NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 2.647 2.724 0.077 2.9% 2.829
High 2.730 2.807 0.077 2.8% 2.838
Low 2.617 2.679 0.062 2.4% 2.646
Close 2.729 2.803 0.074 2.7% 2.651
Range 0.113 0.128 0.015 13.3% 0.192
ATR 0.081 0.085 0.003 4.1% 0.000
Volume 15,081 15,041 -40 -0.3% 58,638
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.147 3.103 2.873
R3 3.019 2.975 2.838
R2 2.891 2.891 2.826
R1 2.847 2.847 2.815 2.869
PP 2.763 2.763 2.763 2.774
S1 2.719 2.719 2.791 2.741
S2 2.635 2.635 2.780
S3 2.507 2.591 2.768
S4 2.379 2.463 2.733
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.288 3.161 2.757
R3 3.096 2.969 2.704
R2 2.904 2.904 2.686
R1 2.777 2.777 2.669 2.745
PP 2.712 2.712 2.712 2.695
S1 2.585 2.585 2.633 2.553
S2 2.520 2.520 2.616
S3 2.328 2.393 2.598
S4 2.136 2.201 2.545
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.807 2.608 0.199 7.1% 0.080 2.8% 98% True False 13,940
10 2.852 2.608 0.244 8.7% 0.077 2.8% 80% False False 12,434
20 3.025 2.608 0.417 14.9% 0.076 2.7% 47% False False 11,260
40 3.116 2.608 0.508 18.1% 0.083 3.0% 38% False False 10,005
60 3.116 2.608 0.508 18.1% 0.090 3.2% 38% False False 9,117
80 3.442 2.608 0.834 29.8% 0.097 3.5% 23% False False 8,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 3.351
2.618 3.142
1.618 3.014
1.000 2.935
0.618 2.886
HIGH 2.807
0.618 2.758
0.500 2.743
0.382 2.728
LOW 2.679
0.618 2.600
1.000 2.551
1.618 2.472
2.618 2.344
4.250 2.135
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 2.783 2.773
PP 2.763 2.742
S1 2.743 2.712

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

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