NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 2.836 2.849 0.013 0.5% 3.093
High 2.876 2.888 0.012 0.4% 3.134
Low 2.823 2.800 -0.023 -0.8% 2.823
Close 2.864 2.833 -0.031 -1.1% 2.864
Range 0.053 0.088 0.035 66.0% 0.311
ATR 0.116 0.114 -0.002 -1.7% 0.000
Volume 18,721 13,109 -5,612 -30.0% 102,924
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.104 3.057 2.881
R3 3.016 2.969 2.857
R2 2.928 2.928 2.849
R1 2.881 2.881 2.841 2.861
PP 2.840 2.840 2.840 2.830
S1 2.793 2.793 2.825 2.773
S2 2.752 2.752 2.817
S3 2.664 2.705 2.809
S4 2.576 2.617 2.785
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 3.069 2.800 0.269 9.5% 0.101 3.6% 12% False True 17,362
10 3.134 2.800 0.334 11.8% 0.113 4.0% 10% False True 19,715
20 3.134 2.734 0.400 14.1% 0.108 3.8% 25% False False 17,474
40 3.264 2.734 0.530 18.7% 0.121 4.3% 19% False False 14,092
60 3.650 2.734 0.916 32.3% 0.110 3.9% 11% False False 10,657
80 3.900 2.734 1.166 41.2% 0.101 3.6% 8% False False 8,908
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.262
2.618 3.118
1.618 3.030
1.000 2.976
0.618 2.942
HIGH 2.888
0.618 2.854
0.500 2.844
0.382 2.834
LOW 2.800
0.618 2.746
1.000 2.712
1.618 2.658
2.618 2.570
4.250 2.426
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 2.844 2.900
PP 2.840 2.878
S1 2.837 2.855

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

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