NYMEX Natural Gas Future November 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 2.943 2.904 -0.039 -1.3% 2.981
High 2.943 2.926 -0.017 -0.6% 3.059
Low 2.892 2.878 -0.014 -0.5% 2.892
Close 2.906 2.912 0.006 0.2% 2.906
Range 0.051 0.048 -0.003 -5.9% 0.167
ATR 0.083 0.080 -0.002 -3.0% 0.000
Volume 4,935 4,170 -765 -15.5% 23,376
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.049 3.029 2.938
R3 3.001 2.981 2.925
R2 2.953 2.953 2.921
R1 2.933 2.933 2.916 2.943
PP 2.905 2.905 2.905 2.911
S1 2.885 2.885 2.908 2.895
S2 2.857 2.857 2.903
S3 2.809 2.837 2.899
S4 2.761 2.789 2.886
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.453 3.347 2.998
R3 3.286 3.180 2.952
R2 3.119 3.119 2.937
R1 3.013 3.013 2.921 2.983
PP 2.952 2.952 2.952 2.937
S1 2.846 2.846 2.891 2.816
S2 2.785 2.785 2.875
S3 2.618 2.679 2.860
S4 2.451 2.512 2.814
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.059 2.878 0.181 6.2% 0.057 2.0% 19% False True 4,510
10 3.122 2.878 0.244 8.4% 0.072 2.5% 14% False True 5,926
20 3.122 2.878 0.244 8.4% 0.070 2.4% 14% False True 5,413
40 3.213 2.878 0.335 11.5% 0.080 2.7% 10% False True 5,216
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.130
2.618 3.052
1.618 3.004
1.000 2.974
0.618 2.956
HIGH 2.926
0.618 2.908
0.500 2.902
0.382 2.896
LOW 2.878
0.618 2.848
1.000 2.830
1.618 2.800
2.618 2.752
4.250 2.674
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 2.909 2.942
PP 2.905 2.932
S1 2.902 2.922

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

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