NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 2.856 2.792 -0.064 -2.2% 2.860
High 2.863 2.795 -0.068 -2.4% 2.933
Low 2.775 2.726 -0.049 -1.8% 2.726
Close 2.795 2.748 -0.047 -1.7% 2.748
Range 0.088 0.069 -0.019 -21.6% 0.207
ATR 0.103 0.101 -0.002 -2.4% 0.000
Volume 23,281 24,580 1,299 5.6% 137,356
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.963 2.925 2.786
R3 2.894 2.856 2.767
R2 2.825 2.825 2.761
R1 2.787 2.787 2.754 2.772
PP 2.756 2.756 2.756 2.749
S1 2.718 2.718 2.742 2.703
S2 2.687 2.687 2.735
S3 2.618 2.649 2.729
S4 2.549 2.580 2.710
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.423 3.293 2.862
R3 3.216 3.086 2.805
R2 3.009 3.009 2.786
R1 2.879 2.879 2.767 2.841
PP 2.802 2.802 2.802 2.783
S1 2.672 2.672 2.729 2.634
S2 2.595 2.595 2.710
S3 2.388 2.465 2.691
S4 2.181 2.258 2.634
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.933 2.726 0.207 7.5% 0.073 2.7% 11% False True 27,471
10 3.031 2.726 0.305 11.1% 0.092 3.4% 7% False True 26,019
20 3.031 2.726 0.305 11.1% 0.090 3.3% 7% False True 21,710
40 3.134 2.726 0.408 14.8% 0.098 3.6% 5% False True 19,670
60 3.264 2.726 0.538 19.6% 0.111 4.1% 4% False True 16,462
80 3.666 2.726 0.940 34.2% 0.104 3.8% 2% False True 13,303
100 3.900 2.726 1.174 42.7% 0.099 3.6% 2% False True 11,358
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.088
2.618 2.976
1.618 2.907
1.000 2.864
0.618 2.838
HIGH 2.795
0.618 2.769
0.500 2.761
0.382 2.752
LOW 2.726
0.618 2.683
1.000 2.657
1.618 2.614
2.618 2.545
4.250 2.433
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 2.761 2.818
PP 2.756 2.794
S1 2.752 2.771

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

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