NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 10-Mar-2015
Day Change Summary
Previous Current
09-Mar-2015 10-Mar-2015 Change Change % Previous Week
Open 2.928 2.849 -0.079 -2.7% 2.859
High 2.928 2.877 -0.051 -1.7% 3.000
Low 2.819 2.845 0.026 0.9% 2.809
Close 2.827 2.872 0.045 1.6% 2.974
Range 0.109 0.032 -0.077 -70.6% 0.191
ATR 0.102 0.098 -0.004 -3.6% 0.000
Volume 7,171 11,496 4,325 60.3% 31,903
Daily Pivots for day following 10-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.961 2.948 2.890
R3 2.929 2.916 2.881
R2 2.897 2.897 2.878
R1 2.884 2.884 2.875 2.891
PP 2.865 2.865 2.865 2.868
S1 2.852 2.852 2.869 2.859
S2 2.833 2.833 2.866
S3 2.801 2.820 2.863
S4 2.769 2.788 2.854
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.501 3.428 3.079
R3 3.310 3.237 3.027
R2 3.119 3.119 3.009
R1 3.046 3.046 2.992 3.083
PP 2.928 2.928 2.928 2.946
S1 2.855 2.855 2.956 2.892
S2 2.737 2.737 2.939
S3 2.546 2.664 2.921
S4 2.355 2.473 2.869
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.000 2.819 0.181 6.3% 0.070 2.5% 29% False False 7,786
10 3.050 2.809 0.241 8.4% 0.080 2.8% 26% False False 8,294
20 3.125 2.809 0.316 11.0% 0.097 3.4% 20% False False 8,360
40 3.268 2.746 0.522 18.2% 0.102 3.6% 24% False False 7,320
60 3.639 2.746 0.893 31.1% 0.101 3.5% 14% False False 6,177
80 3.818 2.746 1.072 37.3% 0.093 3.2% 12% False False 5,269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 3.013
2.618 2.961
1.618 2.929
1.000 2.909
0.618 2.897
HIGH 2.877
0.618 2.865
0.500 2.861
0.382 2.857
LOW 2.845
0.618 2.825
1.000 2.813
1.618 2.793
2.618 2.761
4.250 2.709
Fisher Pivots for day following 10-Mar-2015
Pivot 1 day 3 day
R1 2.868 2.910
PP 2.865 2.897
S1 2.861 2.885

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

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