NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 17-Apr-2015
Day Change Summary
Previous Current
16-Apr-2015 17-Apr-2015 Change Change % Previous Week
Open 2.700 2.783 0.083 3.1% 2.600
High 2.788 2.791 0.003 0.1% 2.791
Low 2.646 2.730 0.084 3.2% 2.582
Close 2.784 2.739 -0.045 -1.6% 2.739
Range 0.142 0.061 -0.081 -57.0% 0.209
ATR 0.091 0.089 -0.002 -2.4% 0.000
Volume 35,763 43,891 8,128 22.7% 256,182
Daily Pivots for day following 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.936 2.899 2.773
R3 2.875 2.838 2.756
R2 2.814 2.814 2.750
R1 2.777 2.777 2.745 2.765
PP 2.753 2.753 2.753 2.748
S1 2.716 2.716 2.733 2.704
S2 2.692 2.692 2.728
S3 2.631 2.655 2.722
S4 2.570 2.594 2.705
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.331 3.244 2.854
R3 3.122 3.035 2.796
R2 2.913 2.913 2.777
R1 2.826 2.826 2.758 2.870
PP 2.704 2.704 2.704 2.726
S1 2.617 2.617 2.720 2.661
S2 2.495 2.495 2.701
S3 2.286 2.408 2.682
S4 2.077 2.199 2.624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.791 2.582 0.209 7.6% 0.089 3.2% 75% True False 51,236
10 2.813 2.582 0.231 8.4% 0.078 2.9% 68% False False 41,997
20 3.022 2.582 0.440 16.1% 0.080 2.9% 36% False False 33,486
40 3.134 2.582 0.552 20.2% 0.090 3.3% 28% False False 26,574
60 3.134 2.582 0.552 20.2% 0.096 3.5% 28% False False 22,370
80 3.292 2.582 0.710 25.9% 0.104 3.8% 22% False False 18,828
100 3.806 2.582 1.224 44.7% 0.099 3.6% 13% False False 15,818
120 3.900 2.582 1.318 48.1% 0.094 3.4% 12% False False 13,655
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.050
2.618 2.951
1.618 2.890
1.000 2.852
0.618 2.829
HIGH 2.791
0.618 2.768
0.500 2.761
0.382 2.753
LOW 2.730
0.618 2.692
1.000 2.669
1.618 2.631
2.618 2.570
4.250 2.471
Fisher Pivots for day following 17-Apr-2015
Pivot 1 day 3 day
R1 2.761 2.723
PP 2.753 2.708
S1 2.746 2.692

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

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