NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 3.000 2.880 -0.120 -4.0% 2.829
High 3.000 2.996 -0.004 -0.1% 2.962
Low 2.874 2.860 -0.014 -0.5% 2.801
Close 2.876 2.972 0.096 3.3% 2.955
Range 0.126 0.136 0.010 7.9% 0.161
ATR 0.089 0.093 0.003 3.7% 0.000
Volume 34,893 21,817 -13,076 -37.5% 85,287
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 3.351 3.297 3.047
R3 3.215 3.161 3.009
R2 3.079 3.079 2.997
R1 3.025 3.025 2.984 3.052
PP 2.943 2.943 2.943 2.956
S1 2.889 2.889 2.960 2.916
S2 2.807 2.807 2.947
S3 2.671 2.753 2.935
S4 2.535 2.617 2.897
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 3.389 3.333 3.044
R3 3.228 3.172 2.999
R2 3.067 3.067 2.985
R1 3.011 3.011 2.970 3.039
PP 2.906 2.906 2.906 2.920
S1 2.850 2.850 2.940 2.878
S2 2.745 2.745 2.925
S3 2.584 2.689 2.911
S4 2.423 2.528 2.866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.000 2.801 0.199 6.7% 0.115 3.9% 86% False False 22,742
10 3.000 2.613 0.387 13.0% 0.106 3.6% 93% False False 19,527
20 3.000 2.589 0.411 13.8% 0.087 2.9% 93% False False 17,091
40 3.025 2.589 0.436 14.7% 0.080 2.7% 88% False False 13,964
60 3.116 2.589 0.527 17.7% 0.085 2.8% 73% False False 12,095
80 3.138 2.589 0.549 18.5% 0.089 3.0% 70% False False 10,926
100 3.520 2.589 0.931 31.3% 0.094 3.2% 41% False False 9,748
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.574
2.618 3.352
1.618 3.216
1.000 3.132
0.618 3.080
HIGH 2.996
0.618 2.944
0.500 2.928
0.382 2.912
LOW 2.860
0.618 2.776
1.000 2.724
1.618 2.640
2.618 2.504
4.250 2.282
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 2.957 2.950
PP 2.943 2.928
S1 2.928 2.907

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

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