NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 08-Apr-2015
Day Change Summary
Previous Current
07-Apr-2015 08-Apr-2015 Change Change % Previous Week
Open 2.655 2.666 0.011 0.4% 2.624
High 2.709 2.669 -0.040 -1.5% 2.719
Low 2.647 2.611 -0.036 -1.4% 2.583
Close 2.680 2.619 -0.061 -2.3% 2.713
Range 0.062 0.058 -0.004 -6.5% 0.136
ATR 0.101 0.099 -0.002 -2.3% 0.000
Volume 105,704 131,934 26,230 24.8% 253,421
Daily Pivots for day following 08-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.807 2.771 2.651
R3 2.749 2.713 2.635
R2 2.691 2.691 2.630
R1 2.655 2.655 2.624 2.644
PP 2.633 2.633 2.633 2.628
S1 2.597 2.597 2.614 2.586
S2 2.575 2.575 2.608
S3 2.517 2.539 2.603
S4 2.459 2.481 2.587
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 5.2% 0.080 3.1% 26% False False 81,456
10 2.813 2.583 0.230 8.8% 0.080 3.1% 16% False False 87,577
20 2.949 2.583 0.366 14.0% 0.099 3.8% 10% False False 86,364
40 3.068 2.583 0.485 18.5% 0.109 4.1% 7% False False 68,690
60 3.200 2.583 0.617 23.6% 0.115 4.4% 6% False False 55,716
80 3.600 2.583 1.017 38.8% 0.116 4.4% 4% False False 45,734
100 3.782 2.583 1.199 45.8% 0.110 4.2% 3% False False 39,306
120 3.853 2.583 1.270 48.5% 0.104 4.0% 3% False False 34,164
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2.916
2.618 2.821
1.618 2.763
1.000 2.727
0.618 2.705
HIGH 2.669
0.618 2.647
0.500 2.640
0.382 2.633
LOW 2.611
0.618 2.575
1.000 2.553
1.618 2.517
2.618 2.459
4.250 2.365
Fisher Pivots for day following 08-Apr-2015
Pivot 1 day 3 day
R1 2.640 2.660
PP 2.633 2.646
S1 2.626 2.633

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

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