NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 2.706 2.718 0.012 0.4% 2.676
High 2.719 2.793 0.074 2.7% 2.800
Low 2.663 2.700 0.037 1.4% 2.640
Close 2.671 2.786 0.115 4.3% 2.671
Range 0.056 0.093 0.037 66.1% 0.160
ATR 0.093 0.095 0.002 2.2% 0.000
Volume 38,002 26,560 -11,442 -30.1% 153,809
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.039 3.005 2.837
R3 2.946 2.912 2.812
R2 2.853 2.853 2.803
R1 2.819 2.819 2.795 2.836
PP 2.760 2.760 2.760 2.768
S1 2.726 2.726 2.777 2.743
S2 2.667 2.667 2.769
S3 2.574 2.633 2.760
S4 2.481 2.540 2.735
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.184 3.087 2.759
R3 3.024 2.927 2.715
R2 2.864 2.864 2.700
R1 2.767 2.767 2.686 2.736
PP 2.704 2.704 2.704 2.688
S1 2.607 2.607 2.656 2.576
S2 2.544 2.544 2.642
S3 2.384 2.447 2.627
S4 2.224 2.287 2.583
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 5.7% 0.094 3.4% 91% False False 30,253
10 2.963 2.640 0.323 11.6% 0.091 3.3% 45% False False 29,672
20 3.180 2.640 0.540 19.4% 0.097 3.5% 27% False False 34,170
40 3.180 2.638 0.542 19.5% 0.088 3.1% 27% False False 27,062
60 3.180 2.638 0.542 19.5% 0.084 3.0% 27% False False 24,524
80 3.180 2.638 0.542 19.5% 0.088 3.2% 27% False False 24,414
100 3.283 2.638 0.645 23.2% 0.093 3.3% 23% False False 23,407
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.188
2.618 3.036
1.618 2.943
1.000 2.886
0.618 2.850
HIGH 2.793
0.618 2.757
0.500 2.747
0.382 2.736
LOW 2.700
0.618 2.643
1.000 2.607
1.618 2.550
2.618 2.457
4.250 2.305
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 2.773 2.763
PP 2.760 2.740
S1 2.747 2.717

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

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