NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 2.842 2.926 0.084 3.0% 2.853
High 2.956 2.977 0.021 0.7% 2.986
Low 2.796 2.857 0.061 2.2% 2.796
Close 2.934 2.866 -0.068 -2.3% 2.962
Range 0.160 0.120 -0.040 -25.0% 0.190
ATR 0.103 0.105 0.001 1.1% 0.000
Volume 7,869 12,356 4,487 57.0% 33,921
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.260 3.183 2.932
R3 3.140 3.063 2.899
R2 3.020 3.020 2.888
R1 2.943 2.943 2.877 2.922
PP 2.900 2.900 2.900 2.889
S1 2.823 2.823 2.855 2.802
S2 2.780 2.780 2.844
S3 2.660 2.703 2.833
S4 2.540 2.583 2.800
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 6.6% 0.092 3.2% 37% False False 9,934
10 2.986 2.796 0.190 6.6% 0.079 2.7% 37% False False 8,211
20 3.116 2.796 0.320 11.2% 0.100 3.5% 22% False False 8,448
40 3.257 2.740 0.517 18.0% 0.105 3.7% 24% False False 7,813
60 3.623 2.740 0.883 30.8% 0.104 3.6% 14% False False 6,650
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 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.487
2.618 3.291
1.618 3.171
1.000 3.097
0.618 3.051
HIGH 2.977
0.618 2.931
0.500 2.917
0.382 2.903
LOW 2.857
0.618 2.783
1.000 2.737
1.618 2.663
2.618 2.543
4.250 2.347
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 2.917 2.887
PP 2.900 2.880
S1 2.883 2.873

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

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