NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 2.776 2.782 0.006 0.2% 3.067
High 2.826 2.836 0.010 0.4% 3.096
Low 2.771 2.740 -0.031 -1.1% 2.771
Close 2.812 2.780 -0.032 -1.1% 2.812
Range 0.055 0.096 0.041 74.5% 0.325
ATR 0.122 0.120 -0.002 -1.5% 0.000
Volume 18,914 18,285 -629 -3.3% 116,480
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.073 3.023 2.833
R3 2.977 2.927 2.806
R2 2.881 2.881 2.798
R1 2.831 2.831 2.789 2.808
PP 2.785 2.785 2.785 2.774
S1 2.735 2.735 2.771 2.712
S2 2.689 2.689 2.762
S3 2.593 2.639 2.754
S4 2.497 2.543 2.727
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.868 3.665 2.991
R3 3.543 3.340 2.901
R2 3.218 3.218 2.872
R1 3.015 3.015 2.842 2.954
PP 2.893 2.893 2.893 2.863
S1 2.690 2.690 2.782 2.629
S2 2.568 2.568 2.752
S3 2.243 2.365 2.723
S4 1.918 2.040 2.633
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.026 2.740 0.286 10.3% 0.109 3.9% 14% False True 20,123
10 3.096 2.740 0.356 12.8% 0.120 4.3% 11% False True 23,292
20 3.096 2.671 0.425 15.3% 0.115 4.1% 26% False False 20,878
40 3.229 2.671 0.558 20.1% 0.127 4.6% 20% False False 17,310
60 3.622 2.671 0.951 34.2% 0.114 4.1% 11% False False 12,943
80 3.872 2.671 1.201 43.2% 0.106 3.8% 9% False False 10,740
100 3.872 2.671 1.201 43.2% 0.096 3.4% 9% False False 8,949
120 3.905 2.671 1.234 44.4% 0.088 3.2% 9% False False 7,713
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
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 3.244
2.618 3.087
1.618 2.991
1.000 2.932
0.618 2.895
HIGH 2.836
0.618 2.799
0.500 2.788
0.382 2.777
LOW 2.740
0.618 2.681
1.000 2.644
1.618 2.585
2.618 2.489
4.250 2.332
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 2.788 2.847
PP 2.785 2.824
S1 2.783 2.802

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

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