NYMEX Natural Gas Future June 2015

Trading Metrics calculated at close of trading on 20-Jan-2015

Day Change Summary
	Previous	Current
	16-Jan-2015	20-Jan-2015	Change	Change %	Previous Week
Open	3.082	2.990	-0.092	-3.0%	2.966
High	3.111	3.006	-0.105	-3.4%	3.229
Low	2.982	2.855	-0.127	-4.3%	2.854
Close	3.056	2.864	-0.192	-6.3%	3.056
Range	0.129	0.151	0.022	17.1%	0.375
ATR	0.131	0.136	0.005	3.8%	0.000
Volume	23,505	16,578	-6,927	-29.5%	91,106

Daily Pivots for day following 20-Jan-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.361	3.264	2.947
R3	3.210	3.113	2.906
R2	3.059	3.059	2.892
R1	2.962	2.962	2.878	2.935
PP	2.908	2.908	2.908	2.895
S1	2.811	2.811	2.850	2.784
S2	2.757	2.757	2.836
S3	2.606	2.660	2.822
S4	2.455	2.509	2.781

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	2.855	0.374	13.1%	0.168	5.9%	2%	False	True	18,567
10	3.229	2.850	0.379	13.2%	0.138	4.8%	4%	False	False	15,407
20	3.428	2.850	0.578	20.2%	0.131	4.6%	2%	False	False	10,518
40	3.774	2.850	0.924	32.3%	0.107	3.7%	2%	False	False	7,156
60	3.872	2.850	1.022	35.7%	0.095	3.3%	1%	False	False	5,842
80	3.900	2.850	1.050	36.7%	0.084	2.9%	1%	False	False	4,814

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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.648
2.618	3.401
1.618	3.250
1.000	3.157
0.618	3.099
HIGH	3.006
0.618	2.948
0.500	2.931
0.382	2.913
LOW	2.855
0.618	2.762
1.000	2.704
1.618	2.611
2.618	2.460
4.250	2.213

Fisher Pivots for day following 20-Jan-2015
Pivot	1 day	3 day
R1	2.931	3.042
PP	2.908	2.983
S1	2.886	2.923

Download as Excel Spreadsheet

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

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