NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 3.052 2.953 -0.099 -3.2% 3.076
High 3.057 2.956 -0.101 -3.3% 3.180
Low 2.964 2.874 -0.090 -3.0% 2.964
Close 2.971 2.905 -0.066 -2.2% 2.971
Range 0.093 0.082 -0.011 -11.8% 0.216
ATR 0.095 0.095 0.000 0.2% 0.000
Volume 45,702 22,932 -22,770 -49.8% 175,948
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 3.158 3.113 2.950
R3 3.076 3.031 2.928
R2 2.994 2.994 2.920
R1 2.949 2.949 2.913 2.931
PP 2.912 2.912 2.912 2.902
S1 2.867 2.867 2.897 2.849
S2 2.830 2.830 2.890
S3 2.748 2.785 2.882
S4 2.666 2.703 2.860
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 3.686 3.545 3.090
R3 3.470 3.329 3.030
R2 3.254 3.254 3.011
R1 3.113 3.113 2.991 3.076
PP 3.038 3.038 3.038 3.020
S1 2.897 2.897 2.951 2.860
S2 2.822 2.822 2.931
S3 2.606 2.681 2.912
S4 2.390 2.465 2.852
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.180 2.874 0.306 10.5% 0.108 3.7% 10% False True 32,990
10 3.180 2.874 0.306 10.5% 0.100 3.4% 10% False True 35,998
20 3.180 2.641 0.539 18.6% 0.097 3.3% 49% False False 30,407
40 3.180 2.638 0.542 18.7% 0.082 2.8% 49% False False 23,615
60 3.180 2.638 0.542 18.7% 0.083 2.8% 49% False False 22,831
80 3.180 2.638 0.542 18.7% 0.088 3.0% 49% False False 23,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.305
2.618 3.171
1.618 3.089
1.000 3.038
0.618 3.007
HIGH 2.956
0.618 2.925
0.500 2.915
0.382 2.905
LOW 2.874
0.618 2.823
1.000 2.792
1.618 2.741
2.618 2.659
4.250 2.526
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 2.915 2.998
PP 2.912 2.967
S1 2.908 2.936

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

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