NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 31-Mar-2015
Day Change Summary
Previous Current
30-Mar-2015 31-Mar-2015 Change Change % Previous Week
Open 2.661 2.671 0.010 0.4% 2.787
High 2.720 2.734 0.014 0.5% 2.876
Low 2.661 2.671 0.010 0.4% 2.666
Close 2.694 2.691 -0.003 -0.1% 2.688
Range 0.059 0.063 0.004 6.8% 0.210
ATR 0.103 0.100 -0.003 -2.8% 0.000
Volume 20,820 25,077 4,257 20.4% 110,955
Daily Pivots for day following 31-Mar-2015
Classic Woodie Camarilla DeMark
R4 2.888 2.852 2.726
R3 2.825 2.789 2.708
R2 2.762 2.762 2.703
R1 2.726 2.726 2.697 2.744
PP 2.699 2.699 2.699 2.708
S1 2.663 2.663 2.685 2.681
S2 2.636 2.636 2.679
S3 2.573 2.600 2.674
S4 2.510 2.537 2.656
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 2.854 2.661 0.193 7.2% 0.075 2.8% 16% False False 20,655
10 2.982 2.661 0.321 11.9% 0.093 3.5% 9% False False 24,467
20 2.982 2.661 0.321 11.9% 0.094 3.5% 9% False False 22,996
40 3.096 2.661 0.435 16.2% 0.104 3.9% 7% False False 22,066
60 3.229 2.661 0.568 21.1% 0.113 4.2% 5% False False 19,381
80 3.622 2.661 0.961 35.7% 0.110 4.1% 3% False False 15,627
100 3.872 2.661 1.211 45.0% 0.103 3.8% 2% False False 13,331
120 3.872 2.661 1.211 45.0% 0.096 3.6% 2% False False 11,426
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.002
2.618 2.899
1.618 2.836
1.000 2.797
0.618 2.773
HIGH 2.734
0.618 2.710
0.500 2.703
0.382 2.695
LOW 2.671
0.618 2.632
1.000 2.608
1.618 2.569
2.618 2.506
4.250 2.403
Fisher Pivots for day following 31-Mar-2015
Pivot 1 day 3 day
R1 2.703 2.700
PP 2.699 2.697
S1 2.695 2.694

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

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