NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 2.938 2.985 0.047 1.6% 2.876
High 3.007 3.013 0.006 0.2% 3.013
Low 2.905 2.943 0.038 1.3% 2.823
Close 2.992 2.987 -0.005 -0.2% 2.987
Range 0.102 0.070 -0.032 -31.4% 0.190
ATR 0.106 0.104 -0.003 -2.4% 0.000
Volume 14,948 23,135 8,187 54.8% 91,143
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.191 3.159 3.026
R3 3.121 3.089 3.006
R2 3.051 3.051 3.000
R1 3.019 3.019 2.993 3.035
PP 2.981 2.981 2.981 2.989
S1 2.949 2.949 2.981 2.965
S2 2.911 2.911 2.974
S3 2.841 2.879 2.968
S4 2.771 2.809 2.949
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.511 3.439 3.092
R3 3.321 3.249 3.039
R2 3.131 3.131 3.022
R1 3.059 3.059 3.004 3.095
PP 2.941 2.941 2.941 2.959
S1 2.869 2.869 2.970 2.905
S2 2.751 2.751 2.952
S3 2.561 2.679 2.935
S4 2.371 2.489 2.883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.013 2.823 0.190 6.4% 0.075 2.5% 86% True False 18,228
10 3.145 2.823 0.322 10.8% 0.092 3.1% 51% False False 22,977
20 3.145 2.778 0.367 12.3% 0.101 3.4% 57% False False 23,660
40 3.283 2.770 0.513 17.2% 0.108 3.6% 42% False False 21,439
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.311
2.618 3.196
1.618 3.126
1.000 3.083
0.618 3.056
HIGH 3.013
0.618 2.986
0.500 2.978
0.382 2.970
LOW 2.943
0.618 2.900
1.000 2.873
1.618 2.830
2.618 2.760
4.250 2.646
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 2.984 2.977
PP 2.981 2.967
S1 2.978 2.957

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

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