NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 2.842 2.802 -0.040 -1.4% 2.887
High 2.845 2.831 -0.014 -0.5% 2.977
Low 2.786 2.780 -0.006 -0.2% 2.786
Close 2.809 2.812 0.003 0.1% 2.809
Range 0.059 0.051 -0.008 -13.6% 0.191
ATR 0.096 0.093 -0.003 -3.4% 0.000
Volume 21,245 12,192 -9,053 -42.6% 104,576
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.961 2.937 2.840
R3 2.910 2.886 2.826
R2 2.859 2.859 2.821
R1 2.835 2.835 2.817 2.847
PP 2.808 2.808 2.808 2.814
S1 2.784 2.784 2.807 2.796
S2 2.757 2.757 2.803
S3 2.706 2.733 2.798
S4 2.655 2.682 2.784
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 2.780 0.197 7.0% 0.068 2.4% 16% False True 18,656
10 3.045 2.780 0.265 9.4% 0.084 3.0% 12% False True 22,219
20 3.045 2.780 0.265 9.4% 0.082 2.9% 12% False True 21,259
40 3.145 2.770 0.375 13.3% 0.094 3.3% 11% False False 22,151
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.048
2.618 2.965
1.618 2.914
1.000 2.882
0.618 2.863
HIGH 2.831
0.618 2.812
0.500 2.806
0.382 2.799
LOW 2.780
0.618 2.748
1.000 2.729
1.618 2.697
2.618 2.646
4.250 2.563
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 2.810 2.848
PP 2.808 2.836
S1 2.806 2.824

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

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