NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 2.980 2.891 -0.089 -3.0% 2.718
High 2.988 2.891 -0.097 -3.2% 2.992
Low 2.890 2.822 -0.068 -2.4% 2.700
Close 2.900 2.826 -0.074 -2.6% 2.826
Range 0.098 0.069 -0.029 -29.6% 0.292
ATR 0.099 0.097 -0.001 -1.5% 0.000
Volume 46,272 42,616 -3,656 -7.9% 197,912
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.053 3.009 2.864
R3 2.984 2.940 2.845
R2 2.915 2.915 2.839
R1 2.871 2.871 2.832 2.859
PP 2.846 2.846 2.846 2.840
S1 2.802 2.802 2.820 2.790
S2 2.777 2.777 2.813
S3 2.708 2.733 2.807
S4 2.639 2.664 2.788
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.715 3.563 2.987
R3 3.423 3.271 2.906
R2 3.131 3.131 2.880
R1 2.979 2.979 2.853 3.055
PP 2.839 2.839 2.839 2.878
S1 2.687 2.687 2.799 2.763
S2 2.547 2.547 2.772
S3 2.255 2.395 2.746
S4 1.963 2.103 2.665
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.992 2.700 0.292 10.3% 0.100 3.5% 43% False False 39,582
10 2.992 2.640 0.352 12.5% 0.094 3.3% 53% False False 35,172
20 3.180 2.640 0.540 19.1% 0.095 3.4% 34% False False 35,568
40 3.180 2.638 0.542 19.2% 0.089 3.2% 35% False False 29,788
60 3.180 2.638 0.542 19.2% 0.085 3.0% 35% False False 25,964
80 3.180 2.638 0.542 19.2% 0.087 3.1% 35% False False 25,128
100 3.180 2.638 0.542 19.2% 0.091 3.2% 35% False False 24,155
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 0.018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.184
2.618 3.072
1.618 3.003
1.000 2.960
0.618 2.934
HIGH 2.891
0.618 2.865
0.500 2.857
0.382 2.848
LOW 2.822
0.618 2.779
1.000 2.753
1.618 2.710
2.618 2.641
4.250 2.529
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 2.857 2.907
PP 2.846 2.880
S1 2.836 2.853

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

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