NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 05-May-2015
Day Change Summary
Previous Current
04-May-2015 05-May-2015 Change Change % Previous Week
Open 2.860 2.924 0.064 2.2% 2.680
High 2.943 2.941 -0.002 -0.1% 2.913
Low 2.860 2.891 0.031 1.1% 2.638
Close 2.940 2.908 -0.032 -1.1% 2.891
Range 0.083 0.050 -0.033 -39.8% 0.275
ATR 0.083 0.081 -0.002 -2.8% 0.000
Volume 19,001 14,047 -4,954 -26.1% 110,896
Daily Pivots for day following 05-May-2015
Classic Woodie Camarilla DeMark
R4 3.063 3.036 2.936
R3 3.013 2.986 2.922
R2 2.963 2.963 2.917
R1 2.936 2.936 2.913 2.925
PP 2.913 2.913 2.913 2.908
S1 2.886 2.886 2.903 2.875
S2 2.863 2.863 2.899
S3 2.813 2.836 2.894
S4 2.763 2.786 2.881
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 3.639 3.540 3.042
R3 3.364 3.265 2.967
R2 3.089 3.089 2.941
R1 2.990 2.990 2.916 3.040
PP 2.814 2.814 2.814 2.839
S1 2.715 2.715 2.866 2.765
S2 2.539 2.539 2.841
S3 2.264 2.440 2.815
S4 1.989 2.165 2.740
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.943 2.650 0.293 10.1% 0.098 3.4% 88% False False 22,278
10 2.943 2.638 0.305 10.5% 0.074 2.5% 89% False False 19,292
20 2.943 2.638 0.305 10.5% 0.073 2.5% 89% False False 19,392
40 3.045 2.638 0.407 14.0% 0.077 2.7% 66% False False 19,603
60 3.145 2.638 0.507 17.4% 0.086 2.9% 53% False False 21,020
80 3.283 2.638 0.645 22.2% 0.092 3.2% 42% False False 20,547
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.154
2.618 3.072
1.618 3.022
1.000 2.991
0.618 2.972
HIGH 2.941
0.618 2.922
0.500 2.916
0.382 2.910
LOW 2.891
0.618 2.860
1.000 2.841
1.618 2.810
2.618 2.760
4.250 2.679
Fisher Pivots for day following 05-May-2015
Pivot 1 day 3 day
R1 2.916 2.901
PP 2.913 2.894
S1 2.911 2.887

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

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