NYMEX Natural Gas Future May 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 2.571 2.602 0.031 1.2% 2.487
High 2.622 2.605 -0.017 -0.6% 2.693
Low 2.554 2.520 -0.034 -1.3% 2.475
Close 2.606 2.531 -0.075 -2.9% 2.634
Range 0.068 0.085 0.017 25.0% 0.218
ATR 0.092 0.092 0.000 -0.5% 0.000
Volume 83,370 133,446 50,076 60.1% 706,209
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.807 2.754 2.578
R3 2.722 2.669 2.554
R2 2.637 2.637 2.547
R1 2.584 2.584 2.539 2.568
PP 2.552 2.552 2.552 2.544
S1 2.499 2.499 2.523 2.483
S2 2.467 2.467 2.515
S3 2.382 2.414 2.508
S4 2.297 2.329 2.484
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 2.520 0.173 6.8% 0.069 2.7% 6% False True 105,078
10 2.693 2.475 0.218 8.6% 0.079 3.1% 26% False False 126,506
20 2.775 2.475 0.300 11.9% 0.082 3.2% 19% False False 111,290
40 2.949 2.475 0.474 18.7% 0.093 3.7% 12% False False 88,995
60 3.068 2.475 0.593 23.4% 0.104 4.1% 9% False False 74,226
80 3.200 2.475 0.725 28.6% 0.113 4.5% 8% False False 61,719
100 3.685 2.475 1.210 47.8% 0.109 4.3% 5% False False 52,181
120 3.853 2.475 1.378 54.4% 0.106 4.2% 4% False False 45,705
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.966
2.618 2.828
1.618 2.743
1.000 2.690
0.618 2.658
HIGH 2.605
0.618 2.573
0.500 2.563
0.382 2.552
LOW 2.520
0.618 2.467
1.000 2.435
1.618 2.382
2.618 2.297
4.250 2.159
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 2.563 2.571
PP 2.552 2.558
S1 2.542 2.544

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

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