NYMEX Natural Gas Future August 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 2.964 2.873 -0.091 -3.1% 2.860
High 3.035 2.902 -0.133 -4.4% 3.050
Low 2.910 2.842 -0.068 -2.3% 2.833
Close 2.924 2.886 -0.038 -1.3% 2.924
Range 0.125 0.060 -0.065 -52.0% 0.217
ATR 0.105 0.104 -0.002 -1.6% 0.000
Volume 16,504 16,857 353 2.1% 57,866
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.057 3.031 2.919
R3 2.997 2.971 2.903
R2 2.937 2.937 2.897
R1 2.911 2.911 2.892 2.924
PP 2.877 2.877 2.877 2.883
S1 2.851 2.851 2.881 2.864
S2 2.817 2.817 2.875
S3 2.757 2.791 2.870
S4 2.697 2.731 2.853
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.587 3.472 3.043
R3 3.370 3.255 2.984
R2 3.153 3.153 2.964
R1 3.038 3.038 2.944 3.096
PP 2.936 2.936 2.936 2.964
S1 2.821 2.821 2.904 2.879
S2 2.719 2.719 2.884
S3 2.502 2.604 2.864
S4 2.285 2.387 2.805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.050 2.842 0.208 7.2% 0.108 3.7% 21% False True 13,545
10 3.050 2.818 0.232 8.0% 0.097 3.4% 29% False False 11,885
20 3.075 2.809 0.266 9.2% 0.092 3.2% 29% False False 10,013
40 3.125 2.746 0.379 13.1% 0.096 3.3% 37% False False 8,237
60 3.268 2.746 0.522 18.1% 0.104 3.6% 27% False False 7,498
80 3.800 2.746 1.054 36.5% 0.097 3.4% 13% False False 6,356
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 0.031
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.157
2.618 3.059
1.618 2.999
1.000 2.962
0.618 2.939
HIGH 2.902
0.618 2.879
0.500 2.872
0.382 2.865
LOW 2.842
0.618 2.805
1.000 2.782
1.618 2.745
2.618 2.685
4.250 2.587
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 2.881 2.946
PP 2.877 2.926
S1 2.872 2.906

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

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