NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 2.925 3.014 0.089 3.0% 2.860
High 3.031 3.071 0.040 1.3% 3.000
Low 2.902 2.974 0.072 2.5% 2.848
Close 3.007 3.040 0.033 1.1% 2.994
Range 0.129 0.097 -0.032 -24.8% 0.152
ATR 0.090 0.091 0.000 0.5% 0.000
Volume 22,794 37,861 15,067 66.1% 99,439
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 3.319 3.277 3.093
R3 3.222 3.180 3.067
R2 3.125 3.125 3.058
R1 3.083 3.083 3.049 3.104
PP 3.028 3.028 3.028 3.039
S1 2.986 2.986 3.031 3.007
S2 2.931 2.931 3.022
S3 2.834 2.889 3.013
S4 2.737 2.792 2.987
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 3.403 3.351 3.078
R3 3.251 3.199 3.036
R2 3.099 3.099 3.022
R1 3.047 3.047 3.008 3.073
PP 2.947 2.947 2.947 2.961
S1 2.895 2.895 2.980 2.921
S2 2.795 2.795 2.966
S3 2.643 2.743 2.952
S4 2.491 2.591 2.910
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.071 2.848 0.223 7.3% 0.115 3.8% 86% True False 31,908
10 3.071 2.701 0.370 12.2% 0.104 3.4% 92% True False 27,323
20 3.071 2.638 0.433 14.2% 0.085 2.8% 93% True False 23,327
40 3.071 2.638 0.433 14.2% 0.080 2.6% 93% True False 21,093
60 3.145 2.638 0.507 16.7% 0.084 2.8% 79% False False 21,577
80 3.145 2.638 0.507 16.7% 0.090 3.0% 79% False False 21,115
Crabel Price Patterns
NR True
NR4 True
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 0.020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.483
2.618 3.325
1.618 3.228
1.000 3.168
0.618 3.131
HIGH 3.071
0.618 3.034
0.500 3.023
0.382 3.011
LOW 2.974
0.618 2.914
1.000 2.877
1.618 2.817
2.618 2.720
4.250 2.562
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 3.034 3.022
PP 3.028 3.004
S1 3.023 2.987

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

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