 2.778
1.000 2.738
0.618 2.713
HIGH 2.673
0.618 2.648
0.500 2.641
0.382 2.633
LOW 2.608
0.618 2.568
1.000 2.543
1.618 2.503
2.618 2.438
4.250 2.332
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 2.643 2.692
PP 2.642 2.676
S1 2.641 2.660

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

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