NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 12-Jan-2015
Day Change Summary
Previous Current
09-Jan-2015 12-Jan-2015 Change Change % Previous Week
Open 2.986 2.966 -0.020 -0.7% 3.075
High 3.010 2.966 -0.044 -1.5% 3.129
Low 2.938 2.854 -0.084 -2.9% 2.850
Close 3.000 2.860 -0.140 -4.7% 3.000
Range 0.072 0.112 0.040 55.6% 0.279
ATR 0.113 0.116 0.002 2.1% 0.000
Volume 13,446 14,847 1,401 10.4% 54,478
Daily Pivots for day following 12-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.229 3.157 2.922
R3 3.117 3.045 2.891
R2 3.005 3.005 2.881
R1 2.933 2.933 2.870 2.913
PP 2.893 2.893 2.893 2.884
S1 2.821 2.821 2.850 2.801
S2 2.781 2.781 2.839
S3 2.669 2.709 2.829
S4 2.557 2.597 2.798
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 3.010 2.850 0.160 5.6% 0.108 3.8% 6% False False 12,246
10 3.170 2.850 0.320 11.2% 0.129 4.5% 3% False False 8,769
20 3.622 2.850 0.772 27.0% 0.111 3.9% 1% False False 6,719
40 3.777 2.850 0.927 32.4% 0.096 3.3% 1% False False 5,220
60 3.872 2.850 1.022 35.7% 0.086 3.0% 1% False False 4,419
80 3.900 2.850 1.050 36.7% 0.077 2.7% 1% False False 3,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.442
2.618 3.259
1.618 3.147
1.000 3.078
0.618 3.035
HIGH 2.966
0.618 2.923
0.500 2.910
0.382 2.897
LOW 2.854
0.618 2.785
1.000 2.742
1.618 2.673
2.618 2.561
4.250 2.378
Fisher Pivots for day following 12-Jan-2015
Pivot 1 day 3 day
R1 2.910 2.932
PP 2.893 2.908
S1 2.877 2.884

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

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