NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 24-Mar-2015
Day Change Summary
Previous Current
23-Mar-2015 24-Mar-2015 Change Change % Previous Week
Open 2.887 2.926 0.039 1.4% 2.865
High 2.923 2.977 0.054 1.8% 3.045
Low 2.862 2.906 0.044 1.5% 2.845
Close 2.908 2.953 0.045 1.5% 2.943
Range 0.061 0.071 0.010 16.4% 0.200
ATR 0.104 0.102 -0.002 -2.3% 0.000
Volume 23,485 24,408 923 3.9% 121,571
Daily Pivots for day following 24-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.158 3.127 2.992
R3 3.087 3.056 2.973
R2 3.016 3.016 2.966
R1 2.985 2.985 2.960 3.001
PP 2.945 2.945 2.945 2.953
S1 2.914 2.914 2.946 2.930
S2 2.874 2.874 2.940
S3 2.803 2.843 2.933
S4 2.732 2.772 2.914
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 6.2% 0.100 3.4% 50% False False 28,351
10 3.045 2.825 0.220 7.5% 0.097 3.3% 58% False False 23,575
20 3.060 2.823 0.237 8.0% 0.089 3.0% 55% False False 21,843
40 3.145 2.770 0.375 12.7% 0.098 3.3% 49% False False 22,227
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.279
2.618 3.163
1.618 3.092
1.000 3.048
0.618 3.021
HIGH 2.977
0.618 2.950
0.500 2.942
0.382 2.933
LOW 2.906
0.618 2.862
1.000 2.835
1.618 2.791
2.618 2.720
4.250 2.604
Fisher Pivots for day following 24-Mar-2015
Pivot 1 day 3 day
R1 2.949 2.954
PP 2.945 2.953
S1 2.942 2.953

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

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