NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 3.171 3.148 -0.023 -0.7% 3.042
High 3.186 3.261 0.075 2.4% 3.270
Low 3.135 3.147 0.012 0.4% 3.019
Close 3.138 3.242 0.104 3.3% 3.138
Range 0.051 0.114 0.063 123.5% 0.251
ATR 0.080 0.083 0.003 3.8% 0.000
Volume 11,943 7,176 -4,767 -39.9% 67,830
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.559 3.514 3.305
R3 3.445 3.400 3.273
R2 3.331 3.331 3.263
R1 3.286 3.286 3.252 3.309
PP 3.217 3.217 3.217 3.228
S1 3.172 3.172 3.232 3.195
S2 3.103 3.103 3.221
S3 2.989 3.058 3.211
S4 2.875 2.944 3.179
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 3.094 0.176 5.4% 0.089 2.8% 84% False False 12,831
10 3.270 2.969 0.301 9.3% 0.083 2.6% 91% False False 11,425
20 3.391 2.969 0.422 13.0% 0.082 2.5% 65% False False 9,290
40 3.391 2.946 0.445 13.7% 0.073 2.3% 67% False False 7,839
60 3.391 2.927 0.464 14.3% 0.070 2.2% 68% False False 6,790
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.746
2.618 3.559
1.618 3.445
1.000 3.375
0.618 3.331
HIGH 3.261
0.618 3.217
0.500 3.204
0.382 3.191
LOW 3.147
0.618 3.077
1.000 3.033
1.618 2.963
2.618 2.849
4.250 2.663
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 3.229 3.228
PP 3.217 3.214
S1 3.204 3.200

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

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