NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 2.837 2.716 -0.121 -4.3% 2.907
High 2.845 2.722 -0.123 -4.3% 2.915
Low 2.702 2.633 -0.069 -2.6% 2.633
Close 2.706 2.642 -0.064 -2.4% 2.642
Range 0.143 0.089 -0.054 -37.8% 0.282
ATR 0.108 0.106 -0.001 -1.2% 0.000
Volume 167,786 126,730 -41,056 -24.5% 531,538
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 2.933 2.876 2.691
R3 2.844 2.787 2.666
R2 2.755 2.755 2.658
R1 2.698 2.698 2.650 2.682
PP 2.666 2.666 2.666 2.658
S1 2.609 2.609 2.634 2.593
S2 2.577 2.577 2.626
S3 2.488 2.520 2.618
S4 2.399 2.431 2.593
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 3.576 3.391 2.797
R3 3.294 3.109 2.720
R2 3.012 3.012 2.694
R1 2.827 2.827 2.668 2.779
PP 2.730 2.730 2.730 2.706
S1 2.545 2.545 2.616 2.497
S2 2.448 2.448 2.590
S3 2.166 2.263 2.564
S4 1.884 1.981 2.487
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.018 2.633 0.385 14.6% 0.105 4.0% 2% False True 124,476
10 3.150 2.633 0.517 19.6% 0.106 4.0% 2% False True 106,350
20 3.150 2.633 0.517 19.6% 0.108 4.1% 2% False True 88,247
40 3.150 2.540 0.610 23.1% 0.096 3.6% 17% False False 61,947
60 3.150 2.540 0.610 23.1% 0.093 3.5% 17% False False 48,786
80 3.150 2.540 0.610 23.1% 0.096 3.6% 17% False False 41,013
100 3.264 2.540 0.724 27.4% 0.101 3.8% 14% False False 35,078
120 3.650 2.540 1.110 42.0% 0.101 3.8% 9% False False 29,848
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.023
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.100
2.618 2.955
1.618 2.866
1.000 2.811
0.618 2.777
HIGH 2.722
0.618 2.688
0.500 2.678
0.382 2.667
LOW 2.633
0.618 2.578
1.000 2.544
1.618 2.489
2.618 2.400
4.250 2.255
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 2.678 2.774
PP 2.666 2.730
S1 2.654 2.686

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

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