NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 3.028 3.002 -0.026 -0.9% 3.000
High 3.077 3.086 0.009 0.3% 3.099
Low 2.967 2.989 0.022 0.7% 2.860
Close 2.982 3.017 0.035 1.2% 3.085
Range 0.110 0.097 -0.013 -11.8% 0.239
ATR 0.096 0.097 0.001 0.6% 0.000
Volume 27,084 28,040 956 3.5% 173,585
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 3.322 3.266 3.070
R3 3.225 3.169 3.044
R2 3.128 3.128 3.035
R1 3.072 3.072 3.026 3.100
PP 3.031 3.031 3.031 3.045
S1 2.975 2.975 3.008 3.003
S2 2.934 2.934 2.999
S3 2.837 2.878 2.990
S4 2.740 2.781 2.964
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 3.732 3.647 3.216
R3 3.493 3.408 3.151
R2 3.254 3.254 3.129
R1 3.169 3.169 3.107 3.212
PP 3.015 3.015 3.015 3.036
S1 2.930 2.930 3.063 2.973
S2 2.776 2.776 3.041
S3 2.537 2.691 3.019
S4 2.298 2.452 2.954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.163 2.967 0.196 6.5% 0.097 3.2% 26% False False 30,828
10 3.163 2.813 0.350 11.6% 0.111 3.7% 58% False False 30,004
20 3.163 2.589 0.574 19.0% 0.095 3.1% 75% False False 23,007
40 3.163 2.589 0.574 19.0% 0.082 2.7% 75% False False 17,519
60 3.163 2.589 0.574 19.0% 0.083 2.8% 75% False False 14,783
80 3.163 2.589 0.574 19.0% 0.089 2.9% 75% False False 12,962
100 3.257 2.589 0.668 22.1% 0.095 3.2% 64% False False 11,714
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.498
2.618 3.340
1.618 3.243
1.000 3.183
0.618 3.146
HIGH 3.086
0.618 3.049
0.500 3.038
0.382 3.026
LOW 2.989
0.618 2.929
1.000 2.892
1.618 2.832
2.618 2.735
4.250 2.577
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 3.038 3.065
PP 3.031 3.049
S1 3.024 3.033

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

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