NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 2.994 3.084 0.090 3.0% 2.850
High 3.088 3.100 0.012 0.4% 3.096
Low 2.967 3.013 0.046 1.6% 2.829
Close 3.067 3.068 0.001 0.0% 2.949
Range 0.121 0.087 -0.034 -28.1% 0.267
ATR 0.091 0.090 0.000 -0.3% 0.000
Volume 10,161 19,305 9,144 90.0% 112,785
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.321 3.282 3.116
R3 3.234 3.195 3.092
R2 3.147 3.147 3.084
R1 3.108 3.108 3.076 3.084
PP 3.060 3.060 3.060 3.049
S1 3.021 3.021 3.060 2.997
S2 2.973 2.973 3.052
S3 2.886 2.934 3.044
S4 2.799 2.847 3.020
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.759 3.621 3.096
R3 3.492 3.354 3.022
R2 3.225 3.225 2.998
R1 3.087 3.087 2.973 3.156
PP 2.958 2.958 2.958 2.993
S1 2.820 2.820 2.925 2.889
S2 2.691 2.691 2.900
S3 2.424 2.553 2.876
S4 2.157 2.286 2.802
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.100 2.948 0.152 5.0% 0.088 2.9% 79% True False 21,324
10 3.100 2.770 0.330 10.8% 0.088 2.9% 90% True False 19,055
20 3.254 2.770 0.484 15.8% 0.090 2.9% 62% False False 15,585
40 3.254 2.764 0.490 16.0% 0.081 2.6% 62% False False 12,703
60 3.254 2.750 0.504 16.4% 0.075 2.4% 63% False False 10,345
80 3.254 2.750 0.504 16.4% 0.076 2.5% 63% False False 9,348
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 2 trading days
Fibonacci Retracements and Extensions
4.250 3.470
2.618 3.328
1.618 3.241
1.000 3.187
0.618 3.154
HIGH 3.100
0.618 3.067
0.500 3.057
0.382 3.046
LOW 3.013
0.618 2.959
1.000 2.926
1.618 2.872
2.618 2.785
4.250 2.643
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 3.064 3.053
PP 3.060 3.039
S1 3.057 3.024

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

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