NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 09-Jan-2015
Day Change Summary
Previous Current
08-Jan-2015 09-Jan-2015 Change Change % Previous Week
Open 2.873 2.986 0.113 3.9% 3.075
High 2.985 3.010 0.025 0.8% 3.129
Low 2.860 2.938 0.078 2.7% 2.850
Close 2.957 3.000 0.043 1.5% 3.000
Range 0.125 0.072 -0.053 -42.4% 0.279
ATR 0.116 0.113 -0.003 -2.7% 0.000
Volume 10,629 13,446 2,817 26.5% 54,478
Daily Pivots for day following 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.199 3.171 3.040
R3 3.127 3.099 3.020
R2 3.055 3.055 3.013
R1 3.027 3.027 3.007 3.041
PP 2.983 2.983 2.983 2.990
S1 2.955 2.955 2.993 2.969
S2 2.911 2.911 2.987
S3 2.839 2.883 2.980
S4 2.767 2.811 2.960
Weekly Pivots for week ending 09-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.830 3.694 3.153
R3 3.551 3.415 3.077
R2 3.272 3.272 3.051
R1 3.136 3.136 3.026 3.065
PP 2.993 2.993 2.993 2.957
S1 2.857 2.857 2.974 2.786
S2 2.714 2.714 2.949
S3 2.435 2.578 2.923
S4 2.156 2.299 2.847
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.129 2.850 0.279 9.3% 0.131 4.4% 54% False False 10,895
10 3.170 2.850 0.320 10.7% 0.124 4.1% 47% False False 7,799
20 3.622 2.850 0.772 25.7% 0.110 3.7% 19% False False 6,109
40 3.777 2.850 0.927 30.9% 0.094 3.1% 16% False False 4,955
60 3.872 2.850 1.022 34.1% 0.085 2.8% 15% False False 4,265
80 3.905 2.850 1.055 35.2% 0.076 2.5% 14% False False 3,556
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 False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.316
2.618 3.198
1.618 3.126
1.000 3.082
0.618 3.054
HIGH 3.010
0.618 2.982
0.500 2.974
0.382 2.966
LOW 2.938
0.618 2.894
1.000 2.866
1.618 2.822
2.618 2.750
4.250 2.632
Fisher Pivots for day following 09-Jan-2015
Pivot 1 day 3 day
R1 2.991 2.978
PP 2.983 2.957
S1 2.974 2.935

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

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