NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 2.798 2.917 0.119 4.3% 2.726
High 2.938 2.956 0.018 0.6% 2.848
Low 2.798 2.783 -0.015 -0.5% 2.671
Close 2.885 2.819 -0.066 -2.3% 2.695
Range 0.140 0.173 0.033 23.6% 0.177
ATR 0.119 0.123 0.004 3.2% 0.000
Volume 25,935 28,539 2,604 10.0% 69,892
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.372 3.268 2.914
R3 3.199 3.095 2.867
R2 3.026 3.026 2.851
R1 2.922 2.922 2.835 2.888
PP 2.853 2.853 2.853 2.835
S1 2.749 2.749 2.803 2.715
S2 2.680 2.680 2.787
S3 2.507 2.576 2.771
S4 2.334 2.403 2.724
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 3.269 3.159 2.792
R3 3.092 2.982 2.744
R2 2.915 2.915 2.727
R1 2.805 2.805 2.711 2.772
PP 2.738 2.738 2.738 2.721
S1 2.628 2.628 2.679 2.595
S2 2.561 2.561 2.663
S3 2.384 2.451 2.646
S4 2.207 2.274 2.598
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.956 2.682 0.274 9.7% 0.112 4.0% 50% True False 21,586
10 2.956 2.671 0.285 10.1% 0.104 3.7% 52% True False 17,979
20 3.229 2.671 0.558 19.8% 0.120 4.3% 27% False False 16,497
40 3.528 2.671 0.857 30.4% 0.119 4.2% 17% False False 12,210
60 3.777 2.671 1.106 39.2% 0.106 3.8% 13% False False 9,367
80 3.872 2.671 1.201 42.6% 0.096 3.4% 12% False False 7,781
100 3.900 2.671 1.229 43.6% 0.088 3.1% 12% False False 6,555
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.691
2.618 3.409
1.618 3.236
1.000 3.129
0.618 3.063
HIGH 2.956
0.618 2.890
0.500 2.870
0.382 2.849
LOW 2.783
0.618 2.676
1.000 2.610
1.618 2.503
2.618 2.330
4.250 2.048
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 2.870 2.844
PP 2.853 2.836
S1 2.836 2.827

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

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