NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	2.860	2.897	0.037	1.3%	2.928
High	2.895	2.978	0.083	2.9%	2.990
Low	2.833	2.890	0.057	2.0%	2.818
Close	2.865	2.974	0.109	3.8%	2.876
Range	0.062	0.088	0.026	41.9%	0.172
ATR	0.098	0.099	0.001	1.1%	0.000
Volume	6,995	6,795	-200	-2.9%	51,304

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.211	3.181	3.022
R3	3.123	3.093	2.998
R2	3.035	3.035	2.990
R1	3.005	3.005	2.982	3.020
PP	2.947	2.947	2.947	2.955
S1	2.917	2.917	2.966	2.932
S2	2.859	2.859	2.958
S3	2.771	2.829	2.950
S4	2.683	2.741	2.926

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.411	3.315	2.971
R3	3.239	3.143	2.923
R2	3.067	3.067	2.908
R1	2.971	2.971	2.892	2.933
PP	2.895	2.895	2.895	2.876
S1	2.799	2.799	2.860	2.761
S2	2.723	2.723	2.844
S3	2.551	2.627	2.829
S4	2.379	2.455	2.781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.990	2.818	0.172	5.8%	0.098	3.3%	91%	False	False	9,285
10	3.000	2.818	0.182	6.1%	0.084	2.8%	86%	False	False	8,535
20	3.125	2.809	0.316	10.6%	0.089	3.0%	52%	False	False	8,854
40	3.125	2.746	0.379	12.7%	0.096	3.2%	60%	False	False	7,422
60	3.530	2.746	0.784	26.4%	0.103	3.5%	29%	False	False	6,744
80	3.818	2.746	1.072	36.0%	0.095	3.2%	21%	False	False	5,711

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.352
2.618	3.208
1.618	3.120
1.000	3.066
0.618	3.032
HIGH	2.978
0.618	2.944
0.500	2.934
0.382	2.924
LOW	2.890
0.618	2.836
1.000	2.802
1.618	2.748
2.618	2.660
4.250	2.516

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	2.961	2.950
PP	2.947	2.925
S1	2.934	2.901

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols