NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 02-Apr-2015
Day Change Summary
Previous Current
01-Apr-2015 02-Apr-2015 Change Change % Previous Week
Open 2.812 2.775 -0.037 -1.3% 2.887
High 2.834 2.880 0.046 1.6% 2.977
Low 2.766 2.771 0.005 0.2% 2.786
Close 2.783 2.879 0.096 3.4% 2.809
Range 0.068 0.109 0.041 60.3% 0.191
ATR 0.088 0.090 0.001 1.7% 0.000
Volume 12,151 18,803 6,652 54.7% 104,576
Daily Pivots for day following 02-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.170 3.134 2.939
R3 3.061 3.025 2.909
R2 2.952 2.952 2.899
R1 2.916 2.916 2.889 2.934
PP 2.843 2.843 2.843 2.853
S1 2.807 2.807 2.869 2.825
S2 2.734 2.734 2.859
S3 2.625 2.698 2.849
S4 2.516 2.589 2.819
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.430 3.311 2.914
R3 3.239 3.120 2.862
R2 3.048 3.048 2.844
R1 2.929 2.929 2.827 2.893
PP 2.857 2.857 2.857 2.840
S1 2.738 2.738 2.791 2.702
S2 2.666 2.666 2.774
S3 2.475 2.547 2.756
S4 2.284 2.356 2.704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.880 2.766 0.114 4.0% 0.067 2.3% 99% True False 14,838
10 3.045 2.766 0.279 9.7% 0.075 2.6% 41% False False 18,932
20 3.045 2.766 0.279 9.7% 0.083 2.9% 41% False False 20,510
40 3.145 2.766 0.379 13.2% 0.093 3.2% 30% False False 21,917
60 3.283 2.766 0.517 18.0% 0.101 3.5% 22% False False 20,904
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.343
2.618 3.165
1.618 3.056
1.000 2.989
0.618 2.947
HIGH 2.880
0.618 2.838
0.500 2.826
0.382 2.813
LOW 2.771
0.618 2.704
1.000 2.662
1.618 2.595
2.618 2.486
4.250 2.308
Fisher Pivots for day following 02-Apr-2015
Pivot 1 day 3 day
R1 2.861 2.860
PP 2.843 2.842
S1 2.826 2.823

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

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