NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 2.881 2.834 -0.047 -1.6% 3.046
High 2.908 2.856 -0.052 -1.8% 3.055
Low 2.831 2.770 -0.061 -2.2% 2.823
Close 2.836 2.831 -0.005 -0.2% 2.830
Range 0.077 0.086 0.009 11.7% 0.232
ATR 0.085 0.085 0.000 0.1% 0.000
Volume 16,037 15,520 -517 -3.2% 46,940
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.077 3.040 2.878
R3 2.991 2.954 2.855
R2 2.905 2.905 2.847
R1 2.868 2.868 2.839 2.844
PP 2.819 2.819 2.819 2.807
S1 2.782 2.782 2.823 2.758
S2 2.733 2.733 2.815
S3 2.647 2.696 2.807
S4 2.561 2.610 2.784
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 3.599 3.446 2.958
R3 3.367 3.214 2.894
R2 3.135 3.135 2.873
R1 2.982 2.982 2.851 2.943
PP 2.903 2.903 2.903 2.883
S1 2.750 2.750 2.809 2.711
S2 2.671 2.671 2.787
S3 2.439 2.518 2.766
S4 2.207 2.286 2.702
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.908 2.770 0.138 4.9% 0.083 2.9% 44% False True 15,244
10 3.190 2.770 0.420 14.8% 0.085 3.0% 15% False True 12,966
20 3.254 2.770 0.484 17.1% 0.090 3.2% 13% False True 13,432
40 3.254 2.750 0.504 17.8% 0.076 2.7% 16% False False 10,007
60 3.254 2.750 0.504 17.8% 0.075 2.6% 16% False False 8,688
80 3.254 2.750 0.504 17.8% 0.077 2.7% 16% False False 7,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.222
2.618 3.081
1.618 2.995
1.000 2.942
0.618 2.909
HIGH 2.856
0.618 2.823
0.500 2.813
0.382 2.803
LOW 2.770
0.618 2.717
1.000 2.684
1.618 2.631
2.618 2.545
4.250 2.405
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 2.825 2.839
PP 2.819 2.836
S1 2.813 2.834

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

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