NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 2.640 2.608 -0.032 -1.2% 2.730
High 2.640 2.638 -0.002 -0.1% 2.764
Low 2.589 2.590 0.001 0.0% 2.662
Close 2.617 2.634 0.017 0.6% 2.674
Range 0.051 0.048 -0.003 -5.9% 0.102
ATR 0.078 0.076 -0.002 -2.7% 0.000
Volume 9,515 16,193 6,678 70.2% 63,520
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.765 2.747 2.660
R3 2.717 2.699 2.647
R2 2.669 2.669 2.643
R1 2.651 2.651 2.638 2.660
PP 2.621 2.621 2.621 2.625
S1 2.603 2.603 2.630 2.612
S2 2.573 2.573 2.625
S3 2.525 2.555 2.621
S4 2.477 2.507 2.608
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 2.589 0.175 6.6% 0.054 2.1% 26% False False 12,848
10 2.810 2.589 0.221 8.4% 0.068 2.6% 20% False False 14,655
20 2.852 2.589 0.263 10.0% 0.067 2.5% 17% False False 12,802
40 3.025 2.589 0.436 16.6% 0.074 2.8% 10% False False 11,327
60 3.116 2.589 0.527 20.0% 0.084 3.2% 9% False False 10,034
80 3.257 2.589 0.668 25.4% 0.094 3.6% 7% False False 9,391
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.842
2.618 2.764
1.618 2.716
1.000 2.686
0.618 2.668
HIGH 2.638
0.618 2.620
0.500 2.614
0.382 2.608
LOW 2.590
0.618 2.560
1.000 2.542
1.618 2.512
2.618 2.464
4.250 2.386
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 2.627 2.643
PP 2.621 2.640
S1 2.614 2.637

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

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