NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 16-Apr-2015
Day Change Summary
Previous Current
15-Apr-2015 16-Apr-2015 Change Change % Previous Week
Open 2.624 2.700 0.076 2.9% 2.789
High 2.716 2.788 0.072 2.7% 2.813
Low 2.593 2.646 0.053 2.0% 2.612
Close 2.706 2.784 0.078 2.9% 2.620
Range 0.123 0.142 0.019 15.4% 0.201
ATR 0.087 0.091 0.004 4.5% 0.000
Volume 56,983 35,763 -21,220 -37.2% 163,793
Daily Pivots for day following 16-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.165 3.117 2.862
R3 3.023 2.975 2.823
R2 2.881 2.881 2.810
R1 2.833 2.833 2.797 2.857
PP 2.739 2.739 2.739 2.752
S1 2.691 2.691 2.771 2.715
S2 2.597 2.597 2.758
S3 2.455 2.549 2.745
S4 2.313 2.407 2.706
Weekly Pivots for week ending 10-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.285 3.153 2.731
R3 3.084 2.952 2.675
R2 2.883 2.883 2.657
R1 2.751 2.751 2.638 2.717
PP 2.682 2.682 2.682 2.664
S1 2.550 2.550 2.602 2.516
S2 2.481 2.481 2.583
S3 2.280 2.349 2.565
S4 2.079 2.148 2.509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.788 2.582 0.206 7.4% 0.086 3.1% 98% True False 52,342
10 2.822 2.582 0.240 8.6% 0.084 3.0% 84% False False 40,081
20 3.027 2.582 0.445 16.0% 0.083 3.0% 45% False False 32,876
40 3.134 2.582 0.552 19.8% 0.091 3.3% 37% False False 25,842
60 3.134 2.582 0.552 19.8% 0.097 3.5% 37% False False 21,865
80 3.464 2.582 0.882 31.7% 0.104 3.8% 23% False False 18,326
100 3.812 2.582 1.230 44.2% 0.099 3.6% 16% False False 15,412
120 3.900 2.582 1.318 47.3% 0.094 3.4% 15% False False 13,297
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 3.392
2.618 3.160
1.618 3.018
1.000 2.930
0.618 2.876
HIGH 2.788
0.618 2.734
0.500 2.717
0.382 2.700
LOW 2.646
0.618 2.558
1.000 2.504
1.618 2.416
2.618 2.274
4.250 2.043
Fisher Pivots for day following 16-Apr-2015
Pivot 1 day 3 day
R1 2.762 2.753
PP 2.739 2.722
S1 2.717 2.691

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

View Archives - Comment on this page... - Back to Index of Symbols