NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 27-Apr-2015

Day Change Summary
	Previous	Current
	24-Apr-2015	27-Apr-2015	Change	Change %	Previous Week
Open	2.840	2.782	-0.058	-2.0%	2.849
High	2.852	2.790	-0.062	-2.2%	2.901
Low	2.821	2.764	-0.057	-2.0%	2.806
Close	2.833	2.789	-0.044	-1.6%	2.833
Range	0.031	0.026	-0.005	-16.1%	0.095
ATR	0.069	0.069	0.000	0.0%	0.000
Volume	7,486	4,651	-2,835	-37.9%	26,569

Daily Pivots for day following 27-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.859	2.850	2.803
R3	2.833	2.824	2.796
R2	2.807	2.807	2.794
R1	2.798	2.798	2.791	2.803
PP	2.781	2.781	2.781	2.783
S1	2.772	2.772	2.787	2.777
S2	2.755	2.755	2.784
S3	2.729	2.746	2.782
S4	2.703	2.720	2.775

Weekly Pivots for week ending 24-Apr-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.132	3.077	2.885
R3	3.037	2.982	2.859
R2	2.942	2.942	2.850
R1	2.887	2.887	2.842	2.867
PP	2.847	2.847	2.847	2.837
S1	2.792	2.792	2.824	2.772
S2	2.752	2.752	2.816
S3	2.657	2.697	2.807
S4	2.562	2.602	2.781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.901	2.764	0.137	4.9%	0.043	1.6%	18%	False	True	5,278
10	2.923	2.750	0.173	6.2%	0.055	2.0%	23%	False	False	6,076
20	2.975	2.750	0.225	8.1%	0.058	2.1%	17%	False	False	5,780
40	3.122	2.750	0.372	13.3%	0.065	2.3%	10%	False	False	5,574
60	3.213	2.750	0.463	16.6%	0.073	2.6%	8%	False	False	5,398

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.011
Narrowest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	2.901
2.618	2.858
1.618	2.832
1.000	2.816
0.618	2.806
HIGH	2.790
0.618	2.780
0.500	2.777
0.382	2.774
LOW	2.764
0.618	2.748
1.000	2.738
1.618	2.722
2.618	2.696
4.250	2.654

Fisher Pivots for day following 27-Apr-2015
Pivot	1 day	3 day
R1	2.785	2.826
PP	2.781	2.814
S1	2.777	2.801

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