NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 2.713 2.706 -0.007 -0.3% 2.676
High 2.747 2.719 -0.028 -1.0% 2.800
Low 2.640 2.663 0.023 0.9% 2.640
Close 2.704 2.671 -0.033 -1.2% 2.671
Range 0.107 0.056 -0.051 -47.7% 0.160
ATR 0.096 0.093 -0.003 -3.0% 0.000
Volume 25,730 38,002 12,272 47.7% 153,809
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 2.852 2.818 2.702
R3 2.796 2.762 2.686
R2 2.740 2.740 2.681
R1 2.706 2.706 2.676 2.695
PP 2.684 2.684 2.684 2.679
S1 2.650 2.650 2.666 2.639
S2 2.628 2.628 2.661
S3 2.572 2.594 2.656
S4 2.516 2.538 2.640
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.184 3.087 2.759
R3 3.024 2.927 2.715
R2 2.864 2.864 2.700
R1 2.767 2.767 2.686 2.736
PP 2.704 2.704 2.704 2.688
S1 2.607 2.607 2.656 2.576
S2 2.544 2.544 2.642
S3 2.384 2.447 2.627
S4 2.224 2.287 2.583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.800 2.640 0.160 6.0% 0.089 3.3% 19% False False 30,761
10 3.057 2.640 0.417 15.6% 0.091 3.4% 7% False False 31,586
20 3.180 2.640 0.540 20.2% 0.100 3.7% 6% False False 34,457
40 3.180 2.638 0.542 20.3% 0.086 3.2% 6% False False 26,895
60 3.180 2.638 0.542 20.3% 0.084 3.1% 6% False False 24,521
80 3.180 2.638 0.542 20.3% 0.089 3.3% 6% False False 24,397
100 3.283 2.638 0.645 24.1% 0.094 3.5% 5% False False 23,346
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 2.957
2.618 2.866
1.618 2.810
1.000 2.775
0.618 2.754
HIGH 2.719
0.618 2.698
0.500 2.691
0.382 2.684
LOW 2.663
0.618 2.628
1.000 2.607
1.618 2.572
2.618 2.516
4.250 2.425
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 2.691 2.720
PP 2.684 2.704
S1 2.678 2.687

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

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