NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 2.968 3.013 0.045 1.5% 2.829
High 3.038 3.083 0.045 1.5% 2.962
Low 2.938 2.965 0.027 0.9% 2.801
Close 3.008 3.077 0.069 2.3% 2.955
Range 0.100 0.118 0.018 18.0% 0.161
ATR 0.093 0.095 0.002 1.9% 0.000
Volume 33,712 30,591 -3,121 -9.3% 85,287
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 3.396 3.354 3.142
R3 3.278 3.236 3.109
R2 3.160 3.160 3.099
R1 3.118 3.118 3.088 3.139
PP 3.042 3.042 3.042 3.052
S1 3.000 3.000 3.066 3.021
S2 2.924 2.924 3.055
S3 2.806 2.882 3.045
S4 2.688 2.764 3.012
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 3.083 2.813 0.270 8.8% 0.126 4.1% 98% True False 29,179
10 3.083 2.795 0.288 9.4% 0.100 3.3% 98% True False 23,660
20 3.083 2.589 0.494 16.1% 0.086 2.8% 99% True False 18,800
40 3.083 2.589 0.494 16.1% 0.081 2.6% 99% True False 15,030
60 3.116 2.589 0.527 17.1% 0.084 2.7% 93% False False 12,937
80 3.116 2.589 0.527 17.1% 0.089 2.9% 93% False False 11,538
100 3.442 2.589 0.853 27.7% 0.095 3.1% 57% False False 10,348
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.585
2.618 3.392
1.618 3.274
1.000 3.201
0.618 3.156
HIGH 3.083
0.618 3.038
0.500 3.024
0.382 3.010
LOW 2.965
0.618 2.892
1.000 2.847
1.618 2.774
2.618 2.656
4.250 2.464
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 3.059 3.042
PP 3.042 3.007
S1 3.024 2.972

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

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