NYMEX Natural Gas Future July 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 2.960 3.005 0.045 1.5% 2.873
High 3.031 3.027 -0.004 -0.1% 2.971
Low 2.894 2.897 0.003 0.1% 2.789
Close 3.022 2.929 -0.093 -3.1% 2.854
Range 0.137 0.130 -0.007 -5.1% 0.182
ATR 0.108 0.109 0.002 1.5% 0.000
Volume 24,954 31,675 6,721 26.9% 110,331
Daily Pivots for day following 19-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.341 3.265 3.001
R3 3.211 3.135 2.965
R2 3.081 3.081 2.953
R1 3.005 3.005 2.941 2.978
PP 2.951 2.951 2.951 2.938
S1 2.875 2.875 2.917 2.848
S2 2.821 2.821 2.905
S3 2.691 2.745 2.893
S4 2.561 2.615 2.858
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.417 3.318 2.954
R3 3.235 3.136 2.904
R2 3.053 3.053 2.887
R1 2.954 2.954 2.871 2.913
PP 2.871 2.871 2.871 2.851
S1 2.772 2.772 2.837 2.731
S2 2.689 2.689 2.821
S3 2.507 2.590 2.804
S4 2.325 2.408 2.754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.031 2.802 0.229 7.8% 0.099 3.4% 55% False False 21,899
10 3.031 2.789 0.242 8.3% 0.099 3.4% 58% False False 21,287
20 3.134 2.789 0.345 11.8% 0.100 3.4% 41% False False 19,663
40 3.134 2.734 0.400 13.7% 0.104 3.5% 49% False False 16,812
60 3.292 2.734 0.558 19.1% 0.112 3.8% 35% False False 13,942
80 3.806 2.734 1.072 36.6% 0.104 3.5% 18% False False 11,401
100 3.900 2.734 1.166 39.8% 0.097 3.3% 17% False False 9,688
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.580
2.618 3.367
1.618 3.237
1.000 3.157
0.618 3.107
HIGH 3.027
0.618 2.977
0.500 2.962
0.382 2.947
LOW 2.897
0.618 2.817
1.000 2.767
1.618 2.687
2.618 2.557
4.250 2.345
Fisher Pivots for day following 19-Mar-2015
Pivot 1 day 3 day
R1 2.962 2.950
PP 2.951 2.943
S1 2.940 2.936

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

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