NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 03-Mar-2015
Day Change Summary
Previous Current
02-Mar-2015 03-Mar-2015 Change Change % Previous Week
Open 2.876 2.828 -0.048 -1.7% 3.091
High 2.918 2.896 -0.022 -0.8% 3.145
Low 2.823 2.828 0.005 0.2% 2.857
Close 2.870 2.885 0.015 0.5% 2.898
Range 0.095 0.068 -0.027 -28.4% 0.288
ATR 0.114 0.111 -0.003 -2.9% 0.000
Volume 12,274 20,341 8,067 65.7% 138,635
Daily Pivots for day following 03-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.074 3.047 2.922
R3 3.006 2.979 2.904
R2 2.938 2.938 2.897
R1 2.911 2.911 2.891 2.925
PP 2.870 2.870 2.870 2.876
S1 2.843 2.843 2.879 2.857
S2 2.802 2.802 2.873
S3 2.734 2.775 2.866
S4 2.666 2.707 2.848
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 3.060 2.823 0.237 8.2% 0.094 3.3% 26% False False 20,181
10 3.145 2.823 0.322 11.2% 0.100 3.5% 19% False False 25,671
20 3.145 2.770 0.375 13.0% 0.105 3.6% 31% False False 23,143
40 3.283 2.770 0.513 17.8% 0.115 4.0% 22% False False 20,726
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.185
2.618 3.074
1.618 3.006
1.000 2.964
0.618 2.938
HIGH 2.896
0.618 2.870
0.500 2.862
0.382 2.854
LOW 2.828
0.618 2.786
1.000 2.760
1.618 2.718
2.618 2.650
4.250 2.539
Fisher Pivots for day following 03-Mar-2015
Pivot 1 day 3 day
R1 2.877 2.880
PP 2.870 2.875
S1 2.862 2.871

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

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