NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 2.716 2.615 -0.101 -3.7% 2.907
High 2.722 2.672 -0.050 -1.8% 2.915
Low 2.633 2.603 -0.030 -1.1% 2.633
Close 2.642 2.649 0.007 0.3% 2.642
Range 0.089 0.069 -0.020 -22.5% 0.282
ATR 0.106 0.104 -0.003 -2.5% 0.000
Volume 126,730 125,928 -802 -0.6% 531,538
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 2.848 2.818 2.687
R3 2.779 2.749 2.668
R2 2.710 2.710 2.662
R1 2.680 2.680 2.655 2.695
PP 2.641 2.641 2.641 2.649
S1 2.611 2.611 2.643 2.626
S2 2.572 2.572 2.636
S3 2.503 2.542 2.630
S4 2.434 2.473 2.611
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 2.915 2.603 0.312 11.8% 0.098 3.7% 15% False True 131,493
10 3.150 2.603 0.547 20.6% 0.107 4.0% 8% False True 112,287
20 3.150 2.603 0.547 20.6% 0.107 4.0% 8% False True 91,114
40 3.150 2.540 0.610 23.0% 0.094 3.6% 18% False False 64,477
60 3.150 2.540 0.610 23.0% 0.093 3.5% 18% False False 50,695
80 3.150 2.540 0.610 23.0% 0.096 3.6% 18% False False 42,437
100 3.264 2.540 0.724 27.3% 0.101 3.8% 15% False False 36,278
120 3.650 2.540 1.110 41.9% 0.101 3.8% 10% False False 30,862
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 True
Bull Hook False
Stretch 0.022
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 2.965
2.618 2.853
1.618 2.784
1.000 2.741
0.618 2.715
HIGH 2.672
0.618 2.646
0.500 2.638
0.382 2.629
LOW 2.603
0.618 2.560
1.000 2.534
1.618 2.491
2.618 2.422
4.250 2.310
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 2.645 2.724
PP 2.641 2.699
S1 2.638 2.674

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

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