NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 2.773 2.713 -0.060 -2.2% 2.953
High 2.800 2.747 -0.053 -1.9% 2.963
Low 2.707 2.640 -0.067 -2.5% 2.706
Close 2.713 2.704 -0.009 -0.3% 2.714
Range 0.093 0.107 0.014 15.1% 0.257
ATR 0.095 0.096 0.001 0.9% 0.000
Volume 33,287 25,730 -7,557 -22.7% 116,357
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.018 2.968 2.763
R3 2.911 2.861 2.733
R2 2.804 2.804 2.724
R1 2.754 2.754 2.714 2.726
PP 2.697 2.697 2.697 2.683
S1 2.647 2.647 2.694 2.619
S2 2.590 2.590 2.684
S3 2.483 2.540 2.675
S4 2.376 2.433 2.645
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 3.565 3.397 2.855
R3 3.308 3.140 2.785
R2 3.051 3.051 2.761
R1 2.883 2.883 2.738 2.839
PP 2.794 2.794 2.794 2.772
S1 2.626 2.626 2.690 2.582
S2 2.537 2.537 2.667
S3 2.280 2.369 2.643
S4 2.023 2.112 2.573
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.800 2.640 0.160 5.9% 0.093 3.4% 40% False True 32,544
10 3.121 2.640 0.481 17.8% 0.096 3.5% 13% False True 31,085
20 3.180 2.640 0.540 20.0% 0.101 3.7% 12% False True 33,405
40 3.180 2.638 0.542 20.0% 0.088 3.2% 12% False False 26,398
60 3.180 2.638 0.542 20.0% 0.086 3.2% 12% False False 24,104
80 3.180 2.638 0.542 20.0% 0.089 3.3% 12% False False 24,121
100 3.283 2.638 0.645 23.9% 0.094 3.5% 10% False False 23,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.202
2.618 3.027
1.618 2.920
1.000 2.854
0.618 2.813
HIGH 2.747
0.618 2.706
0.500 2.694
0.382 2.681
LOW 2.640
0.618 2.574
1.000 2.533
1.618 2.467
2.618 2.360
4.250 2.185
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 2.701 2.720
PP 2.697 2.715
S1 2.694 2.709

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

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