NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 2.854 2.949 0.095 3.3% 2.859
High 2.967 2.990 0.023 0.8% 3.000
Low 2.818 2.871 0.053 1.9% 2.809
Close 2.948 2.876 -0.072 -2.4% 2.974
Range 0.149 0.119 -0.030 -20.1% 0.191
ATR 0.102 0.103 0.001 1.2% 0.000
Volume 8,012 12,257 4,245 53.0% 31,903
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.269 3.192 2.941
R3 3.150 3.073 2.909
R2 3.031 3.031 2.898
R1 2.954 2.954 2.887 2.933
PP 2.912 2.912 2.912 2.902
S1 2.835 2.835 2.865 2.814
S2 2.793 2.793 2.854
S3 2.674 2.716 2.843
S4 2.555 2.597 2.811
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 2.818 0.182 6.3% 0.096 3.3% 32% False False 9,304
10 3.000 2.809 0.191 6.6% 0.081 2.8% 35% False False 8,121
20 3.125 2.809 0.316 11.0% 0.099 3.5% 21% False False 8,726
40 3.268 2.746 0.522 18.2% 0.104 3.6% 25% False False 7,432
60 3.639 2.746 0.893 31.1% 0.103 3.6% 15% False False 6,442
80 3.818 2.746 1.072 37.3% 0.095 3.3% 12% False False 5,465
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.496
2.618 3.302
1.618 3.183
1.000 3.109
0.618 3.064
HIGH 2.990
0.618 2.945
0.500 2.931
0.382 2.916
LOW 2.871
0.618 2.797
1.000 2.752
1.618 2.678
2.618 2.559
4.250 2.365
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 2.931 2.904
PP 2.912 2.895
S1 2.894 2.885

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

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