NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 16-Mar-2015
Day Change Summary
Previous Current
13-Mar-2015 16-Mar-2015 Change Change % Previous Week
Open 2.904 2.865 -0.039 -1.3% 2.918
High 2.909 2.907 -0.002 -0.1% 2.999
Low 2.843 2.845 0.002 0.1% 2.825
Close 2.889 2.878 -0.011 -0.4% 2.889
Range 0.066 0.062 -0.004 -6.1% 0.174
ATR 0.104 0.101 -0.003 -2.9% 0.000
Volume 26,930 16,144 -10,786 -40.1% 107,977
Daily Pivots for day following 16-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.063 3.032 2.912
R3 3.001 2.970 2.895
R2 2.939 2.939 2.889
R1 2.908 2.908 2.884 2.924
PP 2.877 2.877 2.877 2.884
S1 2.846 2.846 2.872 2.862
S2 2.815 2.815 2.867
S3 2.753 2.784 2.861
S4 2.691 2.722 2.844
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.426 3.332 2.985
R3 3.252 3.158 2.937
R2 3.078 3.078 2.921
R1 2.984 2.984 2.905 2.944
PP 2.904 2.904 2.904 2.885
S1 2.810 2.810 2.873 2.770
S2 2.730 2.730 2.857
S3 2.556 2.636 2.841
S4 2.382 2.462 2.793
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.999 2.825 0.174 6.0% 0.087 3.0% 30% False False 21,109
10 3.013 2.825 0.188 6.5% 0.080 2.8% 28% False False 20,299
20 3.145 2.823 0.322 11.2% 0.095 3.3% 17% False False 23,178
40 3.162 2.770 0.392 13.6% 0.101 3.5% 28% False False 21,626
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.171
2.618 3.069
1.618 3.007
1.000 2.969
0.618 2.945
HIGH 2.907
0.618 2.883
0.500 2.876
0.382 2.869
LOW 2.845
0.618 2.807
1.000 2.783
1.618 2.745
2.618 2.683
4.250 2.582
Fisher Pivots for day following 16-Mar-2015
Pivot 1 day 3 day
R1 2.877 2.921
PP 2.877 2.907
S1 2.876 2.892

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

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