NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 25-Jun-2015

Day Change Summary
	Previous	Current
	24-Jun-2015	25-Jun-2015	Change	Change %	Previous Week
Open	2.761	2.797	0.036	1.3%	2.805
High	2.815	2.881	0.066	2.3%	2.988
Low	2.748	2.786	0.038	1.4%	2.775
Close	2.795	2.878	0.083	3.0%	2.852
Range	0.067	0.095	0.028	41.8%	0.213
ATR	0.099	0.099	0.000	-0.3%	0.000
Volume	29,523	14,719	-14,804	-50.1%	205,346

Daily Pivots for day following 25-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.133	3.101	2.930
R3	3.038	3.006	2.904
R2	2.943	2.943	2.895
R1	2.911	2.911	2.887	2.927
PP	2.848	2.848	2.848	2.857
S1	2.816	2.816	2.869	2.832
S2	2.753	2.753	2.861
S3	2.658	2.721	2.852
S4	2.563	2.626	2.826

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.511	3.394	2.969
R3	3.298	3.181	2.911
R2	3.085	3.085	2.891
R1	2.968	2.968	2.872	3.027
PP	2.872	2.872	2.872	2.901
S1	2.755	2.755	2.832	2.814
S2	2.659	2.659	2.813
S3	2.446	2.542	2.793
S4	2.233	2.329	2.735

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.881	2.748	0.133	4.6%	0.078	2.7%	98%	True	False	29,940
10	2.988	2.748	0.240	8.3%	0.092	3.2%	54%	False	False	38,575
20	2.988	2.600	0.388	13.5%	0.095	3.3%	72%	False	False	39,942
40	3.163	2.600	0.563	19.6%	0.100	3.5%	49%	False	False	32,627
60	3.163	2.589	0.574	19.9%	0.089	3.1%	50%	False	False	26,088
80	3.163	2.589	0.574	19.9%	0.087	3.0%	50%	False	False	22,032
100	3.163	2.589	0.574	19.9%	0.090	3.1%	50%	False	False	19,151
120	3.257	2.589	0.668	23.2%	0.095	3.3%	43%	False	False	17,205

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	3.285
2.618	3.130
1.618	3.035
1.000	2.976
0.618	2.940
HIGH	2.881
0.618	2.845
0.500	2.834
0.382	2.822
LOW	2.786
0.618	2.727
1.000	2.691
1.618	2.632
2.618	2.537
4.250	2.382

Fisher Pivots for day following 25-Jun-2015
Pivot	1 day	3 day
R1	2.863	2.857
PP	2.848	2.836
S1	2.834	2.815

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols