NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 2.639 2.628 -0.011 -0.4% 2.615
High 2.675 2.646 -0.029 -1.1% 2.724
Low 2.556 2.581 0.025 1.0% 2.556
Close 2.626 2.590 -0.036 -1.4% 2.590
Range 0.119 0.065 -0.054 -45.4% 0.168
ATR 0.106 0.103 -0.003 -2.8% 0.000
Volume 166,240 131,559 -34,681 -20.9% 697,217
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 2.801 2.760 2.626
R3 2.736 2.695 2.608
R2 2.671 2.671 2.602
R1 2.630 2.630 2.596 2.618
PP 2.606 2.606 2.606 2.600
S1 2.565 2.565 2.584 2.553
S2 2.541 2.541 2.578
S3 2.476 2.500 2.572
S4 2.411 2.435 2.554
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.127 3.027 2.682
R3 2.959 2.859 2.636
R2 2.791 2.791 2.621
R1 2.691 2.691 2.605 2.657
PP 2.623 2.623 2.623 2.607
S1 2.523 2.523 2.575 2.489
S2 2.455 2.455 2.559
S3 2.287 2.355 2.544
S4 2.119 2.187 2.498
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.724 2.556 0.168 6.5% 0.095 3.7% 20% False False 139,443
10 3.018 2.556 0.462 17.8% 0.100 3.9% 7% False False 131,960
20 3.150 2.556 0.594 22.9% 0.111 4.3% 6% False False 111,589
40 3.150 2.540 0.610 23.6% 0.097 3.7% 8% False False 75,900
60 3.150 2.540 0.610 23.6% 0.093 3.6% 8% False False 58,911
80 3.150 2.540 0.610 23.6% 0.097 3.7% 8% False False 48,882
100 3.264 2.540 0.724 28.0% 0.101 3.9% 7% False False 41,620
120 3.650 2.540 1.110 42.9% 0.102 3.9% 5% False False 35,488
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 2.922
2.618 2.816
1.618 2.751
1.000 2.711
0.618 2.686
HIGH 2.646
0.618 2.621
0.500 2.614
0.382 2.606
LOW 2.581
0.618 2.541
1.000 2.516
1.618 2.476
2.618 2.411
4.250 2.305
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 2.614 2.640
PP 2.606 2.623
S1 2.598 2.607

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

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