NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 24-Apr-2015
Day Change Summary
Previous Current
23-Apr-2015 24-Apr-2015 Change Change % Previous Week
Open 2.739 2.671 -0.068 -2.5% 2.730
High 2.743 2.697 -0.046 -1.7% 2.764
Low 2.670 2.662 -0.008 -0.3% 2.662
Close 2.675 2.674 -0.001 0.0% 2.674
Range 0.073 0.035 -0.038 -52.1% 0.102
ATR 0.080 0.077 -0.003 -4.0% 0.000
Volume 8,304 20,712 12,408 149.4% 63,520
Daily Pivots for day following 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.783 2.763 2.693
R3 2.748 2.728 2.684
R2 2.713 2.713 2.680
R1 2.693 2.693 2.677 2.703
PP 2.678 2.678 2.678 2.683
S1 2.658 2.658 2.671 2.668
S2 2.643 2.643 2.668
S3 2.608 2.623 2.664
S4 2.573 2.588 2.655
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.006 2.942 2.730
R3 2.904 2.840 2.702
R2 2.802 2.802 2.693
R1 2.738 2.738 2.683 2.719
PP 2.700 2.700 2.700 2.691
S1 2.636 2.636 2.665 2.617
S2 2.598 2.598 2.655
S3 2.496 2.534 2.646
S4 2.394 2.432 2.618
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.764 2.662 0.102 3.8% 0.056 2.1% 12% False True 12,704
10 2.810 2.608 0.202 7.6% 0.069 2.6% 33% False False 14,535
20 2.852 2.608 0.244 9.1% 0.067 2.5% 27% False False 12,526
40 3.025 2.608 0.417 15.6% 0.074 2.8% 16% False False 10,996
60 3.116 2.608 0.508 19.0% 0.086 3.2% 13% False False 9,874
80 3.257 2.608 0.649 24.3% 0.095 3.5% 10% False False 9,125
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.012
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 2.846
2.618 2.789
1.618 2.754
1.000 2.732
0.618 2.719
HIGH 2.697
0.618 2.684
0.500 2.680
0.382 2.675
LOW 2.662
0.618 2.640
1.000 2.627
1.618 2.605
2.618 2.570
4.250 2.513
Fisher Pivots for day following 24-Apr-2015
Pivot 1 day 3 day
R1 2.680 2.713
PP 2.678 2.700
S1 2.676 2.687

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

View Archives - Comment on this page... - Back to Index of Symbols