NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 2.830 2.790 -0.040 -1.4% 2.847
High 2.830 2.820 -0.010 -0.4% 2.926
Low 2.751 2.754 0.003 0.1% 2.734
Close 2.800 2.787 -0.013 -0.5% 2.800
Range 0.079 0.066 -0.013 -16.5% 0.192
ATR 0.113 0.110 -0.003 -3.0% 0.000
Volume 24,256 15,628 -8,628 -35.6% 128,741
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.985 2.952 2.823
R3 2.919 2.886 2.805
R2 2.853 2.853 2.799
R1 2.820 2.820 2.793 2.804
PP 2.787 2.787 2.787 2.779
S1 2.754 2.754 2.781 2.738
S2 2.721 2.721 2.775
S3 2.655 2.688 2.769
S4 2.589 2.622 2.751
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% 0.098 3.5% 28% False False 23,944
10 2.940 2.733 0.207 7.4% 0.092 3.3% 26% False False 21,799
20 3.096 2.733 0.363 13.0% 0.106 3.8% 15% False False 22,545
40 3.111 2.671 0.440 15.8% 0.111 4.0% 26% False False 19,534
60 3.495 2.671 0.824 29.6% 0.115 4.1% 14% False False 15,983
80 3.777 2.671 1.106 39.7% 0.107 3.8% 10% False False 12,914
100 3.872 2.671 1.201 43.1% 0.099 3.6% 10% False False 10,949
120 3.900 2.671 1.229 44.1% 0.092 3.3% 9% False False 9,401
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.101
2.618 2.993
1.618 2.927
1.000 2.886
0.618 2.861
HIGH 2.820
0.618 2.795
0.500 2.787
0.382 2.779
LOW 2.754
0.618 2.713
1.000 2.688
1.618 2.647
2.618 2.581
4.250 2.474
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 2.787 2.839
PP 2.787 2.821
S1 2.787 2.804

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

View Archives - Comment on this page... - Back to Index of Symbols