NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 2.834 2.836 0.002 0.1% 2.802
High 2.856 2.847 -0.009 -0.3% 2.908
Low 2.770 2.793 0.023 0.8% 2.770
Close 2.831 2.802 -0.029 -1.0% 2.802
Range 0.086 0.054 -0.032 -37.2% 0.138
ATR 0.085 0.083 -0.002 -2.6% 0.000
Volume 15,520 16,742 1,222 7.9% 73,027
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 2.976 2.943 2.832
R3 2.922 2.889 2.817
R2 2.868 2.868 2.812
R1 2.835 2.835 2.807 2.825
PP 2.814 2.814 2.814 2.809
S1 2.781 2.781 2.797 2.771
S2 2.760 2.760 2.792
S3 2.706 2.727 2.787
S4 2.652 2.673 2.772
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.241 3.159 2.878
R3 3.103 3.021 2.840
R2 2.965 2.965 2.827
R1 2.883 2.883 2.815 2.871
PP 2.827 2.827 2.827 2.821
S1 2.745 2.745 2.789 2.733
S2 2.689 2.689 2.777
S3 2.551 2.607 2.764
S4 2.413 2.469 2.726
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% 0.078 2.8% 23% False False 14,605
10 3.143 2.770 0.373 13.3% 0.081 2.9% 9% False False 13,239
20 3.254 2.770 0.484 17.3% 0.088 3.2% 7% False False 13,912
40 3.254 2.750 0.504 18.0% 0.075 2.7% 10% False False 10,314
60 3.254 2.750 0.504 18.0% 0.074 2.6% 10% False False 8,881
80 3.254 2.750 0.504 18.0% 0.077 2.7% 10% False False 8,025
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 0.015
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.077
2.618 2.988
1.618 2.934
1.000 2.901
0.618 2.880
HIGH 2.847
0.618 2.826
0.500 2.820
0.382 2.814
LOW 2.793
0.618 2.760
1.000 2.739
1.618 2.706
2.618 2.652
4.250 2.564
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 2.820 2.839
PP 2.814 2.827
S1 2.808 2.814

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

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