NYMEX Natural Gas Future January 2016


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 3.277 3.270 -0.007 -0.2% 3.128
High 3.291 3.363 0.072 2.2% 3.370
Low 3.240 3.260 0.020 0.6% 3.128
Close 3.243 3.342 0.099 3.1% 3.243
Range 0.051 0.103 0.052 102.0% 0.242
ATR 0.079 0.082 0.003 3.7% 0.000
Volume 11,293 14,489 3,196 28.3% 95,118
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.631 3.589 3.399
R3 3.528 3.486 3.370
R2 3.425 3.425 3.361
R1 3.383 3.383 3.351 3.404
PP 3.322 3.322 3.322 3.332
S1 3.280 3.280 3.333 3.301
S2 3.219 3.219 3.323
S3 3.116 3.177 3.314
S4 3.013 3.074 3.285
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.973 3.850 3.376
R3 3.731 3.608 3.310
R2 3.489 3.489 3.287
R1 3.366 3.366 3.265 3.428
PP 3.247 3.247 3.247 3.278
S1 3.124 3.124 3.221 3.186
S2 3.005 3.005 3.199
S3 2.763 2.882 3.176
S4 2.521 2.640 3.110
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.370 3.203 0.167 5.0% 0.083 2.5% 83% False False 18,178
10 3.370 3.060 0.310 9.3% 0.079 2.3% 91% False False 17,111
20 3.483 3.060 0.423 12.7% 0.075 2.3% 67% False False 14,544
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 0.014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.801
2.618 3.633
1.618 3.530
1.000 3.466
0.618 3.427
HIGH 3.363
0.618 3.324
0.500 3.312
0.382 3.299
LOW 3.260
0.618 3.196
1.000 3.157
1.618 3.093
2.618 2.990
4.250 2.822
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 3.332 3.329
PP 3.322 3.315
S1 3.312 3.302

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

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