NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	2.913	3.028	0.115	3.9%	2.802
High	3.037	3.096	0.059	1.9%	2.908
Low	2.902	3.010	0.108	3.7%	2.770
Close	3.036	3.067	0.031	1.0%	2.802
Range	0.135	0.086	-0.049	-36.3%	0.138
ATR	0.089	0.089	0.000	-0.2%	0.000
Volume	18,076	29,315	11,239	62.2%	73,027

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.316	3.277	3.114
R3	3.230	3.191	3.091
R2	3.144	3.144	3.083
R1	3.105	3.105	3.075	3.125
PP	3.058	3.058	3.058	3.067
S1	3.019	3.019	3.059	3.039
S2	2.972	2.972	3.051
S3	2.886	2.933	3.043
S4	2.800	2.847	3.020

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	3.096	2.770	0.326	10.6%	0.090	2.9%	91%	True	False	19,441
10	3.096	2.770	0.326	10.6%	0.089	2.9%	91%	True	False	16,767
20	3.254	2.770	0.484	15.8%	0.086	2.8%	61%	False	False	14,752
40	3.254	2.750	0.504	16.4%	0.080	2.6%	63%	False	False	11,519
60	3.254	2.750	0.504	16.4%	0.075	2.4%	63%	False	False	9,585
80	3.254	2.750	0.504	16.4%	0.076	2.5%	63%	False	False	8,631

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.462
2.618	3.321
1.618	3.235
1.000	3.182
0.618	3.149
HIGH	3.096
0.618	3.063
0.500	3.053
0.382	3.043
LOW	3.010
0.618	2.957
1.000	2.924
1.618	2.871
2.618	2.785
4.250	2.645

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	3.062	3.032
PP	3.058	2.997
S1	3.053	2.963

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