NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 2.743 2.803 0.060 2.2% 3.067
High 2.809 2.855 0.046 1.6% 3.096
Low 2.733 2.803 0.070 2.6% 2.771
Close 2.793 2.845 0.052 1.9% 2.812
Range 0.076 0.052 -0.024 -31.6% 0.325
ATR 0.117 0.113 -0.004 -3.4% 0.000
Volume 17,519 16,837 -682 -3.9% 116,480
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.990 2.970 2.874
R3 2.938 2.918 2.859
R2 2.886 2.886 2.855
R1 2.866 2.866 2.850 2.876
PP 2.834 2.834 2.834 2.840
S1 2.814 2.814 2.840 2.824
S2 2.782 2.782 2.835
S3 2.730 2.762 2.831
S4 2.678 2.710 2.816
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 2.953 2.733 0.220 7.7% 0.091 3.2% 51% False False 18,022
10 3.096 2.733 0.363 12.8% 0.106 3.7% 31% False False 22,542
20 3.096 2.671 0.425 14.9% 0.111 3.9% 41% False False 21,414
40 3.229 2.671 0.558 19.6% 0.119 4.2% 31% False False 17,792
60 3.622 2.671 0.951 33.4% 0.114 4.0% 18% False False 13,389
80 3.823 2.671 1.152 40.5% 0.105 3.7% 15% False False 11,079
100 3.872 2.671 1.201 42.2% 0.096 3.4% 14% False False 9,271
120 3.905 2.671 1.234 43.4% 0.089 3.1% 14% False False 7,956
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 3.076
2.618 2.991
1.618 2.939
1.000 2.907
0.618 2.887
HIGH 2.855
0.618 2.835
0.500 2.829
0.382 2.823
LOW 2.803
0.618 2.771
1.000 2.751
1.618 2.719
2.618 2.667
4.250 2.582
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 2.840 2.828
PP 2.834 2.811
S1 2.829 2.794

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

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