NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 2.930 2.888 -0.042 -1.4% 2.853
High 2.944 2.918 -0.026 -0.9% 2.956
Low 2.868 2.858 -0.010 -0.3% 2.823
Close 2.880 2.899 0.019 0.7% 2.899
Range 0.076 0.060 -0.016 -21.1% 0.133
ATR 0.090 0.088 -0.002 -2.4% 0.000
Volume 31,912 39,307 7,395 23.2% 173,205
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.072 3.045 2.932
R3 3.012 2.985 2.916
R2 2.952 2.952 2.910
R1 2.925 2.925 2.905 2.939
PP 2.892 2.892 2.892 2.898
S1 2.865 2.865 2.894 2.879
S2 2.832 2.832 2.888
S3 2.772 2.805 2.883
S4 2.712 2.745 2.866
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.292 3.228 2.972
R3 3.159 3.095 2.936
R2 3.026 3.026 2.923
R1 2.962 2.962 2.911 2.994
PP 2.893 2.893 2.893 2.909
S1 2.829 2.829 2.887 2.861
S2 2.760 2.760 2.875
S3 2.627 2.696 2.862
S4 2.494 2.563 2.826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.956 2.823 0.133 4.6% 0.081 2.8% 57% False False 34,641
10 2.956 2.693 0.263 9.1% 0.080 2.8% 78% False False 31,804
20 2.956 2.693 0.263 9.1% 0.081 2.8% 78% False False 30,125
40 3.121 2.640 0.481 16.6% 0.089 3.1% 54% False False 32,109
60 3.180 2.638 0.542 18.7% 0.089 3.1% 48% False False 30,634
80 3.180 2.638 0.542 18.7% 0.084 2.9% 48% False False 27,300
100 3.180 2.638 0.542 18.7% 0.085 2.9% 48% False False 26,209
120 3.180 2.638 0.542 18.7% 0.089 3.1% 48% False False 25,609
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.173
2.618 3.075
1.618 3.015
1.000 2.978
0.618 2.955
HIGH 2.918
0.618 2.895
0.500 2.888
0.382 2.881
LOW 2.858
0.618 2.821
1.000 2.798
1.618 2.761
2.618 2.701
4.250 2.603
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 2.895 2.901
PP 2.892 2.900
S1 2.888 2.900

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

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