NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 3.210 3.241 0.031 1.0% 2.994
High 3.270 3.264 -0.006 -0.2% 3.090
Low 3.188 3.186 -0.002 -0.1% 2.969
Close 3.245 3.201 -0.044 -1.4% 2.995
Range 0.082 0.078 -0.004 -4.9% 0.121
ATR 0.081 0.081 0.000 -0.3% 0.000
Volume 17,899 15,348 -2,551 -14.3% 49,069
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.451 3.404 3.244
R3 3.373 3.326 3.222
R2 3.295 3.295 3.215
R1 3.248 3.248 3.208 3.233
PP 3.217 3.217 3.217 3.209
S1 3.170 3.170 3.194 3.155
S2 3.139 3.139 3.187
S3 3.061 3.092 3.180
S4 2.983 3.014 3.158
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 3.270 2.983 0.287 9.0% 0.084 2.6% 76% False False 13,446
10 3.270 2.969 0.301 9.4% 0.079 2.5% 77% False False 11,467
20 3.391 2.969 0.422 13.2% 0.080 2.5% 55% False False 9,428
40 3.391 2.946 0.445 13.9% 0.073 2.3% 57% False False 7,771
60 3.391 2.927 0.464 14.5% 0.070 2.2% 59% False False 6,688
Crabel Price Patterns
NR True
NR4 True
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 0.020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.596
2.618 3.468
1.618 3.390
1.000 3.342
0.618 3.312
HIGH 3.264
0.618 3.234
0.500 3.225
0.382 3.216
LOW 3.186
0.618 3.138
1.000 3.108
1.618 3.060
2.618 2.982
4.250 2.855
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 3.225 3.195
PP 3.217 3.188
S1 3.209 3.182

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

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