NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 30-Mar-2015
Day Change Summary
Previous Current
27-Mar-2015 30-Mar-2015 Change Change % Previous Week
Open 2.737 2.661 -0.076 -2.8% 2.787
High 2.738 2.720 -0.018 -0.7% 2.876
Low 2.666 2.661 -0.005 -0.2% 2.666
Close 2.688 2.694 0.006 0.2% 2.688
Range 0.072 0.059 -0.013 -18.1% 0.210
ATR 0.106 0.103 -0.003 -3.2% 0.000
Volume 22,897 20,820 -2,077 -9.1% 110,955
Daily Pivots for day following 30-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.869 2.840 2.726
R3 2.810 2.781 2.710
R2 2.751 2.751 2.705
R1 2.722 2.722 2.699 2.737
PP 2.692 2.692 2.692 2.699
S1 2.663 2.663 2.689 2.678
S2 2.633 2.633 2.683
S3 2.574 2.604 2.678
S4 2.515 2.545 2.662
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 3.373 3.241 2.804
R3 3.163 3.031 2.746
R2 2.953 2.953 2.727
R1 2.821 2.821 2.707 2.782
PP 2.743 2.743 2.743 2.724
S1 2.611 2.611 2.669 2.572
S2 2.533 2.533 2.650
S3 2.323 2.401 2.630
S4 2.113 2.191 2.573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.876 2.661 0.215 8.0% 0.078 2.9% 15% False True 21,176
10 2.982 2.661 0.321 11.9% 0.097 3.6% 10% False True 23,437
20 2.982 2.661 0.321 11.9% 0.095 3.5% 10% False True 22,618
40 3.096 2.661 0.435 16.1% 0.105 3.9% 8% False True 21,748
60 3.229 2.661 0.568 21.1% 0.116 4.3% 6% False True 19,079
80 3.622 2.661 0.961 35.7% 0.109 4.1% 3% False True 15,361
100 3.872 2.661 1.211 45.0% 0.103 3.8% 3% False True 13,116
120 3.872 2.661 1.211 45.0% 0.096 3.5% 3% False True 11,227
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.019
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2.971
2.618 2.874
1.618 2.815
1.000 2.779
0.618 2.756
HIGH 2.720
0.618 2.697
0.500 2.691
0.382 2.684
LOW 2.661
0.618 2.625
1.000 2.602
1.618 2.566
2.618 2.507
4.250 2.410
Fisher Pivots for day following 30-Mar-2015
Pivot 1 day 3 day
R1 2.693 2.741
PP 2.692 2.725
S1 2.691 2.710

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

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