NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 2.816 2.777 -0.039 -1.4% 2.873
High 2.816 2.804 -0.012 -0.4% 2.954
Low 2.754 2.750 -0.004 -0.1% 2.754
Close 2.778 2.784 0.006 0.2% 2.778
Range 0.062 0.054 -0.008 -12.9% 0.200
ATR 0.096 0.093 -0.003 -3.1% 0.000
Volume 15,754 11,085 -4,669 -29.6% 71,955
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.941 2.917 2.814
R3 2.887 2.863 2.799
R2 2.833 2.833 2.794
R1 2.809 2.809 2.789 2.821
PP 2.779 2.779 2.779 2.786
S1 2.755 2.755 2.779 2.767
S2 2.725 2.725 2.774
S3 2.671 2.701 2.769
S4 2.617 2.647 2.754
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 2.750 0.204 7.3% 0.066 2.4% 17% False True 13,236
10 3.050 2.750 0.300 10.8% 0.087 3.1% 11% False True 13,391
20 3.050 2.750 0.300 10.8% 0.084 3.0% 11% False True 10,941
40 3.125 2.746 0.379 13.6% 0.092 3.3% 10% False False 9,254
60 3.268 2.746 0.522 18.8% 0.102 3.7% 7% False False 8,367
80 3.639 2.746 0.893 32.1% 0.097 3.5% 4% False False 7,052
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.034
2.618 2.945
1.618 2.891
1.000 2.858
0.618 2.837
HIGH 2.804
0.618 2.783
0.500 2.777
0.382 2.771
LOW 2.750
0.618 2.717
1.000 2.696
1.618 2.663
2.618 2.609
4.250 2.521
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 2.782 2.820
PP 2.779 2.808
S1 2.777 2.796

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

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