NYMEX Natural Gas Future June 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 2.641 2.593 -0.048 -1.8% 2.549
High 2.641 2.637 -0.004 -0.2% 2.734
Low 2.576 2.576 0.000 0.0% 2.521
Close 2.578 2.620 0.042 1.6% 2.679
Range 0.065 0.061 -0.004 -6.2% 0.213
ATR 0.093 0.091 -0.002 -2.5% 0.000
Volume 75,804 71,456 -4,348 -5.7% 426,927
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.794 2.768 2.654
R3 2.733 2.707 2.637
R2 2.672 2.672 2.631
R1 2.646 2.646 2.626 2.659
PP 2.611 2.611 2.611 2.618
S1 2.585 2.585 2.614 2.598
S2 2.550 2.550 2.609
S3 2.489 2.524 2.603
S4 2.428 2.463 2.586
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.284 3.194 2.796
R3 3.071 2.981 2.738
R2 2.858 2.858 2.718
R1 2.768 2.768 2.699 2.813
PP 2.645 2.645 2.645 2.667
S1 2.555 2.555 2.659 2.600
S2 2.432 2.432 2.640
S3 2.219 2.342 2.620
S4 2.006 2.129 2.562
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.734 2.533 0.201 7.7% 0.092 3.5% 43% False False 78,169
10 2.734 2.521 0.213 8.1% 0.080 3.1% 46% False False 75,071
20 2.876 2.521 0.355 13.5% 0.080 3.0% 28% False False 49,530
40 3.026 2.521 0.505 19.3% 0.091 3.5% 20% False False 35,942
60 3.096 2.521 0.575 21.9% 0.099 3.8% 17% False False 30,287
80 3.229 2.521 0.708 27.0% 0.108 4.1% 14% False False 25,625
100 3.773 2.521 1.252 47.8% 0.103 3.9% 8% False False 21,285
120 3.872 2.521 1.351 51.6% 0.099 3.8% 7% False False 18,379
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.896
2.618 2.797
1.618 2.736
1.000 2.698
0.618 2.675
HIGH 2.637
0.618 2.614
0.500 2.607
0.382 2.599
LOW 2.576
0.618 2.538
1.000 2.515
1.618 2.477
2.618 2.416
4.250 2.317
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 2.616 2.655
PP 2.611 2.643
S1 2.607 2.632

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

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