NYMEX Natural Gas Future August 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	2.882	2.816	-0.066	-2.3%	2.873
High	2.890	2.816	-0.074	-2.6%	2.954
Low	2.805	2.754	-0.051	-1.8%	2.754
Close	2.822	2.778	-0.044	-1.6%	2.778
Range	0.085	0.062	-0.023	-27.1%	0.200
ATR	0.098	0.096	-0.002	-2.2%	0.000
Volume	13,904	15,754	1,850	13.3%	71,955

Daily Pivots for day following 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.969	2.935	2.812
R3	2.907	2.873	2.795
R2	2.845	2.845	2.789
R1	2.811	2.811	2.784	2.797
PP	2.783	2.783	2.783	2.776
S1	2.749	2.749	2.772	2.735
S2	2.721	2.721	2.767
S3	2.659	2.687	2.761
S4	2.597	2.625	2.744

Weekly Pivots for week ending 27-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.429	3.303	2.888
R3	3.229	3.103	2.833
R2	3.029	3.029	2.815
R1	2.903	2.903	2.796	2.866
PP	2.829	2.829	2.829	2.810
S1	2.703	2.703	2.760	2.666
S2	2.629	2.629	2.741
S3	2.429	2.503	2.723
S4	2.229	2.303	2.668

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.954	2.754	0.200	7.2%	0.068	2.4%	12%	False	True	14,391
10	3.050	2.754	0.296	10.7%	0.088	3.2%	8%	False	True	12,982
20	3.050	2.754	0.296	10.7%	0.085	3.1%	8%	False	True	10,651
40	3.125	2.746	0.379	13.6%	0.092	3.3%	8%	False	False	9,162
60	3.268	2.746	0.522	18.8%	0.104	3.7%	6%	False	False	8,209
80	3.674	2.746	0.928	33.4%	0.097	3.5%	3%	False	False	6,956

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	0.026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.080
2.618	2.978
1.618	2.916
1.000	2.878
0.618	2.854
HIGH	2.816
0.618	2.792
0.500	2.785
0.382	2.778
LOW	2.754
0.618	2.716
1.000	2.692
1.618	2.654
2.618	2.592
4.250	2.491

Fisher Pivots for day following 27-Mar-2015
Pivot	1 day	3 day
R1	2.785	2.841
PP	2.783	2.820
S1	2.780	2.799

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