NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 14-Jan-2015
Day Change Summary
Previous Current
13-Jan-2015 14-Jan-2015 Change Change % Previous Week
Open 2.863 2.978 0.115 4.0% 3.075
High 2.982 3.197 0.215 7.2% 3.129
Low 2.863 2.978 0.115 4.0% 2.850
Close 2.964 3.156 0.192 6.5% 3.000
Range 0.119 0.219 0.100 84.0% 0.279
ATR 0.116 0.124 0.008 7.2% 0.000
Volume 16,150 14,519 -1,631 -10.1% 54,478
Daily Pivots for day following 14-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.767 3.681 3.276
R3 3.548 3.462 3.216
R2 3.329 3.329 3.196
R1 3.243 3.243 3.176 3.286
PP 3.110 3.110 3.110 3.132
S1 3.024 3.024 3.136 3.067
S2 2.891 2.891 3.116
S3 2.672 2.805 3.096
S4 2.453 2.586 3.036
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 3.197 2.854 0.343 10.9% 0.129 4.1% 88% True False 13,918
10 3.197 2.850 0.347 11.0% 0.146 4.6% 88% True False 11,037
20 3.528 2.850 0.678 21.5% 0.117 3.7% 45% False False 7,923
40 3.777 2.850 0.927 29.4% 0.100 3.2% 33% False False 5,802
60 3.872 2.850 1.022 32.4% 0.089 2.8% 30% False False 4,875
80 3.900 2.850 1.050 33.3% 0.080 2.5% 29% False False 4,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.128
2.618 3.770
1.618 3.551
1.000 3.416
0.618 3.332
HIGH 3.197
0.618 3.113
0.500 3.088
0.382 3.062
LOW 2.978
0.618 2.843
1.000 2.759
1.618 2.624
2.618 2.405
4.250 2.047
Fisher Pivots for day following 14-Jan-2015
Pivot 1 day 3 day
R1 3.133 3.113
PP 3.110 3.069
S1 3.088 3.026

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

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