NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 3.160 3.100 -0.060 -1.9% 3.300
High 3.165 3.141 -0.024 -0.8% 3.318
Low 3.106 3.091 -0.015 -0.5% 3.106
Close 3.118 3.133 0.015 0.5% 3.118
Range 0.059 0.050 -0.009 -15.3% 0.212
ATR 0.080 0.078 -0.002 -2.7% 0.000
Volume 12,128 7,394 -4,734 -39.0% 51,829
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.272 3.252 3.161
R3 3.222 3.202 3.147
R2 3.172 3.172 3.142
R1 3.152 3.152 3.138 3.162
PP 3.122 3.122 3.122 3.127
S1 3.102 3.102 3.128 3.112
S2 3.072 3.072 3.124
S3 3.022 3.052 3.119
S4 2.972 3.002 3.106
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 3.817 3.679 3.235
R3 3.605 3.467 3.176
R2 3.393 3.393 3.157
R1 3.255 3.255 3.137 3.218
PP 3.181 3.181 3.181 3.162
S1 3.043 3.043 3.099 3.006
S2 2.969 2.969 3.079
S3 2.757 2.831 3.060
S4 2.545 2.619 3.001
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.318 3.091 0.227 7.2% 0.070 2.2% 19% False True 11,844
10 3.483 3.091 0.392 12.5% 0.072 2.3% 11% False True 11,976
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.012
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.354
2.618 3.272
1.618 3.222
1.000 3.191
0.618 3.172
HIGH 3.141
0.618 3.122
0.500 3.116
0.382 3.110
LOW 3.091
0.618 3.060
1.000 3.041
1.618 3.010
2.618 2.960
4.250 2.879
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 3.127 3.173
PP 3.122 3.159
S1 3.116 3.146

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

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