NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 2.907 2.852 -0.055 -1.9% 3.027
High 2.912 2.915 0.003 0.1% 3.150
Low 2.818 2.822 0.004 0.1% 2.913
Close 2.849 2.847 -0.002 -0.1% 2.919
Range 0.094 0.093 -0.001 -1.1% 0.237
ATR 0.106 0.105 -0.001 -0.9% 0.000
Volume 118,748 118,274 -474 -0.4% 465,410
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 3.140 3.087 2.898
R3 3.047 2.994 2.873
R2 2.954 2.954 2.864
R1 2.901 2.901 2.856 2.881
PP 2.861 2.861 2.861 2.852
S1 2.808 2.808 2.838 2.788
S2 2.768 2.768 2.830
S3 2.675 2.715 2.821
S4 2.582 2.622 2.796
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 3.705 3.549 3.049
R3 3.468 3.312 2.984
R2 3.231 3.231 2.962
R1 3.075 3.075 2.941 3.035
PP 2.994 2.994 2.994 2.974
S1 2.838 2.838 2.897 2.798
S2 2.757 2.757 2.876
S3 2.520 2.601 2.854
S4 2.283 2.364 2.789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.081 2.818 0.263 9.2% 0.105 3.7% 11% False False 105,665
10 3.150 2.818 0.332 11.7% 0.107 3.8% 9% False False 99,003
20 3.150 2.563 0.587 20.6% 0.113 4.0% 48% False False 76,839
40 3.150 2.540 0.610 21.4% 0.093 3.3% 50% False False 55,385
60 3.150 2.540 0.610 21.4% 0.092 3.2% 50% False False 44,255
80 3.150 2.540 0.610 21.4% 0.096 3.4% 50% False False 37,560
100 3.264 2.540 0.724 25.4% 0.103 3.6% 42% False False 32,190
120 3.650 2.540 1.110 39.0% 0.101 3.5% 28% False False 27,456
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.310
2.618 3.158
1.618 3.065
1.000 3.008
0.618 2.972
HIGH 2.915
0.618 2.879
0.500 2.869
0.382 2.858
LOW 2.822
0.618 2.765
1.000 2.729
1.618 2.672
2.618 2.579
4.250 2.427
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 2.869 2.918
PP 2.861 2.894
S1 2.854 2.871

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

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