NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 17-Apr-2015

Day Change Summary
	Previous	Current
	16-Apr-2015	17-Apr-2015	Change	Change %	Previous Week
Open	2.750	2.832	0.082	3.0%	2.660
High	2.834	2.832	-0.002	-0.1%	2.834
Low	2.703	2.783	0.080	3.0%	2.644
Close	2.831	2.794	-0.037	-1.3%	2.794
Range	0.131	0.049	-0.082	-62.6%	0.190
ATR	0.085	0.082	-0.003	-3.0%	0.000
Volume	19,489	41,856	22,367	114.8%	104,191

Daily Pivots for day following 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.950	2.921	2.821
R3	2.901	2.872	2.807
R2	2.852	2.852	2.803
R1	2.823	2.823	2.798	2.813
PP	2.803	2.803	2.803	2.798
S1	2.774	2.774	2.790	2.764
S2	2.754	2.754	2.785
S3	2.705	2.725	2.781
S4	2.656	2.676	2.767

Weekly Pivots for week ending 17-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.327	3.251	2.899
R3	3.137	3.061	2.846
R2	2.947	2.947	2.829
R1	2.871	2.871	2.811	2.909
PP	2.757	2.757	2.757	2.777
S1	2.681	2.681	2.777	2.719
S2	2.567	2.567	2.759
S3	2.377	2.491	2.742
S4	2.187	2.301	2.690

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.834	2.644	0.190	6.8%	0.077	2.8%	79%	False	False	20,838
10	2.869	2.644	0.225	8.1%	0.070	2.5%	67%	False	False	18,713
20	3.045	2.644	0.401	14.4%	0.073	2.6%	37%	False	False	18,823
40	3.145	2.644	0.501	17.9%	0.083	3.0%	30%	False	False	20,970
60	3.145	2.644	0.501	17.9%	0.091	3.2%	30%	False	False	20,693

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.040
2.618	2.960
1.618	2.911
1.000	2.881
0.618	2.862
HIGH	2.832
0.618	2.813
0.500	2.808
0.382	2.802
LOW	2.783
0.618	2.753
1.000	2.734
1.618	2.704
2.618	2.655
4.250	2.575

Fisher Pivots for day following 17-Apr-2015
Pivot	1 day	3 day
R1	2.808	2.776
PP	2.803	2.757
S1	2.799	2.739

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