NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 26-Mar-2015
Day Change Summary
Previous Current
25-Mar-2015 26-Mar-2015 Change Change % Previous Week
Open 2.922 2.910 -0.012 -0.4% 2.865
High 2.953 2.916 -0.037 -1.3% 3.045
Low 2.879 2.830 -0.049 -1.7% 2.845
Close 2.896 2.851 -0.045 -1.6% 2.943
Range 0.074 0.086 0.012 16.2% 0.200
ATR 0.100 0.099 -0.001 -1.0% 0.000
Volume 16,256 19,182 2,926 18.0% 121,571
Daily Pivots for day following 26-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.124 3.073 2.898
R3 3.038 2.987 2.875
R2 2.952 2.952 2.867
R1 2.901 2.901 2.859 2.884
PP 2.866 2.866 2.866 2.857
S1 2.815 2.815 2.843 2.798
S2 2.780 2.780 2.835
S3 2.694 2.729 2.827
S4 2.608 2.643 2.804
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 2.830 0.215 7.5% 0.083 2.9% 10% False True 23,026
10 3.045 2.830 0.215 7.5% 0.086 3.0% 10% False True 23,183
20 3.045 2.823 0.222 7.8% 0.084 2.9% 13% False False 21,487
40 3.145 2.770 0.375 13.2% 0.098 3.4% 22% False False 22,323
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.282
2.618 3.141
1.618 3.055
1.000 3.002
0.618 2.969
HIGH 2.916
0.618 2.883
0.500 2.873
0.382 2.863
LOW 2.830
0.618 2.777
1.000 2.744
1.618 2.691
2.618 2.605
4.250 2.465
Fisher Pivots for day following 26-Mar-2015
Pivot 1 day 3 day
R1 2.873 2.904
PP 2.866 2.886
S1 2.858 2.869

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

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