NYMEX Natural Gas Future May 2015

Trading Metrics calculated at close of trading on 20-Apr-2015

Day Change Summary
	Previous	Current
	17-Apr-2015	20-Apr-2015	Change	Change %	Previous Week
Open	2.682	2.592	-0.090	-3.4%	2.487
High	2.693	2.596	-0.097	-3.6%	2.693
Low	2.625	2.534	-0.091	-3.5%	2.475
Close	2.634	2.536	-0.098	-3.7%	2.634
Range	0.068	0.062	-0.006	-8.8%	0.218
ATR	0.096	0.096	0.000	0.3%	0.000
Volume	86,587	118,341	31,754	36.7%	706,209

Daily Pivots for day following 20-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.741	2.701	2.570
R3	2.679	2.639	2.553
R2	2.617	2.617	2.547
R1	2.577	2.577	2.542	2.566
PP	2.555	2.555	2.555	2.550
S1	2.515	2.515	2.530	2.504
S2	2.493	2.493	2.525
S3	2.431	2.453	2.519
S4	2.369	2.391	2.502

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.255	3.162	2.754
R3	3.037	2.944	2.694
R2	2.819	2.819	2.674
R1	2.726	2.726	2.654	2.773
PP	2.601	2.601	2.601	2.624
S1	2.508	2.508	2.614	2.555
S2	2.383	2.383	2.594
S3	2.165	2.290	2.574
S4	1.947	2.072	2.514

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.693	2.491	0.202	8.0%	0.092	3.6%	22%	False	False	134,734
10	2.709	2.475	0.234	9.2%	0.082	3.2%	26%	False	False	135,364
20	2.833	2.475	0.358	14.1%	0.082	3.2%	17%	False	False	108,814
40	3.068	2.475	0.593	23.4%	0.098	3.9%	10%	False	False	84,194
60	3.068	2.475	0.593	23.4%	0.104	4.1%	10%	False	False	70,268
80	3.200	2.475	0.725	28.6%	0.114	4.5%	8%	False	False	58,301
100	3.775	2.475	1.300	51.3%	0.110	4.3%	5%	False	False	49,329
120	3.853	2.475	1.378	54.3%	0.106	4.2%	4%	False	False	43,171

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.860
2.618	2.758
1.618	2.696
1.000	2.658
0.618	2.634
HIGH	2.596
0.618	2.572
0.500	2.565
0.382	2.558
LOW	2.534
0.618	2.496
1.000	2.472
1.618	2.434
2.618	2.372
4.250	2.271

Fisher Pivots for day following 20-Apr-2015
Pivot	1 day	3 day
R1	2.565	2.614
PP	2.555	2.588
S1	2.546	2.562

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols