NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 3.109 3.055 -0.054 -1.7% 3.033
High 3.180 3.097 -0.083 -2.6% 3.119
Low 3.028 2.990 -0.038 -1.3% 2.902
Close 3.036 3.007 -0.029 -1.0% 3.104
Range 0.152 0.107 -0.045 -29.6% 0.217
ATR 0.092 0.093 0.001 1.1% 0.000
Volume 21,168 42,159 20,991 99.2% 210,732
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 3.352 3.287 3.066
R3 3.245 3.180 3.036
R2 3.138 3.138 3.027
R1 3.073 3.073 3.017 3.052
PP 3.031 3.031 3.031 3.021
S1 2.966 2.966 2.997 2.945
S2 2.924 2.924 2.987
S3 2.817 2.859 2.978
S4 2.710 2.752 2.948
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 2.990 0.190 6.3% 0.098 3.3% 9% False True 39,540
10 3.180 2.848 0.332 11.0% 0.107 3.5% 48% False False 35,724
20 3.180 2.638 0.542 18.0% 0.091 3.0% 68% False False 27,685
40 3.180 2.638 0.542 18.0% 0.080 2.7% 68% False False 22,491
60 3.180 2.638 0.542 18.0% 0.083 2.8% 68% False False 22,275
80 3.180 2.638 0.542 18.0% 0.089 3.0% 68% False False 22,359
Crabel Price Patterns
NR True
NR4 False
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.552
2.618 3.377
1.618 3.270
1.000 3.204
0.618 3.163
HIGH 3.097
0.618 3.056
0.500 3.044
0.382 3.031
LOW 2.990
0.618 2.924
1.000 2.883
1.618 2.817
2.618 2.710
4.250 2.535
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 3.044 3.085
PP 3.031 3.059
S1 3.019 3.033

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

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