NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 13-Mar-2015
Day Change Summary
Previous Current
12-Mar-2015 13-Mar-2015 Change Change % Previous Week
Open 2.891 2.830 -0.061 -2.1% 2.847
High 2.926 2.830 -0.096 -3.3% 2.926
Low 2.798 2.751 -0.047 -1.7% 2.734
Close 2.806 2.800 -0.006 -0.2% 2.800
Range 0.128 0.079 -0.049 -38.3% 0.192
ATR 0.116 0.113 -0.003 -2.3% 0.000
Volume 29,150 24,256 -4,894 -16.8% 128,741
Daily Pivots for day following 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.031 2.994 2.843
R3 2.952 2.915 2.822
R2 2.873 2.873 2.814
R1 2.836 2.836 2.807 2.815
PP 2.794 2.794 2.794 2.783
S1 2.757 2.757 2.793 2.736
S2 2.715 2.715 2.786
S3 2.636 2.678 2.778
S4 2.557 2.599 2.757
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.396 3.290 2.906
R3 3.204 3.098 2.853
R2 3.012 3.012 2.835
R1 2.906 2.906 2.818 2.863
PP 2.820 2.820 2.820 2.799
S1 2.714 2.714 2.782 2.671
S2 2.628 2.628 2.765
S3 2.436 2.522 2.747
S4 2.244 2.330 2.694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.926 2.734 0.192 6.9% 0.106 3.8% 34% False False 25,748
10 2.940 2.733 0.207 7.4% 0.095 3.4% 32% False False 22,065
20 3.096 2.733 0.363 13.0% 0.109 3.9% 18% False False 22,893
40 3.229 2.671 0.558 19.9% 0.115 4.1% 23% False False 19,695
60 3.528 2.671 0.857 30.6% 0.116 4.1% 15% False False 15,771
80 3.777 2.671 1.106 39.5% 0.107 3.8% 12% False False 12,748
100 3.872 2.671 1.201 42.9% 0.099 3.5% 11% False False 10,803
120 3.900 2.671 1.229 43.9% 0.092 3.3% 10% False False 9,278
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 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.166
2.618 3.037
1.618 2.958
1.000 2.909
0.618 2.879
HIGH 2.830
0.618 2.800
0.500 2.791
0.382 2.781
LOW 2.751
0.618 2.702
1.000 2.672
1.618 2.623
2.618 2.544
4.250 2.415
Fisher Pivots for day following 13-Mar-2015
Pivot 1 day 3 day
R1 2.797 2.830
PP 2.794 2.820
S1 2.791 2.810

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

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