NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 06-Apr-2015
Day Change Summary
Previous Current
02-Apr-2015 06-Apr-2015 Change Change % Previous Week
Open 2.715 2.789 0.074 2.7% 2.746
High 2.822 2.802 -0.020 -0.7% 2.822
Low 2.700 2.742 0.042 1.6% 2.694
Close 2.819 2.757 -0.062 -2.2% 2.819
Range 0.122 0.060 -0.062 -50.8% 0.128
ATR 0.096 0.094 -0.001 -1.4% 0.000
Volume 24,726 24,082 -644 -2.6% 75,595
Daily Pivots for day following 06-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.947 2.912 2.790
R3 2.887 2.852 2.774
R2 2.827 2.827 2.768
R1 2.792 2.792 2.763 2.780
PP 2.767 2.767 2.767 2.761
S1 2.732 2.732 2.752 2.720
S2 2.707 2.707 2.746
S3 2.647 2.672 2.741
S4 2.587 2.612 2.724
Weekly Pivots for week ending 03-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.162 3.119 2.889
R3 3.034 2.991 2.854
R2 2.906 2.906 2.842
R1 2.863 2.863 2.831 2.885
PP 2.778 2.778 2.778 2.789
S1 2.735 2.735 2.807 2.757
S2 2.650 2.650 2.796
S3 2.522 2.607 2.784
S4 2.394 2.479 2.749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.822 2.694 0.128 4.6% 0.075 2.7% 49% False False 19,935
10 2.933 2.694 0.239 8.7% 0.074 2.7% 26% False False 23,703
20 3.031 2.694 0.337 12.2% 0.089 3.2% 19% False False 23,509
40 3.134 2.694 0.440 16.0% 0.096 3.5% 14% False False 20,678
60 3.264 2.694 0.570 20.7% 0.104 3.8% 11% False False 17,789
80 3.650 2.694 0.956 34.7% 0.104 3.8% 7% False False 14,285
100 3.812 2.694 1.118 40.6% 0.098 3.6% 6% False False 12,176
120 3.900 2.694 1.206 43.7% 0.092 3.3% 5% False False 10,425
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.057
2.618 2.959
1.618 2.899
1.000 2.862
0.618 2.839
HIGH 2.802
0.618 2.779
0.500 2.772
0.382 2.765
LOW 2.742
0.618 2.705
1.000 2.682
1.618 2.645
2.618 2.585
4.250 2.487
Fisher Pivots for day following 06-Apr-2015
Pivot 1 day 3 day
R1 2.772 2.758
PP 2.767 2.758
S1 2.762 2.757

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

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