NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 2.934 3.067 0.133 4.5% 2.894
High 3.064 3.096 0.032 1.0% 3.064
Low 2.925 2.929 0.004 0.1% 2.797
Close 3.037 2.959 -0.078 -2.6% 3.037
Range 0.139 0.167 0.028 20.1% 0.267
ATR 0.123 0.126 0.003 2.6% 0.000
Volume 33,846 34,149 303 0.9% 98,156
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.496 3.394 3.051
R3 3.329 3.227 3.005
R2 3.162 3.162 2.990
R1 3.060 3.060 2.974 3.028
PP 2.995 2.995 2.995 2.978
S1 2.893 2.893 2.944 2.861
S2 2.828 2.828 2.928
S3 2.661 2.726 2.913
S4 2.494 2.559 2.867
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.767 3.669 3.184
R3 3.500 3.402 3.110
R2 3.233 3.233 3.086
R1 3.135 3.135 3.061 3.184
PP 2.966 2.966 2.966 2.991
S1 2.868 2.868 3.013 2.917
S2 2.699 2.699 2.988
S3 2.432 2.601 2.964
S4 2.165 2.334 2.890
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.096 2.797 0.299 10.1% 0.130 4.4% 54% True False 26,461
10 3.096 2.698 0.398 13.5% 0.130 4.4% 66% True False 24,705
20 3.096 2.671 0.425 14.4% 0.115 3.9% 68% True False 18,977
40 3.229 2.671 0.558 18.9% 0.125 4.2% 52% False False 15,308
60 3.773 2.671 1.102 37.2% 0.112 3.8% 26% False False 11,513
80 3.872 2.671 1.201 40.6% 0.103 3.5% 24% False False 9,598
100 3.885 2.671 1.214 41.0% 0.093 3.1% 24% False False 8,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.806
2.618 3.533
1.618 3.366
1.000 3.263
0.618 3.199
HIGH 3.096
0.618 3.032
0.500 3.013
0.382 2.993
LOW 2.929
0.618 2.826
1.000 2.762
1.618 2.659
2.618 2.492
4.250 2.219
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 3.013 2.992
PP 2.995 2.981
S1 2.977 2.970

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

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