NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 2.891 2.846 -0.045 -1.6% 2.718
High 2.891 2.979 0.088 3.0% 2.992
Low 2.822 2.846 0.024 0.9% 2.700
Close 2.826 2.954 0.128 4.5% 2.826
Range 0.069 0.133 0.064 92.8% 0.292
ATR 0.097 0.101 0.004 4.1% 0.000
Volume 42,616 25,110 -17,506 -41.1% 197,912
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.325 3.273 3.027
R3 3.192 3.140 2.991
R2 3.059 3.059 2.978
R1 3.007 3.007 2.966 3.033
PP 2.926 2.926 2.926 2.940
S1 2.874 2.874 2.942 2.900
S2 2.793 2.793 2.930
S3 2.660 2.741 2.917
S4 2.527 2.608 2.881
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 2.779 0.213 7.2% 0.108 3.7% 82% False False 39,292
10 2.992 2.640 0.352 11.9% 0.101 3.4% 89% False False 34,772
20 3.180 2.640 0.540 18.3% 0.098 3.3% 58% False False 33,456
40 3.180 2.638 0.542 18.3% 0.091 3.1% 58% False False 29,369
60 3.180 2.638 0.542 18.3% 0.085 2.9% 58% False False 25,854
80 3.180 2.638 0.542 18.3% 0.087 3.0% 58% False False 25,169
100 3.180 2.638 0.542 18.3% 0.091 3.1% 58% False False 24,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.544
2.618 3.327
1.618 3.194
1.000 3.112
0.618 3.061
HIGH 2.979
0.618 2.928
0.500 2.913
0.382 2.897
LOW 2.846
0.618 2.764
1.000 2.713
1.618 2.631
2.618 2.498
4.250 2.281
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 2.940 2.938
PP 2.926 2.921
S1 2.913 2.905

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

View Archives - Comment on this page... - Back to Index of Symbols