NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 2.910 2.938 0.028 1.0% 3.091
High 2.939 3.007 0.068 2.3% 3.145
Low 2.900 2.905 0.005 0.2% 2.857
Close 2.929 2.992 0.063 2.2% 2.898
Range 0.039 0.102 0.063 161.5% 0.288
ATR 0.107 0.106 0.000 -0.3% 0.000
Volume 20,445 14,948 -5,497 -26.9% 138,635
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.274 3.235 3.048
R3 3.172 3.133 3.020
R2 3.070 3.070 3.011
R1 3.031 3.031 3.001 3.051
PP 2.968 2.968 2.968 2.978
S1 2.929 2.929 2.983 2.949
S2 2.866 2.866 2.973
S3 2.764 2.827 2.964
S4 2.662 2.725 2.936
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 3.007 2.823 0.184 6.1% 0.071 2.4% 92% True False 18,746
10 3.145 2.823 0.322 10.8% 0.097 3.2% 52% False False 24,146
20 3.145 2.770 0.375 12.5% 0.102 3.4% 59% False False 23,323
40 3.283 2.770 0.513 17.1% 0.110 3.7% 43% False False 21,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.441
2.618 3.274
1.618 3.172
1.000 3.109
0.618 3.070
HIGH 3.007
0.618 2.968
0.500 2.956
0.382 2.944
LOW 2.905
0.618 2.842
1.000 2.803
1.618 2.740
2.618 2.638
4.250 2.472
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 2.980 2.967
PP 2.968 2.942
S1 2.956 2.918

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

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