NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 16-Jan-2015
Day Change Summary
Previous Current
15-Jan-2015 16-Jan-2015 Change Change % Previous Week
Open 3.174 3.082 -0.092 -2.9% 2.966
High 3.229 3.111 -0.118 -3.7% 3.229
Low 3.009 2.982 -0.027 -0.9% 2.854
Close 3.075 3.056 -0.019 -0.6% 3.056
Range 0.220 0.129 -0.091 -41.4% 0.375
ATR 0.131 0.131 0.000 -0.1% 0.000
Volume 22,085 23,505 1,420 6.4% 91,106
Daily Pivots for day following 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.437 3.375 3.127
R3 3.308 3.246 3.091
R2 3.179 3.179 3.080
R1 3.117 3.117 3.068 3.084
PP 3.050 3.050 3.050 3.033
S1 2.988 2.988 3.044 2.955
S2 2.921 2.921 3.032
S3 2.792 2.859 3.021
S4 2.663 2.730 2.985
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 4.171 3.989 3.262
R3 3.796 3.614 3.159
R2 3.421 3.421 3.125
R1 3.239 3.239 3.090 3.330
PP 3.046 3.046 3.046 3.092
S1 2.864 2.864 3.022 2.955
S2 2.671 2.671 2.987
S3 2.296 2.489 2.953
S4 1.921 2.114 2.850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.229 2.854 0.375 12.3% 0.160 5.2% 54% False False 18,221
10 3.229 2.850 0.379 12.4% 0.145 4.8% 54% False False 14,558
20 3.495 2.850 0.645 21.1% 0.128 4.2% 32% False False 9,893
40 3.774 2.850 0.924 30.2% 0.105 3.4% 22% False False 6,807
60 3.872 2.850 1.022 33.4% 0.093 3.0% 20% False False 5,596
80 3.900 2.850 1.050 34.4% 0.083 2.7% 20% False False 4,623
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.659
2.618 3.449
1.618 3.320
1.000 3.240
0.618 3.191
HIGH 3.111
0.618 3.062
0.500 3.047
0.382 3.031
LOW 2.982
0.618 2.902
1.000 2.853
1.618 2.773
2.618 2.644
4.250 2.434
Fisher Pivots for day following 16-Jan-2015
Pivot 1 day 3 day
R1 3.053 3.104
PP 3.050 3.088
S1 3.047 3.072

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

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