NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 2.798 2.746 -0.052 -1.9% 2.871
High 2.810 2.852 0.042 1.5% 2.945
Low 2.741 2.746 0.005 0.2% 2.758
Close 2.754 2.851 0.097 3.5% 2.781
Range 0.069 0.106 0.037 53.6% 0.187
ATR 0.087 0.089 0.001 1.5% 0.000
Volume 7,253 11,080 3,827 52.8% 46,713
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.134 3.099 2.909
R3 3.028 2.993 2.880
R2 2.922 2.922 2.870
R1 2.887 2.887 2.861 2.905
PP 2.816 2.816 2.816 2.825
S1 2.781 2.781 2.841 2.799
S2 2.710 2.710 2.832
S3 2.604 2.675 2.822
S4 2.498 2.569 2.793
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 2.852 2.741 0.111 3.9% 0.068 2.4% 99% True False 9,308
10 3.025 2.741 0.284 10.0% 0.073 2.6% 39% False False 9,841
20 3.025 2.741 0.284 10.0% 0.082 2.9% 39% False False 10,172
40 3.116 2.740 0.376 13.2% 0.091 3.2% 30% False False 8,969
60 3.257 2.740 0.517 18.1% 0.098 3.4% 21% False False 8,481
80 3.623 2.740 0.883 31.0% 0.098 3.4% 13% False False 7,013
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.303
2.618 3.130
1.618 3.024
1.000 2.958
0.618 2.918
HIGH 2.852
0.618 2.812
0.500 2.799
0.382 2.786
LOW 2.746
0.618 2.680
1.000 2.640
1.618 2.574
2.618 2.468
4.250 2.296
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 2.834 2.833
PP 2.816 2.815
S1 2.799 2.797

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

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