NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 2.846 2.970 0.124 4.4% 2.718
High 2.979 2.988 0.009 0.3% 2.992
Low 2.846 2.896 0.050 1.8% 2.700
Close 2.954 2.958 0.004 0.1% 2.826
Range 0.133 0.092 -0.041 -30.8% 0.292
ATR 0.101 0.100 -0.001 -0.6% 0.000
Volume 25,110 35,118 10,008 39.9% 197,912
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.223 3.183 3.009
R3 3.131 3.091 2.983
R2 3.039 3.039 2.975
R1 2.999 2.999 2.966 2.973
PP 2.947 2.947 2.947 2.935
S1 2.907 2.907 2.950 2.881
S2 2.855 2.855 2.941
S3 2.763 2.815 2.933
S4 2.671 2.723 2.907
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 2.822 0.170 5.7% 0.097 3.3% 80% False False 39,817
10 2.992 2.640 0.352 11.9% 0.098 3.3% 90% False False 35,515
20 3.180 2.640 0.540 18.3% 0.100 3.4% 59% False False 33,516
40 3.180 2.638 0.542 18.3% 0.092 3.1% 59% False False 29,885
60 3.180 2.638 0.542 18.3% 0.085 2.9% 59% False False 25,909
80 3.180 2.638 0.542 18.3% 0.087 2.9% 59% False False 25,173
100 3.180 2.638 0.542 18.3% 0.090 3.0% 59% False False 24,276
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.379
2.618 3.229
1.618 3.137
1.000 3.080
0.618 3.045
HIGH 2.988
0.618 2.953
0.500 2.942
0.382 2.931
LOW 2.896
0.618 2.839
1.000 2.804
1.618 2.747
2.618 2.655
4.250 2.505
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 2.953 2.940
PP 2.947 2.923
S1 2.942 2.905

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

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