NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 2.961 2.939 -0.022 -0.7% 2.914
High 3.021 3.038 0.017 0.6% 3.036
Low 2.902 2.920 0.018 0.6% 2.785
Close 2.915 2.949 0.034 1.2% 3.016
Range 0.119 0.118 -0.001 -0.8% 0.251
ATR 0.106 0.107 0.001 1.2% 0.000
Volume 113,970 146,213 32,243 28.3% 702,229
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 3.323 3.254 3.014
R3 3.205 3.136 2.981
R2 3.087 3.087 2.971
R1 3.018 3.018 2.960 3.053
PP 2.969 2.969 2.969 2.986
S1 2.900 2.900 2.938 2.935
S2 2.851 2.851 2.927
S3 2.733 2.782 2.917
S4 2.615 2.664 2.884
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 3.105 2.902 0.203 6.9% 0.108 3.7% 23% False False 129,245
10 3.105 2.725 0.380 12.9% 0.124 4.2% 59% False False 145,351
20 3.105 2.481 0.624 21.2% 0.106 3.6% 75% False False 130,464
40 3.105 2.481 0.624 21.2% 0.093 3.1% 75% False False 93,317
60 3.105 2.481 0.624 21.2% 0.095 3.2% 75% False False 69,683
80 3.105 2.481 0.624 21.2% 0.101 3.4% 75% False False 57,267
100 3.229 2.481 0.748 25.4% 0.107 3.6% 63% False False 48,290
120 3.721 2.481 1.240 42.0% 0.104 3.5% 38% False False 40,918
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.540
2.618 3.347
1.618 3.229
1.000 3.156
0.618 3.111
HIGH 3.038
0.618 2.993
0.500 2.979
0.382 2.965
LOW 2.920
0.618 2.847
1.000 2.802
1.618 2.729
2.618 2.611
4.250 2.419
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 2.979 3.004
PP 2.969 2.985
S1 2.959 2.967

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

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