NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 2.588 2.511 -0.077 -3.0% 2.641
High 2.598 2.531 -0.067 -2.6% 2.668
Low 2.555 2.481 -0.074 -2.9% 2.555
Close 2.568 2.514 -0.054 -2.1% 2.568
Range 0.043 0.050 0.007 16.3% 0.113
ATR 0.086 0.086 0.000 0.1% 0.000
Volume 52,505 135,513 83,008 158.1% 378,646
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.659 2.636 2.542
R3 2.609 2.586 2.528
R2 2.559 2.559 2.523
R1 2.536 2.536 2.519 2.548
PP 2.509 2.509 2.509 2.514
S1 2.486 2.486 2.509 2.498
S2 2.459 2.459 2.505
S3 2.409 2.436 2.500
S4 2.359 2.386 2.487
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.936 2.865 2.630
R3 2.823 2.752 2.599
R2 2.710 2.710 2.589
R1 2.639 2.639 2.578 2.618
PP 2.597 2.597 2.597 2.587
S1 2.526 2.526 2.558 2.505
S2 2.484 2.484 2.547
S3 2.371 2.413 2.537
S4 2.258 2.300 2.506
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.668 2.481 0.187 7.4% 0.062 2.5% 18% False True 87,671
10 2.734 2.481 0.253 10.1% 0.076 3.0% 13% False True 84,613
20 2.765 2.481 0.284 11.3% 0.075 3.0% 12% False True 63,621
40 2.982 2.481 0.501 19.9% 0.086 3.4% 7% False True 43,056
60 3.096 2.481 0.615 24.5% 0.095 3.8% 5% False True 35,654
80 3.229 2.481 0.748 29.8% 0.107 4.2% 4% False True 29,997
100 3.642 2.481 1.161 46.2% 0.103 4.1% 3% False True 24,846
120 3.872 2.481 1.391 55.3% 0.099 3.9% 2% False True 21,380
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.744
2.618 2.662
1.618 2.612
1.000 2.581
0.618 2.562
HIGH 2.531
0.618 2.512
0.500 2.506
0.382 2.500
LOW 2.481
0.618 2.450
1.000 2.431
1.618 2.400
2.618 2.350
4.250 2.269
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 2.511 2.567
PP 2.509 2.549
S1 2.506 2.532

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

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