NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 2.783 2.713 -0.070 -2.5% 2.600
High 2.791 2.713 -0.078 -2.8% 2.791
Low 2.730 2.636 -0.094 -3.4% 2.582
Close 2.739 2.640 -0.099 -3.6% 2.739
Range 0.061 0.077 0.016 26.2% 0.209
ATR 0.089 0.090 0.001 1.1% 0.000
Volume 43,891 23,587 -20,304 -46.3% 256,182
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.894 2.844 2.682
R3 2.817 2.767 2.661
R2 2.740 2.740 2.654
R1 2.690 2.690 2.647 2.677
PP 2.663 2.663 2.663 2.656
S1 2.613 2.613 2.633 2.600
S2 2.586 2.586 2.626
S3 2.509 2.536 2.619
S4 2.432 2.459 2.598
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 2.593 0.198 7.5% 0.091 3.4% 24% False False 44,785
10 2.813 2.582 0.231 8.8% 0.080 3.0% 25% False False 41,948
20 2.933 2.582 0.351 13.3% 0.077 2.9% 17% False False 32,825
40 3.134 2.582 0.552 20.9% 0.089 3.4% 11% False False 26,407
60 3.134 2.582 0.552 20.9% 0.094 3.6% 11% False False 22,579
80 3.264 2.582 0.682 25.8% 0.103 3.9% 9% False False 19,068
100 3.806 2.582 1.224 46.4% 0.099 3.8% 5% False False 15,982
120 3.900 2.582 1.318 49.9% 0.094 3.6% 4% False False 13,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.040
2.618 2.915
1.618 2.838
1.000 2.790
0.618 2.761
HIGH 2.713
0.618 2.684
0.500 2.675
0.382 2.665
LOW 2.636
0.618 2.588
1.000 2.559
1.618 2.511
2.618 2.434
4.250 2.309
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 2.675 2.714
PP 2.663 2.689
S1 2.652 2.665

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

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