NYMEX Natural Gas Future May 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 2.526 2.598 0.072 2.9% 2.681
High 2.625 2.690 0.065 2.5% 2.709
Low 2.491 2.545 0.054 2.2% 2.504
Close 2.610 2.684 0.074 2.8% 2.511
Range 0.134 0.145 0.011 8.2% 0.205
ATR 0.094 0.098 0.004 3.8% 0.000
Volume 136,769 186,382 49,613 36.3% 599,722
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.075 3.024 2.764
R3 2.930 2.879 2.724
R2 2.785 2.785 2.711
R1 2.734 2.734 2.697 2.760
PP 2.640 2.640 2.640 2.652
S1 2.589 2.589 2.671 2.615
S2 2.495 2.495 2.657
S3 2.350 2.444 2.644
S4 2.205 2.299 2.604
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.190 3.055 2.624
R3 2.985 2.850 2.567
R2 2.780 2.780 2.549
R1 2.645 2.645 2.530 2.610
PP 2.575 2.575 2.575 2.557
S1 2.440 2.440 2.492 2.405
S2 2.370 2.370 2.473
S3 2.165 2.235 2.455
S4 1.960 2.030 2.398
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.690 2.475 0.215 8.0% 0.089 3.3% 97% True False 147,935
10 2.719 2.475 0.244 9.1% 0.088 3.3% 86% False False 121,934
20 2.946 2.475 0.471 17.5% 0.090 3.4% 44% False False 108,217
40 3.068 2.475 0.593 22.1% 0.101 3.8% 35% False False 81,702
60 3.068 2.475 0.593 22.1% 0.107 4.0% 35% False False 67,815
80 3.416 2.475 0.941 35.1% 0.116 4.3% 22% False False 56,129
100 3.780 2.475 1.305 48.6% 0.111 4.1% 16% False False 47,728
120 3.853 2.475 1.378 51.3% 0.106 4.0% 15% False False 41,548
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 0.018
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.306
2.618 3.070
1.618 2.925
1.000 2.835
0.618 2.780
HIGH 2.690
0.618 2.635
0.500 2.618
0.382 2.600
LOW 2.545
0.618 2.455
1.000 2.400
1.618 2.310
2.618 2.165
4.250 1.929
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 2.662 2.653
PP 2.640 2.622
S1 2.618 2.591

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

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