NYMEX Natural Gas Future January 2016


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 3.312 3.335 0.023 0.7% 3.100
High 3.370 3.356 -0.014 -0.4% 3.191
Low 3.288 3.290 0.002 0.1% 3.060
Close 3.346 3.305 -0.041 -1.2% 3.103
Range 0.082 0.066 -0.016 -19.5% 0.131
ATR 0.081 0.080 -0.001 -1.3% 0.000
Volume 22,959 20,289 -2,670 -11.6% 68,906
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.515 3.476 3.341
R3 3.449 3.410 3.323
R2 3.383 3.383 3.317
R1 3.344 3.344 3.311 3.331
PP 3.317 3.317 3.317 3.310
S1 3.278 3.278 3.299 3.265
S2 3.251 3.251 3.293
S3 3.185 3.212 3.287
S4 3.119 3.146 3.269
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.511 3.438 3.175
R3 3.380 3.307 3.139
R2 3.249 3.249 3.127
R1 3.176 3.176 3.115 3.213
PP 3.118 3.118 3.118 3.136
S1 3.045 3.045 3.091 3.082
S2 2.987 2.987 3.079
S3 2.856 2.914 3.067
S4 2.725 2.783 3.031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.370 3.091 0.279 8.4% 0.078 2.4% 77% False False 19,863
10 3.370 3.060 0.310 9.4% 0.074 2.2% 79% False False 16,485
20 3.483 3.060 0.423 12.8% 0.074 2.2% 58% False False 14,532
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.637
2.618 3.529
1.618 3.463
1.000 3.422
0.618 3.397
HIGH 3.356
0.618 3.331
0.500 3.323
0.382 3.315
LOW 3.290
0.618 3.249
1.000 3.224
1.618 3.183
2.618 3.117
4.250 3.010
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 3.323 3.299
PP 3.317 3.293
S1 3.311 3.287

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

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