NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 2.928 2.969 0.041 1.4% 2.859
High 2.998 3.000 0.002 0.1% 3.000
Low 2.898 2.928 0.030 1.0% 2.809
Close 2.979 2.974 -0.005 -0.2% 2.974
Range 0.100 0.072 -0.028 -28.0% 0.191
ATR 0.100 0.098 -0.002 -2.0% 0.000
Volume 5,999 7,588 1,589 26.5% 31,903
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.183 3.151 3.014
R3 3.111 3.079 2.994
R2 3.039 3.039 2.987
R1 3.007 3.007 2.981 3.023
PP 2.967 2.967 2.967 2.976
S1 2.935 2.935 2.967 2.951
S2 2.895 2.895 2.961
S3 2.823 2.863 2.954
S4 2.751 2.791 2.934
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.501 3.428 3.079
R3 3.310 3.237 3.027
R2 3.119 3.119 3.009
R1 3.046 3.046 2.992 3.083
PP 2.928 2.928 2.928 2.946
S1 2.855 2.855 2.956 2.892
S2 2.737 2.737 2.939
S3 2.546 2.664 2.921
S4 2.355 2.473 2.869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.000 2.809 0.191 6.4% 0.069 2.3% 86% True False 6,380
10 3.125 2.809 0.316 10.6% 0.088 3.0% 52% False False 8,690
20 3.125 2.756 0.369 12.4% 0.096 3.2% 59% False False 7,933
40 3.268 2.746 0.522 17.6% 0.103 3.5% 44% False False 7,178
60 3.639 2.746 0.893 30.0% 0.101 3.4% 26% False False 5,959
80 3.819 2.746 1.073 36.1% 0.093 3.1% 21% False False 5,081
Crabel Price Patterns
NR True
NR4 False
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.306
2.618 3.188
1.618 3.116
1.000 3.072
0.618 3.044
HIGH 3.000
0.618 2.972
0.500 2.964
0.382 2.956
LOW 2.928
0.618 2.884
1.000 2.856
1.618 2.812
2.618 2.740
4.250 2.622
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 2.971 2.963
PP 2.967 2.952
S1 2.964 2.941

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

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