NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 3.076 3.109 0.033 1.1% 3.033
High 3.136 3.180 0.044 1.4% 3.119
Low 3.076 3.028 -0.048 -1.6% 2.902
Close 3.100 3.036 -0.064 -2.1% 3.104
Range 0.060 0.152 0.092 153.3% 0.217
ATR 0.088 0.092 0.005 5.2% 0.000
Volume 33,926 21,168 -12,758 -37.6% 210,732
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 3.537 3.439 3.120
R3 3.385 3.287 3.078
R2 3.233 3.233 3.064
R1 3.135 3.135 3.050 3.108
PP 3.081 3.081 3.081 3.068
S1 2.983 2.983 3.022 2.956
S2 2.929 2.929 3.008
S3 2.777 2.831 2.994
S4 2.625 2.679 2.952
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 3.180 2.974 0.206 6.8% 0.096 3.2% 30% True False 38,680
10 3.180 2.848 0.332 10.9% 0.102 3.4% 57% True False 33,221
20 3.180 2.638 0.542 17.9% 0.088 2.9% 73% True False 26,257
40 3.180 2.638 0.542 17.9% 0.079 2.6% 73% True False 22,047
60 3.180 2.638 0.542 17.9% 0.083 2.7% 73% True False 22,008
80 3.180 2.638 0.542 17.9% 0.089 2.9% 73% True False 21,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.826
2.618 3.578
1.618 3.426
1.000 3.332
0.618 3.274
HIGH 3.180
0.618 3.122
0.500 3.104
0.382 3.086
LOW 3.028
0.618 2.934
1.000 2.876
1.618 2.782
2.618 2.630
4.250 2.382
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 3.104 3.104
PP 3.081 3.081
S1 3.059 3.059

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

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