NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 3.012 2.872 -0.140 -4.6% 3.091
High 3.020 2.909 -0.111 -3.7% 3.145
Low 2.857 2.857 0.000 0.0% 2.857
Close 2.869 2.898 0.029 1.0% 2.898
Range 0.163 0.052 -0.111 -68.1% 0.288
ATR 0.121 0.116 -0.005 -4.1% 0.000
Volume 20,845 25,723 4,878 23.4% 138,635
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.044 3.023 2.927
R3 2.992 2.971 2.912
R2 2.940 2.940 2.908
R1 2.919 2.919 2.903 2.930
PP 2.888 2.888 2.888 2.893
S1 2.867 2.867 2.893 2.878
S2 2.836 2.836 2.888
S3 2.784 2.815 2.884
S4 2.732 2.763 2.869
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.831 3.652 3.056
R3 3.543 3.364 2.977
R2 3.255 3.255 2.951
R1 3.076 3.076 2.924 3.022
PP 2.967 2.967 2.967 2.939
S1 2.788 2.788 2.872 2.734
S2 2.679 2.679 2.845
S3 2.391 2.500 2.819
S4 2.103 2.212 2.740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.145 2.857 0.288 9.9% 0.108 3.7% 14% False True 27,727
10 3.145 2.857 0.288 9.9% 0.112 3.9% 14% False True 27,954
20 3.145 2.770 0.375 12.9% 0.104 3.6% 34% False False 23,744
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.130
2.618 3.045
1.618 2.993
1.000 2.961
0.618 2.941
HIGH 2.909
0.618 2.889
0.500 2.883
0.382 2.877
LOW 2.857
0.618 2.825
1.000 2.805
1.618 2.773
2.618 2.721
4.250 2.636
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 2.893 2.959
PP 2.888 2.938
S1 2.883 2.918

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

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