NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 2.667 2.675 0.008 0.3% 2.646
High 2.685 2.754 0.069 2.6% 2.761
Low 2.625 2.663 0.038 1.4% 2.600
Close 2.632 2.748 0.116 4.4% 2.632
Range 0.060 0.091 0.031 51.7% 0.161
ATR 0.096 0.098 0.002 1.9% 0.000
Volume 38,745 46,342 7,597 19.6% 150,227
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 2.995 2.962 2.798
R3 2.904 2.871 2.773
R2 2.813 2.813 2.765
R1 2.780 2.780 2.756 2.797
PP 2.722 2.722 2.722 2.730
S1 2.689 2.689 2.740 2.706
S2 2.631 2.631 2.731
S3 2.540 2.598 2.723
S4 2.449 2.507 2.698
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.147 3.051 2.721
R3 2.986 2.890 2.676
R2 2.825 2.825 2.662
R1 2.729 2.729 2.647 2.697
PP 2.664 2.664 2.664 2.648
S1 2.568 2.568 2.617 2.536
S2 2.503 2.503 2.602
S3 2.342 2.407 2.588
S4 2.181 2.246 2.543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.761 2.600 0.161 5.9% 0.097 3.5% 92% False False 33,576
10 2.931 2.600 0.331 12.0% 0.094 3.4% 45% False False 29,795
20 3.163 2.600 0.563 20.5% 0.101 3.7% 26% False False 30,458
40 3.163 2.589 0.574 20.9% 0.090 3.3% 28% False False 22,970
60 3.163 2.589 0.574 20.9% 0.085 3.1% 28% False False 18,853
80 3.163 2.589 0.574 20.9% 0.089 3.2% 28% False False 16,252
100 3.257 2.589 0.668 24.3% 0.093 3.4% 24% False False 14,437
120 3.623 2.589 1.034 37.6% 0.094 3.4% 15% False False 12,752
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.141
2.618 2.992
1.618 2.901
1.000 2.845
0.618 2.810
HIGH 2.754
0.618 2.719
0.500 2.709
0.382 2.698
LOW 2.663
0.618 2.607
1.000 2.572
1.618 2.516
2.618 2.425
4.250 2.276
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 2.735 2.724
PP 2.722 2.701
S1 2.709 2.677

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

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