NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 2.652 2.703 0.051 1.9% 2.907
High 2.723 2.724 0.001 0.0% 2.915
Low 2.599 2.625 0.026 1.0% 2.633
Close 2.698 2.634 -0.064 -2.4% 2.642
Range 0.124 0.099 -0.025 -20.2% 0.282
ATR 0.105 0.105 0.000 -0.4% 0.000
Volume 145,374 128,116 -17,258 -11.9% 531,538
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 2.958 2.895 2.688
R3 2.859 2.796 2.661
R2 2.760 2.760 2.652
R1 2.697 2.697 2.643 2.679
PP 2.661 2.661 2.661 2.652
S1 2.598 2.598 2.625 2.580
S2 2.562 2.562 2.616
S3 2.463 2.499 2.607
S4 2.364 2.400 2.580
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 2.845 2.599 0.246 9.3% 0.105 4.0% 14% False False 138,786
10 3.081 2.599 0.482 18.3% 0.105 4.0% 7% False False 122,225
20 3.150 2.599 0.551 20.9% 0.111 4.2% 6% False False 101,327
40 3.150 2.540 0.610 23.2% 0.097 3.7% 15% False False 70,382
60 3.150 2.540 0.610 23.2% 0.094 3.6% 15% False False 54,671
80 3.150 2.540 0.610 23.2% 0.097 3.7% 15% False False 45,550
100 3.264 2.540 0.724 27.5% 0.101 3.8% 13% False False 38,865
120 3.650 2.540 1.110 42.1% 0.102 3.9% 8% False False 33,068
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.145
2.618 2.983
1.618 2.884
1.000 2.823
0.618 2.785
HIGH 2.724
0.618 2.686
0.500 2.675
0.382 2.663
LOW 2.625
0.618 2.564
1.000 2.526
1.618 2.465
2.618 2.366
4.250 2.204
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 2.675 2.662
PP 2.661 2.652
S1 2.648 2.643

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

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