NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 2.592 2.549 -0.043 -1.7% 2.487
High 2.596 2.597 0.001 0.0% 2.693
Low 2.534 2.533 -0.001 0.0% 2.475
Close 2.536 2.575 0.039 1.5% 2.634
Range 0.062 0.064 0.002 3.2% 0.218
ATR 0.096 0.094 -0.002 -2.4% 0.000
Volume 118,341 103,646 -14,695 -12.4% 706,209
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.760 2.732 2.610
R3 2.696 2.668 2.593
R2 2.632 2.632 2.587
R1 2.604 2.604 2.581 2.618
PP 2.568 2.568 2.568 2.576
S1 2.540 2.540 2.569 2.554
S2 2.504 2.504 2.563
S3 2.440 2.476 2.557
S4 2.376 2.412 2.540
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 7.8% 0.095 3.7% 42% False False 126,345
10 2.693 2.475 0.218 8.5% 0.082 3.2% 46% False False 135,158
20 2.833 2.475 0.358 13.9% 0.082 3.2% 28% False False 109,004
40 2.997 2.475 0.522 20.3% 0.095 3.7% 19% False False 85,319
60 3.068 2.475 0.593 23.0% 0.104 4.0% 17% False False 71,461
80 3.200 2.475 0.725 28.2% 0.114 4.4% 14% False False 59,360
100 3.775 2.475 1.300 50.5% 0.109 4.2% 8% False False 50,221
120 3.853 2.475 1.378 53.5% 0.106 4.1% 7% False False 43,977
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.869
2.618 2.765
1.618 2.701
1.000 2.661
0.618 2.637
HIGH 2.597
0.618 2.573
0.500 2.565
0.382 2.557
LOW 2.533
0.618 2.493
1.000 2.469
1.618 2.429
2.618 2.365
4.250 2.261
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 2.572 2.613
PP 2.568 2.600
S1 2.565 2.588

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

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