NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 2.942 2.860 -0.082 -2.8% 2.829
High 3.022 2.882 -0.140 -4.6% 3.031
Low 2.891 2.822 -0.069 -2.4% 2.811
Close 2.906 2.864 -0.042 -1.4% 2.906
Range 0.131 0.060 -0.071 -54.2% 0.220
ATR 0.111 0.109 -0.002 -1.7% 0.000
Volume 36,813 31,005 -5,808 -15.8% 122,835
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.036 3.010 2.897
R3 2.976 2.950 2.881
R2 2.916 2.916 2.875
R1 2.890 2.890 2.870 2.903
PP 2.856 2.856 2.856 2.863
S1 2.830 2.830 2.859 2.843
S2 2.796 2.796 2.853
S3 2.736 2.770 2.848
S4 2.676 2.710 2.831
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.576 3.461 3.027
R3 3.356 3.241 2.967
R2 3.136 3.136 2.946
R1 3.021 3.021 2.926 3.079
PP 2.916 2.916 2.916 2.945
S1 2.801 2.801 2.886 2.859
S2 2.696 2.696 2.866
S3 2.476 2.581 2.846
S4 2.256 2.361 2.785
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.031 2.822 0.209 7.3% 0.111 3.9% 20% False True 28,297
10 3.031 2.789 0.242 8.4% 0.101 3.5% 31% False False 24,574
20 3.069 2.789 0.280 9.8% 0.096 3.3% 27% False False 20,078
40 3.134 2.734 0.400 14.0% 0.102 3.6% 33% False False 17,910
60 3.264 2.734 0.530 18.5% 0.112 3.9% 25% False False 14,904
80 3.806 2.734 1.072 37.4% 0.104 3.6% 12% False False 12,092
100 3.900 2.734 1.166 40.7% 0.098 3.4% 11% False False 10,338
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 0.030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.137
2.618 3.039
1.618 2.979
1.000 2.942
0.618 2.919
HIGH 2.882
0.618 2.859
0.500 2.852
0.382 2.845
LOW 2.822
0.618 2.785
1.000 2.762
1.618 2.725
2.618 2.665
4.250 2.567
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 2.860 2.925
PP 2.856 2.904
S1 2.852 2.884

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

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