NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 01-Apr-2015
Day Change Summary
Previous Current
31-Mar-2015 01-Apr-2015 Change Change % Previous Week
Open 2.779 2.798 0.019 0.7% 2.871
High 2.820 2.810 -0.010 -0.4% 2.945
Low 2.766 2.741 -0.025 -0.9% 2.758
Close 2.786 2.754 -0.032 -1.1% 2.781
Range 0.054 0.069 0.015 27.8% 0.187
ATR 0.089 0.087 -0.001 -1.6% 0.000
Volume 8,016 7,253 -763 -9.5% 46,713
Daily Pivots for day following 01-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.975 2.934 2.792
R3 2.906 2.865 2.773
R2 2.837 2.837 2.767
R1 2.796 2.796 2.760 2.782
PP 2.768 2.768 2.768 2.762
S1 2.727 2.727 2.748 2.713
S2 2.699 2.699 2.741
S3 2.630 2.658 2.735
S4 2.561 2.589 2.716
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 2.887 2.741 0.146 5.3% 0.063 2.3% 9% False True 9,252
10 3.025 2.741 0.284 10.3% 0.074 2.7% 5% False True 10,085
20 3.025 2.741 0.284 10.3% 0.082 3.0% 5% False True 9,935
40 3.116 2.740 0.376 13.7% 0.091 3.3% 4% False False 8,799
60 3.257 2.740 0.517 18.8% 0.098 3.6% 3% False False 8,398
80 3.623 2.740 0.883 32.1% 0.098 3.5% 2% False False 6,902
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.103
2.618 2.991
1.618 2.922
1.000 2.879
0.618 2.853
HIGH 2.810
0.618 2.784
0.500 2.776
0.382 2.767
LOW 2.741
0.618 2.698
1.000 2.672
1.618 2.629
2.618 2.560
4.250 2.448
Fisher Pivots for day following 01-Apr-2015
Pivot 1 day 3 day
R1 2.776 2.781
PP 2.768 2.772
S1 2.761 2.763

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

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