NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 04-Mar-2015
Day Change Summary
Previous Current
03-Mar-2015 04-Mar-2015 Change Change % Previous Week
Open 2.801 2.872 0.071 2.5% 3.093
High 2.860 2.906 0.046 1.6% 3.134
Low 2.789 2.862 0.073 2.6% 2.823
Close 2.847 2.896 0.049 1.7% 2.864
Range 0.071 0.044 -0.027 -38.0% 0.311
ATR 0.111 0.108 -0.004 -3.4% 0.000
Volume 10,487 12,213 1,726 16.5% 102,924
Daily Pivots for day following 04-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.020 3.002 2.920
R3 2.976 2.958 2.908
R2 2.932 2.932 2.904
R1 2.914 2.914 2.900 2.923
PP 2.888 2.888 2.888 2.893
S1 2.870 2.870 2.892 2.879
S2 2.844 2.844 2.888
S3 2.800 2.826 2.884
S4 2.756 2.782 2.872
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 3.000 2.789 0.211 7.3% 0.086 3.0% 51% False False 14,020
10 3.134 2.789 0.345 11.9% 0.099 3.4% 31% False False 18,362
20 3.134 2.734 0.400 13.8% 0.104 3.6% 41% False False 17,695
40 3.264 2.734 0.530 18.3% 0.113 3.9% 31% False False 14,515
60 3.650 2.734 0.916 31.6% 0.109 3.8% 18% False False 10,911
80 3.846 2.734 1.112 38.4% 0.100 3.5% 15% False False 9,119
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 3.093
2.618 3.021
1.618 2.977
1.000 2.950
0.618 2.933
HIGH 2.906
0.618 2.889
0.500 2.884
0.382 2.879
LOW 2.862
0.618 2.835
1.000 2.818
1.618 2.791
2.618 2.747
4.250 2.675
Fisher Pivots for day following 04-Mar-2015
Pivot 1 day 3 day
R1 2.892 2.880
PP 2.888 2.864
S1 2.884 2.848

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

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