NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 3.008 2.971 -0.037 -1.2% 2.865
High 3.039 3.045 0.006 0.2% 3.045
Low 2.925 2.922 -0.003 -0.1% 2.845
Close 2.961 2.943 -0.018 -0.6% 2.943
Range 0.114 0.123 0.009 7.9% 0.200
ATR 0.105 0.106 0.001 1.3% 0.000
Volume 31,734 31,801 67 0.2% 121,571
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.339 3.264 3.011
R3 3.216 3.141 2.977
R2 3.093 3.093 2.966
R1 3.018 3.018 2.954 2.994
PP 2.970 2.970 2.970 2.958
S1 2.895 2.895 2.932 2.871
S2 2.847 2.847 2.920
S3 2.724 2.772 2.909
S4 2.601 2.649 2.875
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.544 3.444 3.053
R3 3.344 3.244 2.998
R2 3.144 3.144 2.980
R1 3.044 3.044 2.961 3.094
PP 2.944 2.944 2.944 2.970
S1 2.844 2.844 2.925 2.894
S2 2.744 2.744 2.906
S3 2.544 2.644 2.888
S4 2.344 2.444 2.833
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.045 2.845 0.200 6.8% 0.101 3.4% 49% True False 24,314
10 3.045 2.825 0.220 7.5% 0.096 3.3% 54% True False 22,954
20 3.145 2.823 0.322 10.9% 0.094 3.2% 37% False False 22,966
40 3.145 2.770 0.375 12.7% 0.098 3.3% 46% False False 21,827
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.568
2.618 3.367
1.618 3.244
1.000 3.168
0.618 3.121
HIGH 3.045
0.618 2.998
0.500 2.984
0.382 2.969
LOW 2.922
0.618 2.846
1.000 2.799
1.618 2.723
2.618 2.600
4.250 2.399
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 2.984 2.980
PP 2.970 2.968
S1 2.957 2.955

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

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