NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 2.838 2.842 0.004 0.1% 2.853
High 2.870 2.956 0.086 3.0% 2.986
Low 2.838 2.796 -0.042 -1.5% 2.796
Close 2.863 2.934 0.071 2.5% 2.962
Range 0.032 0.160 0.128 400.0% 0.190
ATR 0.099 0.103 0.004 4.4% 0.000
Volume 10,466 7,869 -2,597 -24.8% 33,921
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.375 3.315 3.022
R3 3.215 3.155 2.978
R2 3.055 3.055 2.963
R1 2.995 2.995 2.949 3.025
PP 2.895 2.895 2.895 2.911
S1 2.835 2.835 2.919 2.865
S2 2.735 2.735 2.905
S3 2.575 2.675 2.890
S4 2.415 2.515 2.846
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 2.796 0.190 6.5% 0.088 3.0% 73% False True 8,734
10 2.994 2.796 0.198 6.7% 0.083 2.8% 70% False True 7,746
20 3.116 2.796 0.320 10.9% 0.101 3.4% 43% False True 8,331
40 3.257 2.740 0.517 17.6% 0.105 3.6% 38% False False 7,849
60 3.623 2.740 0.883 30.1% 0.103 3.5% 22% False False 6,474
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.636
2.618 3.375
1.618 3.215
1.000 3.116
0.618 3.055
HIGH 2.956
0.618 2.895
0.500 2.876
0.382 2.857
LOW 2.796
0.618 2.697
1.000 2.636
1.618 2.537
2.618 2.377
4.250 2.116
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 2.915 2.915
PP 2.895 2.895
S1 2.876 2.876

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

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