NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 2.972 2.927 -0.045 -1.5% 2.718
High 3.013 2.938 -0.075 -2.5% 2.992
Low 2.914 2.847 -0.067 -2.3% 2.700
Close 2.927 2.848 -0.079 -2.7% 2.826
Range 0.099 0.091 -0.008 -8.1% 0.292
ATR 0.100 0.100 -0.001 -0.7% 0.000
Volume 30,143 44,727 14,584 48.4% 197,912
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.151 3.090 2.898
R3 3.060 2.999 2.873
R2 2.969 2.969 2.865
R1 2.908 2.908 2.856 2.893
PP 2.878 2.878 2.878 2.870
S1 2.817 2.817 2.840 2.802
S2 2.787 2.787 2.831
S3 2.696 2.726 2.823
S4 2.605 2.635 2.798
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 3.013 2.822 0.191 6.7% 0.097 3.4% 14% False False 35,542
10 3.013 2.663 0.350 12.3% 0.097 3.4% 53% False False 37,101
20 3.121 2.640 0.481 16.9% 0.097 3.4% 43% False False 34,093
40 3.180 2.638 0.542 19.0% 0.094 3.3% 39% False False 30,889
60 3.180 2.638 0.542 19.0% 0.086 3.0% 39% False False 26,358
80 3.180 2.638 0.542 19.0% 0.086 3.0% 39% False False 25,230
100 3.180 2.638 0.542 19.0% 0.090 3.2% 39% False False 24,706
Crabel Price Patterns
NR True
NR4 True
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 0.014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.325
2.618 3.176
1.618 3.085
1.000 3.029
0.618 2.994
HIGH 2.938
0.618 2.903
0.500 2.893
0.382 2.882
LOW 2.847
0.618 2.791
1.000 2.756
1.618 2.700
2.618 2.609
4.250 2.460
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 2.893 2.930
PP 2.878 2.903
S1 2.863 2.875

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

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