NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 22-Jun-2015

Day Change Summary
	Previous	Current
	19-Jun-2015	22-Jun-2015	Change	Change %	Previous Week
Open	2.970	2.928	-0.042	-1.4%	2.994
High	3.009	2.942	-0.067	-2.2%	3.118
Low	2.934	2.905	-0.029	-1.0%	2.934
Close	2.997	2.929	-0.068	-2.3%	2.997
Range	0.075	0.037	-0.038	-50.7%	0.184
ATR	0.089	0.089	0.000	0.3%	0.000
Volume	14,952	19,371	4,419	29.6%	80,406

Daily Pivots for day following 22-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.036	3.020	2.949
R3	2.999	2.983	2.939
R2	2.962	2.962	2.936
R1	2.946	2.946	2.932	2.954
PP	2.925	2.925	2.925	2.930
S1	2.909	2.909	2.926	2.917
S2	2.888	2.888	2.922
S3	2.851	2.872	2.919
S4	2.814	2.835	2.909

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.568	3.467	3.098
R3	3.384	3.283	3.048
R2	3.200	3.200	3.031
R1	3.099	3.099	3.014	3.150
PP	3.016	3.016	3.016	3.042
S1	2.915	2.915	2.980	2.966
S2	2.832	2.832	2.963
S3	2.648	2.731	2.946
S4	2.464	2.547	2.896

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.118	2.905	0.213	7.3%	0.074	2.5%	11%	False	True	17,923
10	3.118	2.902	0.216	7.4%	0.086	2.9%	13%	False	False	19,500
20	3.118	2.770	0.348	11.9%	0.084	2.9%	46%	False	False	16,626
40	3.254	2.764	0.490	16.7%	0.083	2.8%	34%	False	False	13,917
60	3.254	2.750	0.504	17.2%	0.075	2.6%	36%	False	False	11,210
80	3.254	2.750	0.504	17.2%	0.074	2.5%	36%	False	False	9,789

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.020
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	3.099
2.618	3.039
1.618	3.002
1.000	2.979
0.618	2.965
HIGH	2.942
0.618	2.928
0.500	2.924
0.382	2.919
LOW	2.905
0.618	2.882
1.000	2.868
1.618	2.845
2.618	2.808
4.250	2.748

Fisher Pivots for day following 22-Jun-2015
Pivot	1 day	3 day
R1	2.927	2.978
PP	2.925	2.962
S1	2.924	2.945

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