NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 2.777 2.777 0.000 0.0% 2.873
High 2.804 2.821 0.017 0.6% 2.954
Low 2.750 2.766 0.016 0.6% 2.754
Close 2.784 2.782 -0.002 -0.1% 2.778
Range 0.054 0.055 0.001 1.9% 0.200
ATR 0.093 0.090 -0.003 -2.9% 0.000
Volume 11,085 7,768 -3,317 -29.9% 71,955
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.955 2.923 2.812
R3 2.900 2.868 2.797
R2 2.845 2.845 2.792
R1 2.813 2.813 2.787 2.829
PP 2.790 2.790 2.790 2.798
S1 2.758 2.758 2.777 2.774
S2 2.735 2.735 2.772
S3 2.680 2.703 2.767
S4 2.625 2.648 2.752
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 2.928 2.750 0.178 6.4% 0.065 2.3% 18% False False 12,324
10 3.050 2.750 0.300 10.8% 0.084 3.0% 11% False False 13,488
20 3.050 2.750 0.300 10.8% 0.084 3.0% 11% False False 11,012
40 3.125 2.746 0.379 13.6% 0.092 3.3% 9% False False 9,347
60 3.268 2.746 0.522 18.8% 0.101 3.6% 7% False False 8,379
80 3.639 2.746 0.893 32.1% 0.097 3.5% 4% False False 7,119
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.055
2.618 2.965
1.618 2.910
1.000 2.876
0.618 2.855
HIGH 2.821
0.618 2.800
0.500 2.794
0.382 2.787
LOW 2.766
0.618 2.732
1.000 2.711
1.618 2.677
2.618 2.622
4.250 2.532
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 2.794 2.786
PP 2.790 2.784
S1 2.786 2.783

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

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