NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 2.878 2.827 -0.051 -1.8% 2.983
High 2.879 2.887 0.008 0.3% 3.105
Low 2.788 2.797 0.009 0.3% 2.881
Close 2.822 2.815 -0.007 -0.2% 2.887
Range 0.091 0.090 -0.001 -1.1% 0.224
ATR 0.105 0.104 -0.001 -1.0% 0.000
Volume 59,021 9,925 -49,096 -83.2% 615,663
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 3.103 3.049 2.865
R3 3.013 2.959 2.840
R2 2.923 2.923 2.832
R1 2.869 2.869 2.823 2.851
PP 2.833 2.833 2.833 2.824
S1 2.779 2.779 2.807 2.761
S2 2.743 2.743 2.799
S3 2.653 2.689 2.790
S4 2.563 2.599 2.766
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 3.630 3.482 3.010
R3 3.406 3.258 2.949
R2 3.182 3.182 2.928
R1 3.034 3.034 2.908 2.996
PP 2.958 2.958 2.958 2.939
S1 2.810 2.810 2.866 2.772
S2 2.734 2.734 2.846
S3 2.510 2.586 2.825
S4 2.286 2.362 2.764
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.038 2.788 0.250 8.9% 0.101 3.6% 11% False False 78,957
10 3.105 2.788 0.317 11.3% 0.106 3.8% 9% False False 110,848
20 3.105 2.511 0.594 21.1% 0.112 4.0% 51% False False 123,718
40 3.105 2.481 0.624 22.2% 0.093 3.3% 54% False False 95,187
60 3.105 2.481 0.624 22.2% 0.094 3.3% 54% False False 70,997
80 3.105 2.481 0.624 22.2% 0.099 3.5% 54% False False 58,467
100 3.229 2.481 0.748 26.6% 0.107 3.8% 45% False False 49,522
120 3.622 2.481 1.141 40.5% 0.104 3.7% 29% False False 41,970
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.270
2.618 3.123
1.618 3.033
1.000 2.977
0.618 2.943
HIGH 2.887
0.618 2.853
0.500 2.842
0.382 2.831
LOW 2.797
0.618 2.741
1.000 2.707
1.618 2.651
2.618 2.561
4.250 2.415
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 2.842 2.879
PP 2.833 2.858
S1 2.824 2.836

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

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