NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 2.819 2.855 0.036 1.3% 2.849
High 2.857 2.950 0.093 3.3% 2.990
Low 2.817 2.789 -0.028 -1.0% 2.789
Close 2.852 2.932 0.080 2.8% 2.957
Range 0.040 0.161 0.121 302.5% 0.201
ATR 0.105 0.109 0.004 3.8% 0.000
Volume 23,659 19,714 -3,945 -16.7% 63,688
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.373 3.314 3.021
R3 3.212 3.153 2.976
R2 3.051 3.051 2.962
R1 2.992 2.992 2.947 3.022
PP 2.890 2.890 2.890 2.905
S1 2.831 2.831 2.917 2.861
S2 2.729 2.729 2.902
S3 2.568 2.670 2.888
S4 2.407 2.509 2.843
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.515 3.437 3.068
R3 3.314 3.236 3.012
R2 3.113 3.113 2.994
R1 3.035 3.035 2.975 3.074
PP 2.912 2.912 2.912 2.932
S1 2.834 2.834 2.939 2.873
S2 2.711 2.711 2.920
S3 2.510 2.633 2.902
S4 2.309 2.432 2.846
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.990 2.789 0.201 6.9% 0.096 3.3% 71% False True 17,936
10 3.000 2.789 0.211 7.2% 0.091 3.1% 68% False True 15,978
20 3.134 2.789 0.345 11.8% 0.107 3.7% 41% False True 18,793
40 3.264 2.734 0.530 18.1% 0.111 3.8% 37% False False 15,683
60 3.650 2.734 0.916 31.2% 0.110 3.8% 22% False False 12,064
80 3.812 2.734 1.078 36.8% 0.102 3.5% 18% False False 9,945
100 3.900 2.734 1.166 39.8% 0.094 3.2% 17% False False 8,400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.634
2.618 3.371
1.618 3.210
1.000 3.111
0.618 3.049
HIGH 2.950
0.618 2.888
0.500 2.870
0.382 2.851
LOW 2.789
0.618 2.690
1.000 2.628
1.618 2.529
2.618 2.368
4.250 2.105
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 2.911 2.911
PP 2.890 2.890
S1 2.870 2.870

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

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