NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 06-Jan-2015
Day Change Summary
Previous Current
05-Jan-2015 06-Jan-2015 Change Change % Previous Week
Open 3.075 2.930 -0.145 -4.7% 3.080
High 3.129 2.947 -0.182 -5.8% 3.170
Low 2.905 2.850 -0.055 -1.9% 2.850
Close 2.909 2.932 0.023 0.8% 3.015
Range 0.224 0.097 -0.127 -56.7% 0.320
ATR 0.115 0.114 -0.001 -1.1% 0.000
Volume 8,092 9,100 1,008 12.5% 18,374
Daily Pivots for day following 06-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.201 3.163 2.985
R3 3.104 3.066 2.959
R2 3.007 3.007 2.950
R1 2.969 2.969 2.941 2.988
PP 2.910 2.910 2.910 2.919
S1 2.872 2.872 2.923 2.891
S2 2.813 2.813 2.914
S3 2.716 2.775 2.905
S4 2.619 2.678 2.879
Weekly Pivots for week ending 02-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.972 3.813 3.191
R3 3.652 3.493 3.103
R2 3.332 3.332 3.074
R1 3.173 3.173 3.044 3.093
PP 3.012 3.012 3.012 2.971
S1 2.853 2.853 2.986 2.773
S2 2.692 2.692 2.956
S3 2.372 2.533 2.927
S4 2.052 2.213 2.839
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.146 2.850 0.296 10.1% 0.149 5.1% 28% False True 6,484
10 3.250 2.850 0.400 13.6% 0.122 4.2% 21% False True 5,782
20 3.622 2.850 0.772 26.3% 0.105 3.6% 11% False True 4,771
40 3.811 2.850 0.961 32.8% 0.091 3.1% 9% False True 4,479
60 3.872 2.850 1.022 34.9% 0.082 2.8% 8% False True 3,715
80 3.905 2.850 1.055 36.0% 0.074 2.5% 8% False True 3,139
Crabel Price Patterns
NR True
NR4 True
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 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.359
2.618 3.201
1.618 3.104
1.000 3.044
0.618 3.007
HIGH 2.947
0.618 2.910
0.500 2.899
0.382 2.887
LOW 2.850
0.618 2.790
1.000 2.753
1.618 2.693
2.618 2.596
4.250 2.438
Fisher Pivots for day following 06-Jan-2015
Pivot 1 day 3 day
R1 2.921 2.990
PP 2.910 2.970
S1 2.899 2.951

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

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