NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 3.018 3.023 0.005 0.2% 2.994
High 3.045 3.034 -0.011 -0.4% 3.090
Low 2.969 2.983 0.014 0.5% 2.969
Close 3.020 2.995 -0.025 -0.8% 2.995
Range 0.076 0.051 -0.025 -32.9% 0.121
ATR 0.078 0.076 -0.002 -2.5% 0.000
Volume 9,256 11,347 2,091 22.6% 49,069
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.157 3.127 3.023
R3 3.106 3.076 3.009
R2 3.055 3.055 3.004
R1 3.025 3.025 3.000 3.015
PP 3.004 3.004 3.004 2.999
S1 2.974 2.974 2.990 2.964
S2 2.953 2.953 2.986
S3 2.902 2.923 2.981
S4 2.851 2.872 2.967
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.381 3.309 3.062
R3 3.260 3.188 3.028
R2 3.139 3.139 3.017
R1 3.067 3.067 3.006 3.103
PP 3.018 3.018 3.018 3.036
S1 2.946 2.946 2.984 2.982
S2 2.897 2.897 2.973
S3 2.776 2.825 2.962
S4 2.655 2.704 2.928
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% 0.072 2.4% 21% False False 9,813
10 3.292 2.969 0.323 10.8% 0.076 2.5% 8% False False 7,893
20 3.391 2.969 0.422 14.1% 0.081 2.7% 6% False False 8,500
40 3.391 2.927 0.464 15.5% 0.069 2.3% 15% False False 6,888
60 3.391 2.927 0.464 15.5% 0.068 2.3% 15% False False 5,986
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 3.251
2.618 3.168
1.618 3.117
1.000 3.085
0.618 3.066
HIGH 3.034
0.618 3.015
0.500 3.009
0.382 3.002
LOW 2.983
0.618 2.951
1.000 2.932
1.618 2.900
2.618 2.849
4.250 2.766
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 3.009 3.030
PP 3.004 3.018
S1 3.000 3.007

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

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