NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 2.782 2.743 -0.039 -1.4% 3.067
High 2.836 2.809 -0.027 -1.0% 3.096
Low 2.740 2.733 -0.007 -0.3% 2.771
Close 2.780 2.793 0.013 0.5% 2.812
Range 0.096 0.076 -0.020 -20.8% 0.325
ATR 0.120 0.117 -0.003 -2.6% 0.000
Volume 18,285 17,519 -766 -4.2% 116,480
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.006 2.976 2.835
R3 2.930 2.900 2.814
R2 2.854 2.854 2.807
R1 2.824 2.824 2.800 2.839
PP 2.778 2.778 2.778 2.786
S1 2.748 2.748 2.786 2.763
S2 2.702 2.702 2.779
S3 2.626 2.672 2.772
S4 2.550 2.596 2.751
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.868 3.665 2.991
R3 3.543 3.340 2.901
R2 3.218 3.218 2.872
R1 3.015 3.015 2.842 2.954
PP 2.893 2.893 2.893 2.863
S1 2.690 2.690 2.782 2.629
S2 2.568 2.568 2.752
S3 2.243 2.365 2.723
S4 1.918 2.040 2.633
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.000 2.733 0.267 9.6% 0.101 3.6% 22% False True 18,668
10 3.096 2.733 0.363 13.0% 0.110 4.0% 17% False True 23,358
20 3.096 2.671 0.425 15.2% 0.115 4.1% 29% False False 21,136
40 3.229 2.671 0.558 20.0% 0.123 4.4% 22% False False 17,574
60 3.622 2.671 0.951 34.0% 0.115 4.1% 13% False False 13,171
80 3.872 2.671 1.201 43.0% 0.106 3.8% 10% False False 10,914
100 3.872 2.671 1.201 43.0% 0.096 3.4% 10% False False 9,113
120 3.905 2.671 1.234 44.2% 0.088 3.2% 10% False False 7,854
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.132
2.618 3.008
1.618 2.932
1.000 2.885
0.618 2.856
HIGH 2.809
0.618 2.780
0.500 2.771
0.382 2.762
LOW 2.733
0.618 2.686
1.000 2.657
1.618 2.610
2.618 2.534
4.250 2.410
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 2.786 2.790
PP 2.778 2.787
S1 2.771 2.785

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

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