NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 2.718 2.795 0.077 2.8% 2.676
High 2.793 2.925 0.132 4.7% 2.800
Low 2.700 2.779 0.079 2.9% 2.640
Close 2.786 2.922 0.136 4.9% 2.671
Range 0.093 0.146 0.053 57.0% 0.160
ATR 0.095 0.099 0.004 3.8% 0.000
Volume 26,560 32,493 5,933 22.3% 153,809
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.313 3.264 3.002
R3 3.167 3.118 2.962
R2 3.021 3.021 2.949
R1 2.972 2.972 2.935 2.997
PP 2.875 2.875 2.875 2.888
S1 2.826 2.826 2.909 2.851
S2 2.729 2.729 2.895
S3 2.583 2.680 2.882
S4 2.437 2.534 2.842
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 2.925 2.640 0.285 9.8% 0.099 3.4% 99% True False 31,214
10 2.963 2.640 0.323 11.1% 0.097 3.3% 87% False False 30,628
20 3.180 2.640 0.540 18.5% 0.099 3.4% 52% False False 33,313
40 3.180 2.638 0.542 18.5% 0.090 3.1% 52% False False 27,477
60 3.180 2.638 0.542 18.5% 0.085 2.9% 52% False False 24,617
80 3.180 2.638 0.542 18.5% 0.088 3.0% 52% False False 24,446
100 3.283 2.638 0.645 22.1% 0.093 3.2% 44% False False 23,545
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.546
2.618 3.307
1.618 3.161
1.000 3.071
0.618 3.015
HIGH 2.925
0.618 2.869
0.500 2.852
0.382 2.835
LOW 2.779
0.618 2.689
1.000 2.633
1.618 2.543
2.618 2.397
4.250 2.159
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 2.899 2.879
PP 2.875 2.837
S1 2.852 2.794

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

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