NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 24-Apr-2015

Day Change Summary
	Previous	Current
	23-Apr-2015	24-Apr-2015	Change	Change %	Previous Week
Open	2.770	2.717	-0.053	-1.9%	2.785
High	2.778	2.741	-0.037	-1.3%	2.797
Low	2.709	2.705	-0.004	-0.1%	2.700
Close	2.717	2.717	0.000	0.0%	2.717
Range	0.069	0.036	-0.033	-47.8%	0.097
ATR	0.080	0.077	-0.003	-3.9%	0.000
Volume	12,917	22,467	9,550	73.9%	84,580

Daily Pivots for day following 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.829	2.809	2.737
R3	2.793	2.773	2.727
R2	2.757	2.757	2.724
R1	2.737	2.737	2.720	2.735
PP	2.721	2.721	2.721	2.720
S1	2.701	2.701	2.714	2.699
S2	2.685	2.685	2.710
S3	2.649	2.665	2.707
S4	2.613	2.629	2.697

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.029	2.970	2.770
R3	2.932	2.873	2.744
R2	2.835	2.835	2.735
R1	2.776	2.776	2.726	2.757
PP	2.738	2.738	2.738	2.729
S1	2.679	2.679	2.708	2.660
S2	2.641	2.641	2.699
S3	2.544	2.582	2.690
S4	2.447	2.485	2.664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.797	2.700	0.097	3.6%	0.060	2.2%	18%	False	False	16,916
10	2.834	2.644	0.190	7.0%	0.069	2.5%	38%	False	False	18,877
20	2.880	2.644	0.236	8.7%	0.067	2.5%	31%	False	False	17,295
40	3.045	2.644	0.401	14.8%	0.076	2.8%	18%	False	False	19,391
60	3.145	2.644	0.501	18.4%	0.088	3.2%	15%	False	False	20,647

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.013
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.894
2.618	2.835
1.618	2.799
1.000	2.777
0.618	2.763
HIGH	2.741
0.618	2.727
0.500	2.723
0.382	2.719
LOW	2.705
0.618	2.683
1.000	2.669
1.618	2.647
2.618	2.611
4.250	2.552

Fisher Pivots for day following 24-Apr-2015
Pivot	1 day	3 day
R1	2.723	2.751
PP	2.721	2.740
S1	2.719	2.728

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