NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 2.675 2.758 0.083 3.1% 2.646
High 2.754 2.891 0.137 5.0% 2.761
Low 2.663 2.741 0.078 2.9% 2.600
Close 2.748 2.889 0.141 5.1% 2.632
Range 0.091 0.150 0.059 64.8% 0.161
ATR 0.098 0.102 0.004 3.8% 0.000
Volume 46,342 53,935 7,593 16.4% 150,227
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.290 3.240 2.972
R3 3.140 3.090 2.930
R2 2.990 2.990 2.917
R1 2.940 2.940 2.903 2.965
PP 2.840 2.840 2.840 2.853
S1 2.790 2.790 2.875 2.815
S2 2.690 2.690 2.862
S3 2.540 2.640 2.848
S4 2.390 2.490 2.807
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 2.891 2.600 0.291 10.1% 0.103 3.6% 99% True False 38,472
10 2.931 2.600 0.331 11.5% 0.101 3.5% 87% False False 32,854
20 3.163 2.600 0.563 19.5% 0.102 3.5% 51% False False 31,411
40 3.163 2.589 0.574 19.9% 0.092 3.2% 52% False False 24,030
60 3.163 2.589 0.574 19.9% 0.086 3.0% 52% False False 19,528
80 3.163 2.589 0.574 19.9% 0.089 3.1% 52% False False 16,814
100 3.257 2.589 0.668 23.1% 0.092 3.2% 45% False False 14,900
120 3.557 2.589 0.968 33.5% 0.095 3.3% 31% False False 13,190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.529
2.618 3.284
1.618 3.134
1.000 3.041
0.618 2.984
HIGH 2.891
0.618 2.834
0.500 2.816
0.382 2.798
LOW 2.741
0.618 2.648
1.000 2.591
1.618 2.498
2.618 2.348
4.250 2.104
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 2.865 2.845
PP 2.840 2.802
S1 2.816 2.758

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

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