NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 07-Apr-2015
Day Change Summary
Previous Current
06-Apr-2015 07-Apr-2015 Change Change % Previous Week
Open 2.728 2.702 -0.026 -1.0% 2.661
High 2.749 2.753 0.004 0.1% 2.765
Low 2.683 2.694 0.011 0.4% 2.633
Close 2.698 2.725 0.027 1.0% 2.762
Range 0.066 0.059 -0.007 -10.6% 0.132
ATR 0.099 0.096 -0.003 -2.9% 0.000
Volume 30,353 23,148 -7,205 -23.7% 101,329
Daily Pivots for day following 07-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.901 2.872 2.757
R3 2.842 2.813 2.741
R2 2.783 2.783 2.736
R1 2.754 2.754 2.730 2.769
PP 2.724 2.724 2.724 2.731
S1 2.695 2.695 2.720 2.710
S2 2.665 2.665 2.714
S3 2.606 2.636 2.709
S4 2.547 2.577 2.693
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.116 3.071 2.835
R3 2.984 2.939 2.798
R2 2.852 2.852 2.786
R1 2.807 2.807 2.774 2.830
PP 2.720 2.720 2.720 2.731
S1 2.675 2.675 2.750 2.698
S2 2.588 2.588 2.738
S3 2.456 2.543 2.726
S4 2.324 2.411 2.689
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.765 2.633 0.132 4.8% 0.080 2.9% 70% False False 26,802
10 2.876 2.633 0.243 8.9% 0.079 2.9% 38% False False 23,989
20 2.982 2.633 0.349 12.8% 0.093 3.4% 26% False False 24,405
40 3.096 2.633 0.463 17.0% 0.103 3.8% 20% False False 23,351
60 3.229 2.633 0.596 21.9% 0.109 4.0% 15% False False 20,513
80 3.622 2.633 0.989 36.3% 0.109 4.0% 9% False False 16,783
100 3.777 2.633 1.144 42.0% 0.103 3.8% 8% False False 14,207
120 3.872 2.633 1.239 45.5% 0.097 3.6% 7% False False 12,288
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.004
2.618 2.907
1.618 2.848
1.000 2.812
0.618 2.789
HIGH 2.753
0.618 2.730
0.500 2.724
0.382 2.717
LOW 2.694
0.618 2.658
1.000 2.635
1.618 2.599
2.618 2.540
4.250 2.443
Fisher Pivots for day following 07-Apr-2015
Pivot 1 day 3 day
R1 2.725 2.718
PP 2.724 2.710
S1 2.724 2.703

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

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