NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 28-May-2015

Day Change Summary
	Previous	Current
	27-May-2015	28-May-2015	Change	Change %	Previous Week
Open	3.007	2.991	-0.016	-0.5%	3.169
High	3.055	2.992	-0.063	-2.1%	3.254
Low	2.980	2.883	-0.097	-3.3%	3.059
Close	3.007	2.890	-0.117	-3.9%	3.065
Range	0.075	0.109	0.034	45.3%	0.195
ATR	0.083	0.086	0.003	3.5%	0.000
Volume	9,900	9,762	-138	-1.4%	58,262

Daily Pivots for day following 28-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.249	3.178	2.950
R3	3.140	3.069	2.920
R2	3.031	3.031	2.910
R1	2.960	2.960	2.900	2.941
PP	2.922	2.922	2.922	2.912
S1	2.851	2.851	2.880	2.832
S2	2.813	2.813	2.870
S3	2.704	2.742	2.860
S4	2.595	2.633	2.830

Weekly Pivots for week ending 22-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.711	3.583	3.172
R3	3.516	3.388	3.119
R2	3.321	3.321	3.101
R1	3.193	3.193	3.083	3.160
PP	3.126	3.126	3.126	3.109
S1	2.998	2.998	3.047	2.965
S2	2.931	2.931	3.029
S3	2.736	2.803	3.011
S4	2.541	2.608	2.958

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.190	2.883	0.307	10.6%	0.086	3.0%	2%	False	True	10,689
10	3.254	2.883	0.371	12.8%	0.086	3.0%	2%	False	True	11,676
20	3.254	2.828	0.426	14.7%	0.089	3.1%	15%	False	False	11,622
40	3.254	2.750	0.504	17.4%	0.074	2.6%	28%	False	False	8,861
60	3.254	2.750	0.504	17.4%	0.072	2.5%	28%	False	False	7,715
80	3.254	2.750	0.504	17.4%	0.077	2.7%	28%	False	False	7,039

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.455
2.618	3.277
1.618	3.168
1.000	3.101
0.618	3.059
HIGH	2.992
0.618	2.950
0.500	2.938
0.382	2.925
LOW	2.883
0.618	2.816
1.000	2.774
1.618	2.707
2.618	2.598
4.250	2.420

Fisher Pivots for day following 28-May-2015
Pivot	1 day	3 day
R1	2.938	2.969
PP	2.922	2.943
S1	2.906	2.916

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