NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 18-May-2015
Day Change Summary
Previous Current
15-May-2015 18-May-2015 Change Change % Previous Week
Open 3.099 3.076 -0.023 -0.7% 3.033
High 3.119 3.136 0.017 0.5% 3.119
Low 3.058 3.076 0.018 0.6% 2.902
Close 3.104 3.100 -0.004 -0.1% 3.104
Range 0.061 0.060 -0.001 -1.6% 0.217
ATR 0.090 0.088 -0.002 -2.4% 0.000
Volume 67,344 33,926 -33,418 -49.6% 210,732
Daily Pivots for day following 18-May-2015
Classic Woodie Camarilla DeMark
R4 3.284 3.252 3.133
R3 3.224 3.192 3.117
R2 3.164 3.164 3.111
R1 3.132 3.132 3.106 3.148
PP 3.104 3.104 3.104 3.112
S1 3.072 3.072 3.095 3.088
S2 3.044 3.044 3.089
S3 2.984 3.012 3.084
S4 2.924 2.952 3.067
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 3.693 3.615 3.223
R3 3.476 3.398 3.164
R2 3.259 3.259 3.144
R1 3.181 3.181 3.124 3.220
PP 3.042 3.042 3.042 3.061
S1 2.964 2.964 3.084 3.003
S2 2.825 2.825 3.064
S3 2.608 2.747 3.044
S4 2.391 2.530 2.985
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.136 2.902 0.234 7.5% 0.091 2.9% 85% True False 39,005
10 3.136 2.848 0.288 9.3% 0.092 3.0% 88% True False 32,509
20 3.136 2.638 0.498 16.1% 0.083 2.7% 93% True False 26,255
40 3.136 2.638 0.498 16.1% 0.077 2.5% 93% True False 22,105
60 3.145 2.638 0.507 16.4% 0.083 2.7% 91% False False 22,392
80 3.145 2.638 0.507 16.4% 0.088 2.8% 91% False False 21,966
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 0.024
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.391
2.618 3.293
1.618 3.233
1.000 3.196
0.618 3.173
HIGH 3.136
0.618 3.113
0.500 3.106
0.382 3.099
LOW 3.076
0.618 3.039
1.000 3.016
1.618 2.979
2.618 2.919
4.250 2.821
Fisher Pivots for day following 18-May-2015
Pivot 1 day 3 day
R1 3.106 3.089
PP 3.104 3.078
S1 3.102 3.068

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

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