NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 06-Apr-2015

Day Change Summary
	Previous	Current
	02-Apr-2015	06-Apr-2015	Change	Change %	Previous Week
Open	2.893	2.950	0.057	2.0%	2.904
High	2.975	2.950	-0.025	-0.8%	2.975
Low	2.880	2.905	0.025	0.9%	2.871
Close	2.975	2.928	-0.047	-1.6%	2.975
Range	0.095	0.045	-0.050	-52.6%	0.104
ATR	0.079	0.078	-0.001	-0.8%	0.000
Volume	6,693	7,793	1,100	16.4%	17,973

Daily Pivots for day following 06-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.063	3.040	2.953
R3	3.018	2.995	2.940
R2	2.973	2.973	2.936
R1	2.950	2.950	2.932	2.939
PP	2.928	2.928	2.928	2.922
S1	2.905	2.905	2.924	2.894
S2	2.883	2.883	2.920
S3	2.838	2.860	2.916
S4	2.793	2.815	2.903

Weekly Pivots for week ending 03-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.252	3.218	3.032
R3	3.148	3.114	3.004
R2	3.044	3.044	2.994
R1	3.010	3.010	2.985	3.027
PP	2.940	2.940	2.940	2.949
S1	2.906	2.906	2.965	2.923
S2	2.836	2.836	2.956
S3	2.732	2.802	2.946
S4	2.628	2.698	2.918

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.975	2.871	0.104	3.6%	0.061	2.1%	55%	False	False	5,153
10	3.059	2.871	0.188	6.4%	0.060	2.0%	30%	False	False	4,914
20	3.122	2.871	0.251	8.6%	0.072	2.4%	23%	False	False	5,883
40	3.213	2.871	0.342	11.7%	0.078	2.7%	17%	False	False	5,484

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.141
2.618	3.068
1.618	3.023
1.000	2.995
0.618	2.978
HIGH	2.950
0.618	2.933
0.500	2.928
0.382	2.922
LOW	2.905
0.618	2.877
1.000	2.860
1.618	2.832
2.618	2.787
4.250	2.714

Fisher Pivots for day following 06-Apr-2015
Pivot	1 day	3 day
R1	2.928	2.926
PP	2.928	2.925
S1	2.928	2.923

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