NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 23-Mar-2015
Day Change Summary
Previous Current
20-Mar-2015 23-Mar-2015 Change Change % Previous Week
Open 2.971 2.887 -0.084 -2.8% 2.865
High 3.045 2.923 -0.122 -4.0% 3.045
Low 2.922 2.862 -0.060 -2.1% 2.845
Close 2.943 2.908 -0.035 -1.2% 2.943
Range 0.123 0.061 -0.062 -50.4% 0.200
ATR 0.106 0.104 -0.002 -1.7% 0.000
Volume 31,801 23,485 -8,316 -26.2% 121,571
Daily Pivots for day following 23-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.081 3.055 2.942
R3 3.020 2.994 2.925
R2 2.959 2.959 2.919
R1 2.933 2.933 2.914 2.946
PP 2.898 2.898 2.898 2.904
S1 2.872 2.872 2.902 2.885
S2 2.837 2.837 2.897
S3 2.776 2.811 2.891
S4 2.715 2.750 2.874
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.544 3.444 3.053
R3 3.344 3.244 2.998
R2 3.144 3.144 2.980
R1 3.044 3.044 2.961 3.094
PP 2.944 2.944 2.944 2.970
S1 2.844 2.844 2.925 2.894
S2 2.744 2.744 2.906
S3 2.544 2.644 2.888
S4 2.344 2.444 2.833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.045 2.862 0.183 6.3% 0.101 3.5% 25% False True 25,782
10 3.045 2.825 0.220 7.6% 0.094 3.2% 38% False False 23,445
20 3.088 2.823 0.265 9.1% 0.090 3.1% 32% False False 21,930
40 3.145 2.770 0.375 12.9% 0.098 3.4% 37% False False 21,894
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 0.030
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.182
2.618 3.083
1.618 3.022
1.000 2.984
0.618 2.961
HIGH 2.923
0.618 2.900
0.500 2.893
0.382 2.885
LOW 2.862
0.618 2.824
1.000 2.801
1.618 2.763
2.618 2.702
4.250 2.603
Fisher Pivots for day following 23-Mar-2015
Pivot 1 day 3 day
R1 2.903 2.954
PP 2.898 2.938
S1 2.893 2.923

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

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