NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 2.996 2.836 -0.160 -5.3% 3.093
High 3.000 2.876 -0.124 -4.1% 3.134
Low 2.826 2.823 -0.003 -0.1% 2.823
Close 2.834 2.864 0.030 1.1% 2.864
Range 0.174 0.053 -0.121 -69.5% 0.311
ATR 0.121 0.116 -0.005 -4.0% 0.000
Volume 15,571 18,721 3,150 20.2% 102,924
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.013 2.992 2.893
R3 2.960 2.939 2.879
R2 2.907 2.907 2.874
R1 2.886 2.886 2.869 2.897
PP 2.854 2.854 2.854 2.860
S1 2.833 2.833 2.859 2.844
S2 2.801 2.801 2.854
S3 2.748 2.780 2.849
S4 2.695 2.727 2.835
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.873 3.680 3.035
R3 3.562 3.369 2.950
R2 3.251 3.251 2.921
R1 3.058 3.058 2.893 2.999
PP 2.940 2.940 2.940 2.911
S1 2.747 2.747 2.835 2.688
S2 2.629 2.629 2.807
S3 2.318 2.436 2.778
S4 2.007 2.125 2.693
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.134 2.823 0.311 10.9% 0.114 4.0% 13% False True 20,584
10 3.134 2.823 0.311 10.9% 0.116 4.1% 13% False True 20,421
20 3.134 2.734 0.400 14.0% 0.107 3.7% 33% False False 17,630
40 3.264 2.734 0.530 18.5% 0.122 4.3% 25% False False 13,838
60 3.666 2.734 0.932 32.5% 0.109 3.8% 14% False False 10,501
80 3.900 2.734 1.166 40.7% 0.101 3.5% 11% False False 8,770
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.101
2.618 3.015
1.618 2.962
1.000 2.929
0.618 2.909
HIGH 2.876
0.618 2.856
0.500 2.850
0.382 2.843
LOW 2.823
0.618 2.790
1.000 2.770
1.618 2.737
2.618 2.684
4.250 2.598
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 2.859 2.933
PP 2.854 2.910
S1 2.850 2.887

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

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