NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 22-Apr-2015
Day Change Summary
Previous Current
21-Apr-2015 22-Apr-2015 Change Change % Previous Week
Open 2.684 2.709 0.025 0.9% 2.625
High 2.728 2.764 0.036 1.3% 2.810
Low 2.678 2.701 0.023 0.9% 2.608
Close 2.718 2.754 0.036 1.3% 2.765
Range 0.050 0.063 0.013 26.0% 0.202
ATR 0.082 0.080 -0.001 -1.6% 0.000
Volume 16,787 9,517 -7,270 -43.3% 81,831
Daily Pivots for day following 22-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.929 2.904 2.789
R3 2.866 2.841 2.771
R2 2.803 2.803 2.766
R1 2.778 2.778 2.760 2.791
PP 2.740 2.740 2.740 2.746
S1 2.715 2.715 2.748 2.728
S2 2.677 2.677 2.742
S3 2.614 2.652 2.737
S4 2.551 2.589 2.719
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 2.669 0.141 5.1% 0.071 2.6% 60% False False 15,349
10 2.810 2.608 0.202 7.3% 0.074 2.7% 72% False False 14,427
20 2.921 2.608 0.313 11.4% 0.069 2.5% 47% False False 11,943
40 3.035 2.608 0.427 15.5% 0.078 2.8% 34% False False 10,617
60 3.116 2.608 0.508 18.4% 0.086 3.1% 29% False False 9,568
80 3.257 2.608 0.649 23.6% 0.095 3.5% 22% False False 8,825
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.032
2.618 2.929
1.618 2.866
1.000 2.827
0.618 2.803
HIGH 2.764
0.618 2.740
0.500 2.733
0.382 2.725
LOW 2.701
0.618 2.662
1.000 2.638
1.618 2.599
2.618 2.536
4.250 2.433
Fisher Pivots for day following 22-Apr-2015
Pivot 1 day 3 day
R1 2.747 2.742
PP 2.740 2.729
S1 2.733 2.717

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

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