NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 12-Mar-2015
Day Change Summary
Previous Current
11-Mar-2015 12-Mar-2015 Change Change % Previous Week
Open 2.891 2.956 0.065 2.2% 2.876
High 2.980 2.999 0.019 0.6% 3.013
Low 2.825 2.882 0.057 2.0% 2.823
Close 2.958 2.892 -0.066 -2.2% 2.987
Range 0.155 0.117 -0.038 -24.5% 0.190
ATR 0.107 0.107 0.001 0.7% 0.000
Volume 12,980 26,379 13,399 103.2% 91,143
Daily Pivots for day following 12-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.275 3.201 2.956
R3 3.158 3.084 2.924
R2 3.041 3.041 2.913
R1 2.967 2.967 2.903 2.946
PP 2.924 2.924 2.924 2.914
S1 2.850 2.850 2.881 2.829
S2 2.807 2.807 2.871
S3 2.690 2.733 2.860
S4 2.573 2.616 2.828
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 2.825 0.188 6.5% 0.093 3.2% 36% False False 20,836
10 3.013 2.823 0.190 6.6% 0.082 2.8% 36% False False 19,791
20 3.145 2.823 0.322 11.1% 0.103 3.5% 21% False False 24,083
40 3.283 2.770 0.513 17.7% 0.108 3.7% 24% False False 21,730
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.496
2.618 3.305
1.618 3.188
1.000 3.116
0.618 3.071
HIGH 2.999
0.618 2.954
0.500 2.941
0.382 2.927
LOW 2.882
0.618 2.810
1.000 2.765
1.618 2.693
2.618 2.576
4.250 2.385
Fisher Pivots for day following 12-Mar-2015
Pivot 1 day 3 day
R1 2.941 2.912
PP 2.924 2.905
S1 2.908 2.899

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

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