NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 2.758 2.881 0.123 4.5% 2.646
High 2.891 2.962 0.071 2.5% 2.761
Low 2.741 2.870 0.129 4.7% 2.600
Close 2.889 2.933 0.044 1.5% 2.632
Range 0.150 0.092 -0.058 -38.7% 0.161
ATR 0.102 0.101 -0.001 -0.7% 0.000
Volume 53,935 69,679 15,744 29.2% 150,227
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.198 3.157 2.984
R3 3.106 3.065 2.958
R2 3.014 3.014 2.950
R1 2.973 2.973 2.941 2.994
PP 2.922 2.922 2.922 2.932
S1 2.881 2.881 2.925 2.902
S2 2.830 2.830 2.916
S3 2.738 2.789 2.908
S4 2.646 2.697 2.882
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 2.962 2.600 0.362 12.3% 0.101 3.4% 92% True False 47,390
10 2.962 2.600 0.362 12.3% 0.101 3.5% 92% True False 37,812
20 3.163 2.600 0.563 19.2% 0.100 3.4% 59% False False 33,804
40 3.163 2.589 0.574 19.6% 0.093 3.2% 60% False False 25,447
60 3.163 2.589 0.574 19.6% 0.087 3.0% 60% False False 20,577
80 3.163 2.589 0.574 19.6% 0.088 3.0% 60% False False 17,522
100 3.163 2.589 0.574 19.6% 0.091 3.1% 60% False False 15,501
120 3.520 2.589 0.931 31.7% 0.095 3.2% 37% False False 13,757
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.353
2.618 3.203
1.618 3.111
1.000 3.054
0.618 3.019
HIGH 2.962
0.618 2.927
0.500 2.916
0.382 2.905
LOW 2.870
0.618 2.813
1.000 2.778
1.618 2.721
2.618 2.629
4.250 2.479
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 2.927 2.893
PP 2.922 2.853
S1 2.916 2.813

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

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