NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 2.681 2.655 -0.026 -1.0% 2.624
High 2.698 2.709 0.011 0.4% 2.719
Low 2.633 2.647 0.014 0.5% 2.583
Close 2.650 2.680 0.030 1.1% 2.713
Range 0.065 0.062 -0.003 -4.6% 0.136
ATR 0.104 0.101 -0.003 -2.9% 0.000
Volume 70,629 105,704 35,075 49.7% 253,421
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.865 2.834 2.714
R3 2.803 2.772 2.697
R2 2.741 2.741 2.691
R1 2.710 2.710 2.686 2.726
PP 2.679 2.679 2.679 2.686
S1 2.648 2.648 2.674 2.664
S2 2.617 2.617 2.669
S3 2.555 2.586 2.663
S4 2.493 2.524 2.646
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.080 3.032 2.788
R3 2.944 2.896 2.750
R2 2.808 2.808 2.738
R1 2.760 2.760 2.725 2.784
PP 2.672 2.672 2.672 2.684
S1 2.624 2.624 2.701 2.648
S2 2.536 2.536 2.688
S3 2.400 2.488 2.676
S4 2.264 2.352 2.638
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.719 2.583 0.136 5.1% 0.081 3.0% 71% False False 70,410
10 2.833 2.583 0.250 9.3% 0.081 3.0% 39% False False 82,849
20 2.949 2.583 0.366 13.7% 0.098 3.7% 27% False False 83,964
40 3.068 2.583 0.485 18.1% 0.110 4.1% 20% False False 66,903
60 3.200 2.583 0.617 23.0% 0.115 4.3% 16% False False 53,906
80 3.600 2.583 1.017 37.9% 0.116 4.3% 10% False False 44,275
100 3.782 2.583 1.199 44.7% 0.110 4.1% 8% False False 38,121
120 3.853 2.583 1.270 47.4% 0.105 3.9% 8% False False 33,085
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 0.016
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2.973
2.618 2.871
1.618 2.809
1.000 2.771
0.618 2.747
HIGH 2.709
0.618 2.685
0.500 2.678
0.382 2.671
LOW 2.647
0.618 2.609
1.000 2.585
1.618 2.547
2.618 2.485
4.250 2.384
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 2.679 2.672
PP 2.679 2.663
S1 2.678 2.655

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

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