NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 2.904 2.900 -0.004 -0.1% 2.981
High 2.926 2.947 0.021 0.7% 3.059
Low 2.878 2.897 0.019 0.7% 2.892
Close 2.912 2.916 0.004 0.1% 2.906
Range 0.048 0.050 0.002 4.2% 0.167
ATR 0.080 0.078 -0.002 -2.7% 0.000
Volume 4,170 3,497 -673 -16.1% 23,376
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.070 3.043 2.944
R3 3.020 2.993 2.930
R2 2.970 2.970 2.925
R1 2.943 2.943 2.921 2.957
PP 2.920 2.920 2.920 2.927
S1 2.893 2.893 2.911 2.907
S2 2.870 2.870 2.907
S3 2.820 2.843 2.902
S4 2.770 2.793 2.889
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.453 3.347 2.998
R3 3.286 3.180 2.952
R2 3.119 3.119 2.937
R1 3.013 3.013 2.921 2.983
PP 2.952 2.952 2.952 2.937
S1 2.846 2.846 2.891 2.816
S2 2.785 2.785 2.875
S3 2.618 2.679 2.860
S4 2.451 2.512 2.814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.043 2.878 0.165 5.7% 0.058 2.0% 23% False False 4,420
10 3.122 2.878 0.244 8.4% 0.071 2.4% 16% False False 5,923
20 3.122 2.878 0.244 8.4% 0.070 2.4% 16% False False 5,421
40 3.213 2.878 0.335 11.5% 0.079 2.7% 11% False False 5,217
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.160
2.618 3.078
1.618 3.028
1.000 2.997
0.618 2.978
HIGH 2.947
0.618 2.928
0.500 2.922
0.382 2.916
LOW 2.897
0.618 2.866
1.000 2.847
1.618 2.816
2.618 2.766
4.250 2.685
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 2.922 2.915
PP 2.920 2.914
S1 2.918 2.913

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

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