NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 24-Feb-2015
Day Change Summary
Previous Current
23-Feb-2015 24-Feb-2015 Change Change % Previous Week
Open 3.067 2.963 -0.104 -3.4% 2.894
High 3.096 3.026 -0.070 -2.3% 3.064
Low 2.929 2.910 -0.019 -0.6% 2.797
Close 2.959 2.951 -0.008 -0.3% 3.037
Range 0.167 0.116 -0.051 -30.5% 0.267
ATR 0.126 0.125 -0.001 -0.6% 0.000
Volume 34,149 24,792 -9,357 -27.4% 98,156
Daily Pivots for day following 24-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.310 3.247 3.015
R3 3.194 3.131 2.983
R2 3.078 3.078 2.972
R1 3.015 3.015 2.962 2.989
PP 2.962 2.962 2.962 2.949
S1 2.899 2.899 2.940 2.873
S2 2.846 2.846 2.930
S3 2.730 2.783 2.919
S4 2.614 2.667 2.887
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 2.840 0.256 8.7% 0.120 4.1% 43% False False 28,048
10 3.096 2.732 0.364 12.3% 0.133 4.5% 60% False False 25,173
20 3.096 2.671 0.425 14.4% 0.116 3.9% 66% False False 19,585
40 3.229 2.671 0.558 18.9% 0.125 4.2% 50% False False 15,828
60 3.773 2.671 1.102 37.3% 0.112 3.8% 25% False False 11,875
80 3.872 2.671 1.201 40.7% 0.104 3.5% 23% False False 9,890
100 3.885 2.671 1.214 41.1% 0.094 3.2% 23% False False 8,270
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.519
2.618 3.330
1.618 3.214
1.000 3.142
0.618 3.098
HIGH 3.026
0.618 2.982
0.500 2.968
0.382 2.954
LOW 2.910
0.618 2.838
1.000 2.794
1.618 2.722
2.618 2.606
4.250 2.417
Fisher Pivots for day following 24-Feb-2015
Pivot 1 day 3 day
R1 2.968 3.003
PP 2.962 2.986
S1 2.957 2.968

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

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