NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 2.640 2.704 0.064 2.4% 2.615
High 2.712 2.850 0.138 5.1% 2.724
Low 2.624 2.696 0.072 2.7% 2.556
Close 2.705 2.846 0.141 5.2% 2.590
Range 0.088 0.154 0.066 75.0% 0.168
ATR 0.104 0.108 0.004 3.4% 0.000
Volume 170,731 246,116 75,385 44.2% 697,217
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.259 3.207 2.931
R3 3.105 3.053 2.888
R2 2.951 2.951 2.874
R1 2.899 2.899 2.860 2.925
PP 2.797 2.797 2.797 2.811
S1 2.745 2.745 2.832 2.771
S2 2.643 2.643 2.818
S3 2.489 2.591 2.804
S4 2.335 2.437 2.761
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 2.850 2.556 0.294 10.3% 0.105 3.7% 99% True False 168,552
10 2.915 2.556 0.359 12.6% 0.104 3.7% 81% False False 152,685
20 3.150 2.556 0.594 20.9% 0.108 3.8% 49% False False 124,972
40 3.150 2.540 0.610 21.4% 0.100 3.5% 50% False False 83,690
60 3.150 2.540 0.610 21.4% 0.094 3.3% 50% False False 65,050
80 3.150 2.540 0.610 21.4% 0.096 3.4% 50% False False 53,515
100 3.264 2.540 0.724 25.4% 0.100 3.5% 42% False False 45,501
120 3.554 2.540 1.014 35.6% 0.102 3.6% 30% False False 38,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 14 trading days
Fibonacci Retracements and Extensions
4.250 3.505
2.618 3.253
1.618 3.099
1.000 3.004
0.618 2.945
HIGH 2.850
0.618 2.791
0.500 2.773
0.382 2.755
LOW 2.696
0.618 2.601
1.000 2.542
1.618 2.447
2.618 2.293
4.250 2.042
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 2.822 2.803
PP 2.797 2.759
S1 2.773 2.716

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

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