NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 19-Mar-2015
Day Change Summary
Previous Current
18-Mar-2015 19-Mar-2015 Change Change % Previous Week
Open 2.903 2.967 0.064 2.2% 2.847
High 2.982 2.977 -0.005 -0.2% 2.926
Low 2.837 2.843 0.006 0.2% 2.734
Close 2.974 2.874 -0.100 -3.4% 2.800
Range 0.145 0.134 -0.011 -7.6% 0.192
ATR 0.114 0.115 0.001 1.3% 0.000
Volume 26,690 26,811 121 0.5% 128,741
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.300 3.221 2.948
R3 3.166 3.087 2.911
R2 3.032 3.032 2.899
R1 2.953 2.953 2.886 2.926
PP 2.898 2.898 2.898 2.884
S1 2.819 2.819 2.862 2.792
S2 2.764 2.764 2.849
S3 2.630 2.685 2.837
S4 2.496 2.551 2.800
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 2.982 2.751 0.231 8.0% 0.105 3.7% 53% False False 21,633
10 2.982 2.734 0.248 8.6% 0.106 3.7% 56% False False 23,582
20 3.096 2.733 0.363 12.6% 0.108 3.7% 39% False False 22,744
40 3.096 2.671 0.425 14.8% 0.111 3.8% 48% False False 19,881
60 3.250 2.671 0.579 20.1% 0.117 4.1% 35% False False 16,872
80 3.773 2.671 1.102 38.3% 0.109 3.8% 18% False False 13,634
100 3.872 2.671 1.201 41.8% 0.102 3.5% 17% False False 11,579
120 3.900 2.671 1.229 42.8% 0.094 3.3% 17% False False 9,949
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.547
2.618 3.328
1.618 3.194
1.000 3.111
0.618 3.060
HIGH 2.977
0.618 2.926
0.500 2.910
0.382 2.894
LOW 2.843
0.618 2.760
1.000 2.709
1.618 2.626
2.618 2.492
4.250 2.274
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 2.910 2.897
PP 2.898 2.889
S1 2.886 2.882

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

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