NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 3.072 3.005 -0.067 -2.2% 2.970
High 3.150 3.063 -0.087 -2.8% 3.089
Low 2.985 2.945 -0.040 -1.3% 2.832
Close 2.991 2.959 -0.032 -1.1% 3.070
Range 0.165 0.118 -0.047 -28.5% 0.257
ATR 0.104 0.105 0.001 1.0% 0.000
Volume 111,504 78,019 -33,485 -30.0% 460,449
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 3.343 3.269 3.024
R3 3.225 3.151 2.991
R2 3.107 3.107 2.981
R1 3.033 3.033 2.970 3.011
PP 2.989 2.989 2.989 2.978
S1 2.915 2.915 2.948 2.893
S2 2.871 2.871 2.937
S3 2.753 2.797 2.927
S4 2.635 2.679 2.894
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 3.768 3.676 3.211
R3 3.511 3.419 3.141
R2 3.254 3.254 3.117
R1 3.162 3.162 3.094 3.208
PP 2.997 2.997 2.997 3.020
S1 2.905 2.905 3.046 2.951
S2 2.740 2.740 3.023
S3 2.483 2.648 2.999
S4 2.226 2.391 2.929
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.150 2.939 0.211 7.1% 0.110 3.7% 9% False False 90,311
10 3.150 2.761 0.389 13.1% 0.121 4.1% 51% False False 85,141
20 3.150 2.540 0.610 20.6% 0.104 3.5% 69% False False 60,187
40 3.150 2.540 0.610 20.6% 0.090 3.0% 69% False False 46,436
60 3.150 2.540 0.610 20.6% 0.092 3.1% 69% False False 37,817
80 3.150 2.540 0.610 20.6% 0.096 3.2% 69% False False 32,474
100 3.264 2.540 0.724 24.5% 0.103 3.5% 58% False False 27,808
120 3.806 2.540 1.266 42.8% 0.099 3.4% 33% False False 23,787
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.565
2.618 3.372
1.618 3.254
1.000 3.181
0.618 3.136
HIGH 3.063
0.618 3.018
0.500 3.004
0.382 2.990
LOW 2.945
0.618 2.872
1.000 2.827
1.618 2.754
2.618 2.636
4.250 2.444
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 3.004 3.048
PP 2.989 3.018
S1 2.974 2.989

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

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