NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 3.084 3.074 -0.010 -0.3% 2.850
High 3.100 3.118 0.018 0.6% 3.096
Low 3.013 3.031 0.018 0.6% 2.829
Close 3.068 3.040 -0.028 -0.9% 2.949
Range 0.087 0.087 0.000 0.0% 0.267
ATR 0.090 0.090 0.000 -0.3% 0.000
Volume 19,305 15,315 -3,990 -20.7% 112,785
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.324 3.269 3.088
R3 3.237 3.182 3.064
R2 3.150 3.150 3.056
R1 3.095 3.095 3.048 3.079
PP 3.063 3.063 3.063 3.055
S1 3.008 3.008 3.032 2.992
S2 2.976 2.976 3.024
S3 2.889 2.921 3.016
S4 2.802 2.834 2.992
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 3.118 2.948 0.170 5.6% 0.089 2.9% 54% True False 18,524
10 3.118 2.770 0.348 11.4% 0.089 2.9% 78% True False 18,982
20 3.190 2.770 0.420 13.8% 0.087 2.9% 64% False False 15,993
40 3.254 2.764 0.490 16.1% 0.082 2.7% 56% False False 12,918
60 3.254 2.750 0.504 16.6% 0.075 2.5% 58% False False 10,517
80 3.254 2.750 0.504 16.6% 0.076 2.5% 58% False False 9,392
Crabel Price Patterns
NR False
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 0.019
Fibonacci Retracements and Extensions
4.250 3.488
2.618 3.346
1.618 3.259
1.000 3.205
0.618 3.172
HIGH 3.118
0.618 3.085
0.500 3.075
0.382 3.064
LOW 3.031
0.618 2.977
1.000 2.944
1.618 2.890
2.618 2.803
4.250 2.661
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 3.075 3.043
PP 3.063 3.042
S1 3.052 3.041

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

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