NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 2.734 2.663 -0.071 -2.6% 2.931
High 2.752 2.702 -0.050 -1.8% 2.931
Low 2.654 2.588 -0.066 -2.5% 2.656
Close 2.663 2.654 -0.009 -0.3% 2.665
Range 0.098 0.114 0.016 16.3% 0.275
ATR 0.101 0.102 0.001 0.9% 0.000
Volume 33,619 42,456 8,837 26.3% 109,409
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 2.990 2.936 2.717
R3 2.876 2.822 2.685
R2 2.762 2.762 2.675
R1 2.708 2.708 2.664 2.678
PP 2.648 2.648 2.648 2.633
S1 2.594 2.594 2.644 2.564
S2 2.534 2.534 2.633
S3 2.420 2.480 2.623
S4 2.306 2.366 2.591
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 3.576 3.395 2.816
R3 3.301 3.120 2.741
R2 3.026 3.026 2.715
R1 2.845 2.845 2.690 2.798
PP 2.751 2.751 2.751 2.727
S1 2.570 2.570 2.640 2.523
S2 2.476 2.476 2.615
S3 2.201 2.295 2.589
S4 1.926 2.020 2.514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.752 2.588 0.164 6.2% 0.099 3.7% 40% False True 35,935
10 3.095 2.588 0.507 19.1% 0.103 3.9% 13% False True 30,132
20 3.167 2.588 0.579 21.8% 0.109 4.1% 11% False True 28,543
40 3.167 2.569 0.598 22.5% 0.093 3.5% 14% False False 22,348
60 3.167 2.569 0.598 22.5% 0.090 3.4% 14% False False 18,697
80 3.167 2.569 0.598 22.5% 0.092 3.5% 14% False False 16,113
100 3.268 2.569 0.699 26.3% 0.095 3.6% 12% False False 14,146
120 3.639 2.569 1.070 40.3% 0.096 3.6% 8% False False 12,437
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.187
2.618 3.000
1.618 2.886
1.000 2.816
0.618 2.772
HIGH 2.702
0.618 2.658
0.500 2.645
0.382 2.632
LOW 2.588
0.618 2.518
1.000 2.474
1.618 2.404
2.618 2.290
4.250 2.104
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 2.651 2.670
PP 2.648 2.665
S1 2.645 2.659

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

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