NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 2.818 2.775 -0.043 -1.5% 2.871
High 2.818 2.804 -0.014 -0.5% 2.945
Low 2.758 2.754 -0.004 -0.1% 2.758
Close 2.781 2.785 0.004 0.1% 2.781
Range 0.060 0.050 -0.010 -16.7% 0.187
ATR 0.094 0.091 -0.003 -3.4% 0.000
Volume 9,754 10,441 687 7.0% 46,713
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.931 2.908 2.813
R3 2.881 2.858 2.799
R2 2.831 2.831 2.794
R1 2.808 2.808 2.790 2.820
PP 2.781 2.781 2.781 2.787
S1 2.758 2.758 2.780 2.770
S2 2.731 2.731 2.776
S3 2.681 2.708 2.771
S4 2.631 2.658 2.758
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.389 3.272 2.884
R3 3.202 3.085 2.832
R2 3.015 3.015 2.815
R1 2.898 2.898 2.798 2.863
PP 2.828 2.828 2.828 2.811
S1 2.711 2.711 2.764 2.676
S2 2.641 2.641 2.747
S3 2.454 2.524 2.730
S4 2.267 2.337 2.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.945 2.754 0.191 6.9% 0.063 2.3% 16% False True 9,429
10 3.025 2.754 0.271 9.7% 0.083 3.0% 11% False True 10,723
20 3.025 2.754 0.271 9.7% 0.081 2.9% 11% False True 9,853
40 3.116 2.740 0.376 13.5% 0.092 3.3% 12% False False 8,650
60 3.257 2.740 0.517 18.6% 0.103 3.7% 9% False False 8,254
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.017
2.618 2.935
1.618 2.885
1.000 2.854
0.618 2.835
HIGH 2.804
0.618 2.785
0.500 2.779
0.382 2.773
LOW 2.754
0.618 2.723
1.000 2.704
1.618 2.673
2.618 2.623
4.250 2.542
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 2.783 2.821
PP 2.781 2.809
S1 2.779 2.797

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

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