NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 2.955 2.871 -0.084 -2.8% 2.849
High 3.025 2.898 -0.127 -4.2% 3.025
Low 2.900 2.836 -0.064 -2.2% 2.824
Close 2.918 2.882 -0.036 -1.2% 2.918
Range 0.125 0.062 -0.063 -50.4% 0.201
ATR 0.104 0.102 -0.002 -1.5% 0.000
Volume 14,914 10,009 -4,905 -32.9% 56,857
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.058 3.032 2.916
R3 2.996 2.970 2.899
R2 2.934 2.934 2.893
R1 2.908 2.908 2.888 2.921
PP 2.872 2.872 2.872 2.879
S1 2.846 2.846 2.876 2.859
S2 2.810 2.810 2.871
S3 2.748 2.784 2.865
S4 2.686 2.722 2.848
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.525 3.423 3.029
R3 3.324 3.222 2.973
R2 3.123 3.123 2.955
R1 3.021 3.021 2.936 3.072
PP 2.922 2.922 2.922 2.948
S1 2.820 2.820 2.900 2.871
S2 2.721 2.721 2.881
S3 2.520 2.619 2.863
S4 2.319 2.418 2.807
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.025 2.836 0.189 6.6% 0.102 3.6% 24% False True 12,018
10 3.025 2.796 0.229 7.9% 0.095 3.3% 38% False False 11,096
20 3.058 2.796 0.262 9.1% 0.089 3.1% 33% False False 9,286
40 3.116 2.740 0.376 13.0% 0.096 3.3% 38% False False 8,273
60 3.257 2.740 0.517 17.9% 0.105 3.6% 27% False False 7,689
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.162
2.618 3.060
1.618 2.998
1.000 2.960
0.618 2.936
HIGH 2.898
0.618 2.874
0.500 2.867
0.382 2.860
LOW 2.836
0.618 2.798
1.000 2.774
1.618 2.736
2.618 2.674
4.250 2.573
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 2.877 2.931
PP 2.872 2.914
S1 2.867 2.898

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

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