NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 3.241 3.171 -0.070 -2.2% 3.042
High 3.264 3.186 -0.078 -2.4% 3.270
Low 3.186 3.135 -0.051 -1.6% 3.019
Close 3.201 3.138 -0.063 -2.0% 3.138
Range 0.078 0.051 -0.027 -34.6% 0.251
ATR 0.081 0.080 -0.001 -1.3% 0.000
Volume 15,348 11,943 -3,405 -22.2% 67,830
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.306 3.273 3.166
R3 3.255 3.222 3.152
R2 3.204 3.204 3.147
R1 3.171 3.171 3.143 3.162
PP 3.153 3.153 3.153 3.149
S1 3.120 3.120 3.133 3.111
S2 3.102 3.102 3.129
S3 3.051 3.069 3.124
S4 3.000 3.018 3.110
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.895 3.768 3.276
R3 3.644 3.517 3.207
R2 3.393 3.393 3.184
R1 3.266 3.266 3.161 3.330
PP 3.142 3.142 3.142 3.174
S1 3.015 3.015 3.115 3.079
S2 2.891 2.891 3.092
S3 2.640 2.764 3.069
S4 2.389 2.513 3.000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.270 3.019 0.251 8.0% 0.084 2.7% 47% False False 13,566
10 3.270 2.969 0.301 9.6% 0.078 2.5% 56% False False 11,689
20 3.391 2.969 0.422 13.4% 0.078 2.5% 40% False False 9,545
40 3.391 2.946 0.445 14.2% 0.071 2.3% 43% False False 7,846
60 3.391 2.927 0.464 14.8% 0.070 2.2% 45% False False 6,768
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.403
2.618 3.320
1.618 3.269
1.000 3.237
0.618 3.218
HIGH 3.186
0.618 3.167
0.500 3.161
0.382 3.154
LOW 3.135
0.618 3.103
1.000 3.084
1.618 3.052
2.618 3.001
4.250 2.918
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 3.161 3.203
PP 3.153 3.181
S1 3.146 3.160

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

View Archives - Comment on this page... - Back to Index of Symbols