NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 2.910 2.842 -0.068 -2.3% 2.887
High 2.916 2.845 -0.071 -2.4% 2.977
Low 2.830 2.786 -0.044 -1.6% 2.786
Close 2.851 2.809 -0.042 -1.5% 2.809
Range 0.086 0.059 -0.027 -31.4% 0.191
ATR 0.099 0.096 -0.002 -2.4% 0.000
Volume 19,182 21,245 2,063 10.8% 104,576
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.990 2.959 2.841
R3 2.931 2.900 2.825
R2 2.872 2.872 2.820
R1 2.841 2.841 2.814 2.827
PP 2.813 2.813 2.813 2.807
S1 2.782 2.782 2.804 2.768
S2 2.754 2.754 2.798
S3 2.695 2.723 2.793
S4 2.636 2.664 2.777
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.430 3.311 2.914
R3 3.239 3.120 2.862
R2 3.048 3.048 2.844
R1 2.929 2.929 2.827 2.893
PP 2.857 2.857 2.857 2.840
S1 2.738 2.738 2.791 2.702
S2 2.666 2.666 2.774
S3 2.475 2.547 2.756
S4 2.284 2.356 2.704
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.977 2.786 0.191 6.8% 0.070 2.5% 12% False True 20,915
10 3.045 2.786 0.259 9.2% 0.086 3.0% 9% False True 22,614
20 3.045 2.786 0.259 9.2% 0.084 3.0% 9% False True 21,263
40 3.145 2.770 0.375 13.3% 0.094 3.4% 10% False False 22,503
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.024
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.096
2.618 2.999
1.618 2.940
1.000 2.904
0.618 2.881
HIGH 2.845
0.618 2.822
0.500 2.816
0.382 2.809
LOW 2.786
0.618 2.750
1.000 2.727
1.618 2.691
2.618 2.632
4.250 2.535
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 2.816 2.870
PP 2.813 2.849
S1 2.811 2.829

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

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