NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 3.258 3.243 -0.015 -0.5% 3.042
High 3.275 3.283 0.008 0.2% 3.270
Low 3.194 3.206 0.012 0.4% 3.019
Close 3.240 3.215 -0.025 -0.8% 3.138
Range 0.081 0.077 -0.004 -4.9% 0.251
ATR 0.083 0.083 0.000 -0.5% 0.000
Volume 8,687 10,091 1,404 16.2% 67,830
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.466 3.417 3.257
R3 3.389 3.340 3.236
R2 3.312 3.312 3.229
R1 3.263 3.263 3.222 3.249
PP 3.235 3.235 3.235 3.228
S1 3.186 3.186 3.208 3.172
S2 3.158 3.158 3.201
S3 3.081 3.109 3.194
S4 3.004 3.032 3.173
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 3.283 3.135 0.148 4.6% 0.080 2.5% 54% True False 10,649
10 3.283 2.969 0.314 9.8% 0.082 2.5% 78% True False 11,438
20 3.345 2.969 0.376 11.7% 0.081 2.5% 65% False False 9,600
40 3.391 2.946 0.445 13.8% 0.075 2.3% 60% False False 8,103
60 3.391 2.927 0.464 14.4% 0.070 2.2% 62% False False 6,967
Crabel Price Patterns
NR True
NR4 False
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 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.610
2.618 3.485
1.618 3.408
1.000 3.360
0.618 3.331
HIGH 3.283
0.618 3.254
0.500 3.245
0.382 3.235
LOW 3.206
0.618 3.158
1.000 3.129
1.618 3.081
2.618 3.004
4.250 2.879
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 3.245 3.215
PP 3.235 3.215
S1 3.225 3.215

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

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