NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 2.865 2.912 0.047 1.6% 2.918
High 2.907 2.988 0.081 2.8% 2.999
Low 2.845 2.912 0.067 2.4% 2.825
Close 2.878 2.980 0.102 3.5% 2.889
Range 0.062 0.076 0.014 22.6% 0.174
ATR 0.101 0.102 0.001 0.6% 0.000
Volume 16,144 11,563 -4,581 -28.4% 107,977
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.188 3.160 3.022
R3 3.112 3.084 3.001
R2 3.036 3.036 2.994
R1 3.008 3.008 2.987 3.022
PP 2.960 2.960 2.960 2.967
S1 2.932 2.932 2.973 2.946
S2 2.884 2.884 2.966
S3 2.808 2.856 2.959
S4 2.732 2.780 2.938
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 5.8% 0.095 3.2% 89% False False 18,799
10 3.013 2.825 0.188 6.3% 0.081 2.7% 82% False False 19,421
20 3.145 2.823 0.322 10.8% 0.090 3.0% 49% False False 22,546
40 3.145 2.770 0.375 12.6% 0.100 3.3% 56% False False 21,137
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.311
2.618 3.187
1.618 3.111
1.000 3.064
0.618 3.035
HIGH 2.988
0.618 2.959
0.500 2.950
0.382 2.941
LOW 2.912
0.618 2.865
1.000 2.836
1.618 2.789
2.618 2.713
4.250 2.589
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 2.970 2.959
PP 2.960 2.937
S1 2.950 2.916

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

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