NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 2.746 2.829 0.083 3.0% 2.775
High 2.852 2.829 -0.023 -0.8% 2.852
Low 2.746 2.775 0.029 1.1% 2.741
Close 2.851 2.792 -0.059 -2.1% 2.851
Range 0.106 0.054 -0.052 -49.1% 0.111
ATR 0.089 0.088 -0.001 -1.0% 0.000
Volume 11,080 13,569 2,489 22.5% 36,790
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.961 2.930 2.822
R3 2.907 2.876 2.807
R2 2.853 2.853 2.802
R1 2.822 2.822 2.797 2.811
PP 2.799 2.799 2.799 2.793
S1 2.768 2.768 2.787 2.757
S2 2.745 2.745 2.782
S3 2.691 2.714 2.777
S4 2.637 2.660 2.762
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.148 3.110 2.912
R3 3.037 2.999 2.882
R2 2.926 2.926 2.871
R1 2.888 2.888 2.861 2.907
PP 2.815 2.815 2.815 2.824
S1 2.777 2.777 2.841 2.796
S2 2.704 2.704 2.831
S3 2.593 2.666 2.820
S4 2.482 2.555 2.790
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.852 2.741 0.111 4.0% 0.067 2.4% 46% False False 10,071
10 2.945 2.741 0.204 7.3% 0.066 2.4% 25% False False 9,707
20 3.025 2.741 0.284 10.2% 0.081 2.9% 18% False False 10,354
40 3.116 2.741 0.375 13.4% 0.090 3.2% 14% False False 9,160
60 3.257 2.740 0.517 18.5% 0.097 3.5% 10% False False 8,633
80 3.623 2.740 0.883 31.6% 0.097 3.5% 6% False False 7,157
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.059
2.618 2.970
1.618 2.916
1.000 2.883
0.618 2.862
HIGH 2.829
0.618 2.808
0.500 2.802
0.382 2.796
LOW 2.775
0.618 2.742
1.000 2.721
1.618 2.688
2.618 2.634
4.250 2.546
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 2.802 2.797
PP 2.799 2.795
S1 2.795 2.794

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

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