NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 2.709 2.739 0.030 1.1% 2.625
High 2.764 2.743 -0.021 -0.8% 2.810
Low 2.701 2.670 -0.031 -1.1% 2.608
Close 2.754 2.675 -0.079 -2.9% 2.765
Range 0.063 0.073 0.010 15.9% 0.202
ATR 0.080 0.080 0.000 0.3% 0.000
Volume 9,517 8,304 -1,213 -12.7% 81,831
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.915 2.868 2.715
R3 2.842 2.795 2.695
R2 2.769 2.769 2.688
R1 2.722 2.722 2.682 2.709
PP 2.696 2.696 2.696 2.690
S1 2.649 2.649 2.668 2.636
S2 2.623 2.623 2.662
S3 2.550 2.576 2.655
S4 2.477 2.503 2.635
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 5.3% 0.060 2.3% 4% False False 14,002
10 2.810 2.608 0.202 7.6% 0.070 2.6% 33% False False 13,971
20 2.887 2.608 0.279 10.4% 0.069 2.6% 24% False False 12,030
40 3.025 2.608 0.417 15.6% 0.078 2.9% 16% False False 10,671
60 3.116 2.608 0.508 19.0% 0.087 3.2% 13% False False 9,614
80 3.257 2.608 0.649 24.3% 0.096 3.6% 10% False False 8,891
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.053
2.618 2.934
1.618 2.861
1.000 2.816
0.618 2.788
HIGH 2.743
0.618 2.715
0.500 2.707
0.382 2.698
LOW 2.670
0.618 2.625
1.000 2.597
1.618 2.552
2.618 2.479
4.250 2.360
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 2.707 2.717
PP 2.696 2.703
S1 2.686 2.689

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

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