NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 3.057 3.018 -0.039 -1.3% 3.216
High 3.090 3.045 -0.045 -1.5% 3.216
Low 3.016 2.969 -0.047 -1.6% 3.004
Close 3.020 3.020 0.000 0.0% 3.012
Range 0.074 0.076 0.002 2.7% 0.212
ATR 0.078 0.078 0.000 -0.2% 0.000
Volume 11,832 9,256 -2,576 -21.8% 22,723
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.239 3.206 3.062
R3 3.163 3.130 3.041
R2 3.087 3.087 3.034
R1 3.054 3.054 3.027 3.071
PP 3.011 3.011 3.011 3.020
S1 2.978 2.978 3.013 2.995
S2 2.935 2.935 3.006
S3 2.859 2.902 2.999
S4 2.783 2.826 2.978
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 3.713 3.575 3.129
R3 3.501 3.363 3.070
R2 3.289 3.289 3.051
R1 3.151 3.151 3.031 3.114
PP 3.077 3.077 3.077 3.059
S1 2.939 2.939 2.993 2.902
S2 2.865 2.865 2.973
S3 2.653 2.727 2.954
S4 2.441 2.515 2.895
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.090 2.969 0.121 4.0% 0.075 2.5% 42% False True 9,487
10 3.345 2.969 0.376 12.5% 0.080 2.6% 14% False True 7,527
20 3.391 2.969 0.422 14.0% 0.082 2.7% 12% False True 8,142
40 3.391 2.927 0.464 15.4% 0.070 2.3% 20% False False 6,720
60 3.391 2.927 0.464 15.4% 0.069 2.3% 20% False False 5,831
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.368
2.618 3.244
1.618 3.168
1.000 3.121
0.618 3.092
HIGH 3.045
0.618 3.016
0.500 3.007
0.382 2.998
LOW 2.969
0.618 2.922
1.000 2.893
1.618 2.846
2.618 2.770
4.250 2.646
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 3.016 3.030
PP 3.011 3.026
S1 3.007 3.023

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

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