NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 2.628 2.640 0.012 0.5% 2.615
High 2.646 2.712 0.066 2.5% 2.724
Low 2.581 2.624 0.043 1.7% 2.556
Close 2.590 2.705 0.115 4.4% 2.590
Range 0.065 0.088 0.023 35.4% 0.168
ATR 0.103 0.104 0.001 1.3% 0.000
Volume 131,559 170,731 39,172 29.8% 697,217
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 2.944 2.913 2.753
R3 2.856 2.825 2.729
R2 2.768 2.768 2.721
R1 2.737 2.737 2.713 2.753
PP 2.680 2.680 2.680 2.688
S1 2.649 2.649 2.697 2.665
S2 2.592 2.592 2.689
S3 2.504 2.561 2.681
S4 2.416 2.473 2.657
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 6.2% 0.099 3.7% 89% False False 148,404
10 2.915 2.556 0.359 13.3% 0.098 3.6% 42% False False 139,948
20 3.150 2.556 0.594 22.0% 0.107 4.0% 25% False False 116,267
40 3.150 2.540 0.610 22.6% 0.098 3.6% 27% False False 78,933
60 3.150 2.540 0.610 22.6% 0.093 3.4% 27% False False 61,339
80 3.150 2.540 0.610 22.6% 0.096 3.6% 27% False False 50,727
100 3.264 2.540 0.724 26.8% 0.100 3.7% 23% False False 43,165
120 3.650 2.540 1.110 41.0% 0.102 3.8% 15% False False 36,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.086
2.618 2.942
1.618 2.854
1.000 2.800
0.618 2.766
HIGH 2.712
0.618 2.678
0.500 2.668
0.382 2.658
LOW 2.624
0.618 2.570
1.000 2.536
1.618 2.482
2.618 2.394
4.250 2.250
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 2.693 2.681
PP 2.680 2.658
S1 2.668 2.634

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

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