NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 3.017 2.983 -0.034 -1.1% 2.914
High 3.036 3.048 0.012 0.4% 3.036
Low 2.971 2.978 0.007 0.2% 2.785
Close 3.016 3.010 -0.006 -0.2% 3.016
Range 0.065 0.070 0.005 7.7% 0.251
ATR 0.102 0.100 -0.002 -2.3% 0.000
Volume 96,222 95,155 -1,067 -1.1% 702,229
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 3.222 3.186 3.049
R3 3.152 3.116 3.029
R2 3.082 3.082 3.023
R1 3.046 3.046 3.016 3.064
PP 3.012 3.012 3.012 3.021
S1 2.976 2.976 3.004 2.994
S2 2.942 2.942 2.997
S3 2.872 2.906 2.991
S4 2.802 2.836 2.972
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 3.699 3.608 3.154
R3 3.448 3.357 3.085
R2 3.197 3.197 3.062
R1 3.106 3.106 3.039 3.152
PP 2.946 2.946 2.946 2.968
S1 2.855 2.855 2.993 2.901
S2 2.695 2.695 2.970
S3 2.444 2.604 2.947
S4 2.193 2.353 2.878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.048 2.785 0.263 8.7% 0.106 3.5% 86% True False 134,560
10 3.048 2.711 0.337 11.2% 0.107 3.6% 89% True False 134,289
20 3.048 2.481 0.567 18.8% 0.096 3.2% 93% True False 120,238
40 3.048 2.481 0.567 18.8% 0.088 2.9% 93% True False 83,745
60 3.096 2.481 0.615 20.4% 0.094 3.1% 86% False False 63,419
80 3.096 2.481 0.615 20.4% 0.098 3.3% 86% False False 52,071
100 3.229 2.481 0.748 24.9% 0.106 3.5% 71% False False 43,885
120 3.773 2.481 1.292 42.9% 0.103 3.4% 41% False False 37,217
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.346
2.618 3.231
1.618 3.161
1.000 3.118
0.618 3.091
HIGH 3.048
0.618 3.021
0.500 3.013
0.382 3.005
LOW 2.978
0.618 2.935
1.000 2.908
1.618 2.865
2.618 2.795
4.250 2.681
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 3.013 2.996
PP 3.012 2.982
S1 3.011 2.968

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

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