NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 19-Jun-2015

Day Change Summary
	Previous	Current
	18-Jun-2015	19-Jun-2015	Change	Change %	Previous Week
Open	2.927	2.852	-0.075	-2.6%	2.846
High	2.938	2.900	-0.038	-1.3%	3.013
Low	2.847	2.813	-0.034	-1.2%	2.813
Close	2.848	2.884	0.036	1.3%	2.884
Range	0.091	0.087	-0.004	-4.4%	0.200
ATR	0.100	0.099	-0.001	-0.9%	0.000
Volume	44,727	33,929	-10,798	-24.1%	169,027

Daily Pivots for day following 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.127	3.092	2.932
R3	3.040	3.005	2.908
R2	2.953	2.953	2.900
R1	2.918	2.918	2.892	2.936
PP	2.866	2.866	2.866	2.874
S1	2.831	2.831	2.876	2.849
S2	2.779	2.779	2.868
S3	2.692	2.744	2.860
S4	2.605	2.657	2.836

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.503	3.394	2.994
R3	3.303	3.194	2.939
R2	3.103	3.103	2.921
R1	2.994	2.994	2.902	3.049
PP	2.903	2.903	2.903	2.931
S1	2.794	2.794	2.866	2.849
S2	2.703	2.703	2.847
S3	2.503	2.594	2.829
S4	2.303	2.394	2.774

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.013	2.813	0.200	6.9%	0.100	3.5%	36%	False	True	33,805
10	3.013	2.700	0.313	10.9%	0.100	3.5%	59%	False	False	36,693
20	3.057	2.640	0.417	14.5%	0.096	3.3%	59%	False	False	34,140
40	3.180	2.638	0.542	18.8%	0.094	3.3%	45%	False	False	31,414
60	3.180	2.638	0.542	18.8%	0.086	3.0%	45%	False	False	26,653
80	3.180	2.638	0.542	18.8%	0.086	3.0%	45%	False	False	25,382
100	3.180	2.638	0.542	18.8%	0.091	3.1%	45%	False	False	24,863

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	0.017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.270
2.618	3.128
1.618	3.041
1.000	2.987
0.618	2.954
HIGH	2.900
0.618	2.867
0.500	2.857
0.382	2.846
LOW	2.813
0.618	2.759
1.000	2.726
1.618	2.672
2.618	2.585
4.250	2.443

Fisher Pivots for day following 19-Jun-2015
Pivot	1 day	3 day
R1	2.875	2.913
PP	2.866	2.903
S1	2.857	2.894

Download as Excel Spreadsheet

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

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