NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 22-Jan-2015
Day Change Summary
Previous Current
21-Jan-2015 22-Jan-2015 Change Change % Previous Week
Open 2.916 3.010 0.094 3.2% 2.966
High 2.999 3.024 0.025 0.8% 3.229
Low 2.884 2.832 -0.052 -1.8% 2.854
Close 2.967 2.890 -0.077 -2.6% 3.056
Range 0.115 0.192 0.077 67.0% 0.375
ATR 0.136 0.140 0.004 2.9% 0.000
Volume 14,302 13,704 -598 -4.2% 91,106
Daily Pivots for day following 22-Jan-2015
Classic Woodie Camarilla DeMark
R4 3.491 3.383 2.996
R3 3.299 3.191 2.943
R2 3.107 3.107 2.925
R1 2.999 2.999 2.908 2.957
PP 2.915 2.915 2.915 2.895
S1 2.807 2.807 2.872 2.765
S2 2.723 2.723 2.855
S3 2.531 2.615 2.837
S4 2.339 2.423 2.784
Weekly Pivots for week ending 16-Jan-2015
Classic Woodie Camarilla DeMark
R4 4.171 3.989 3.262
R3 3.796 3.614 3.159
R2 3.421 3.421 3.125
R1 3.239 3.239 3.090 3.330
PP 3.046 3.046 3.046 3.092
S1 2.864 2.864 3.022 2.955
S2 2.671 2.671 2.987
S3 2.296 2.489 2.953
S4 1.921 2.114 2.850
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.229 2.832 0.397 13.7% 0.161 5.6% 15% False True 18,034
10 3.229 2.832 0.397 13.7% 0.145 5.0% 15% False True 15,976
20 3.229 2.832 0.397 13.7% 0.134 4.6% 15% False True 11,142
40 3.773 2.832 0.941 32.6% 0.111 3.8% 6% False True 7,510
60 3.872 2.832 1.040 36.0% 0.099 3.4% 6% False True 6,252
80 3.900 2.832 1.068 37.0% 0.087 3.0% 5% False True 5,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.840
2.618 3.527
1.618 3.335
1.000 3.216
0.618 3.143
HIGH 3.024
0.618 2.951
0.500 2.928
0.382 2.905
LOW 2.832
0.618 2.713
1.000 2.640
1.618 2.521
2.618 2.329
4.250 2.016
Fisher Pivots for day following 22-Jan-2015
Pivot 1 day 3 day
R1 2.928 2.928
PP 2.915 2.915
S1 2.903 2.903

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

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