NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 2.637 2.601 -0.036 -1.4% 2.738
High 2.670 2.719 0.049 1.8% 2.833
Low 2.583 2.591 0.008 0.3% 2.616
Close 2.605 2.713 0.108 4.1% 2.639
Range 0.087 0.128 0.041 47.1% 0.217
ATR 0.104 0.106 0.002 1.6% 0.000
Volume 99,015 0 -99,015 -100.0% 498,589
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.058 3.014 2.783
R3 2.930 2.886 2.748
R2 2.802 2.802 2.736
R1 2.758 2.758 2.725 2.780
PP 2.674 2.674 2.674 2.686
S1 2.630 2.630 2.701 2.652
S2 2.546 2.546 2.690
S3 2.418 2.502 2.678
S4 2.290 2.374 2.643
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 2.719 2.583 0.136 5.0% 0.085 3.1% 96% True False 70,967
10 2.933 2.583 0.350 12.9% 0.090 3.3% 37% False False 84,308
20 2.949 2.583 0.366 13.5% 0.101 3.7% 36% False False 80,558
40 3.068 2.583 0.485 17.9% 0.110 4.1% 27% False False 64,065
60 3.200 2.583 0.617 22.7% 0.117 4.3% 21% False False 51,739
80 3.600 2.583 1.017 37.5% 0.117 4.3% 13% False False 42,514
100 3.800 2.583 1.217 44.9% 0.111 4.1% 11% False False 36,809
120 3.853 2.583 1.270 46.8% 0.104 3.8% 10% False False 31,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
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 3.263
2.618 3.054
1.618 2.926
1.000 2.847
0.618 2.798
HIGH 2.719
0.618 2.670
0.500 2.655
0.382 2.640
LOW 2.591
0.618 2.512
1.000 2.463
1.618 2.384
2.618 2.256
4.250 2.047
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 2.694 2.692
PP 2.674 2.672
S1 2.655 2.651

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

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