NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 2.730 2.684 -0.046 -1.7% 2.625
High 2.730 2.728 -0.002 -0.1% 2.810
Low 2.669 2.678 0.009 0.3% 2.608
Close 2.674 2.718 0.044 1.6% 2.765
Range 0.061 0.050 -0.011 -18.0% 0.202
ATR 0.084 0.082 -0.002 -2.5% 0.000
Volume 8,200 16,787 8,587 104.7% 81,831
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.858 2.838 2.746
R3 2.808 2.788 2.732
R2 2.758 2.758 2.727
R1 2.738 2.738 2.723 2.748
PP 2.708 2.708 2.708 2.713
S1 2.688 2.688 2.713 2.698
S2 2.658 2.658 2.709
S3 2.608 2.638 2.704
S4 2.558 2.588 2.691
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.334 3.251 2.876
R3 3.132 3.049 2.821
R2 2.930 2.930 2.802
R1 2.847 2.847 2.784 2.889
PP 2.728 2.728 2.728 2.748
S1 2.645 2.645 2.746 2.687
S2 2.526 2.526 2.728
S3 2.324 2.443 2.709
S4 2.122 2.241 2.654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.810 2.617 0.193 7.1% 0.081 3.0% 52% False False 16,462
10 2.810 2.608 0.202 7.4% 0.073 2.7% 54% False False 14,541
20 2.945 2.608 0.337 12.4% 0.069 2.5% 33% False False 11,947
40 3.058 2.608 0.450 16.6% 0.079 2.9% 24% False False 10,616
60 3.116 2.608 0.508 18.7% 0.087 3.2% 22% False False 9,498
80 3.257 2.608 0.649 23.9% 0.096 3.5% 17% False False 8,753
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.941
2.618 2.859
1.618 2.809
1.000 2.778
0.618 2.759
HIGH 2.728
0.618 2.709
0.500 2.703
0.382 2.697
LOW 2.678
0.618 2.647
1.000 2.628
1.618 2.597
2.618 2.547
4.250 2.466
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 2.713 2.740
PP 2.708 2.732
S1 2.703 2.725

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

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