NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 2.884 2.838 -0.046 -1.6% 2.853
High 2.893 2.870 -0.023 -0.8% 2.986
Low 2.813 2.838 0.025 0.9% 2.796
Close 2.821 2.863 0.042 1.5% 2.962
Range 0.080 0.032 -0.048 -60.0% 0.190
ATR 0.103 0.099 -0.004 -3.7% 0.000
Volume 9,056 10,466 1,410 15.6% 33,921
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.953 2.940 2.881
R3 2.921 2.908 2.872
R2 2.889 2.889 2.869
R1 2.876 2.876 2.866 2.883
PP 2.857 2.857 2.857 2.860
S1 2.844 2.844 2.860 2.851
S2 2.825 2.825 2.857
S3 2.793 2.812 2.854
S4 2.761 2.780 2.845
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.485 3.413 3.067
R3 3.295 3.223 3.014
R2 3.105 3.105 2.997
R1 3.033 3.033 2.979 3.069
PP 2.915 2.915 2.915 2.933
S1 2.843 2.843 2.945 2.879
S2 2.725 2.725 2.927
S3 2.535 2.653 2.910
S4 2.345 2.463 2.858
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.986 2.813 0.173 6.0% 0.063 2.2% 29% False False 8,325
10 3.035 2.796 0.239 8.3% 0.076 2.7% 28% False False 7,574
20 3.116 2.796 0.320 11.2% 0.098 3.4% 21% False False 8,332
40 3.257 2.740 0.517 18.1% 0.103 3.6% 24% False False 7,844
60 3.623 2.740 0.883 30.8% 0.102 3.6% 14% False False 6,369
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 3.006
2.618 2.954
1.618 2.922
1.000 2.902
0.618 2.890
HIGH 2.870
0.618 2.858
0.500 2.854
0.382 2.850
LOW 2.838
0.618 2.818
1.000 2.806
1.618 2.786
2.618 2.754
4.250 2.702
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 2.860 2.900
PP 2.857 2.887
S1 2.854 2.875

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

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