NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 2.704 2.833 0.129 4.8% 2.615
High 2.850 2.922 0.072 2.5% 2.724
Low 2.696 2.825 0.129 4.8% 2.556
Close 2.846 2.891 0.045 1.6% 2.590
Range 0.154 0.097 -0.057 -37.0% 0.168
ATR 0.108 0.107 -0.001 -0.7% 0.000
Volume 246,116 225,845 -20,271 -8.2% 697,217
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.170 3.128 2.944
R3 3.073 3.031 2.918
R2 2.976 2.976 2.909
R1 2.934 2.934 2.900 2.955
PP 2.879 2.879 2.879 2.890
S1 2.837 2.837 2.882 2.858
S2 2.782 2.782 2.873
S3 2.685 2.740 2.864
S4 2.588 2.643 2.838
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 2.922 2.556 0.366 12.7% 0.105 3.6% 92% True False 188,098
10 2.922 2.556 0.366 12.7% 0.105 3.6% 92% True False 163,442
20 3.150 2.556 0.594 20.5% 0.106 3.7% 56% False False 131,223
40 3.150 2.540 0.610 21.1% 0.101 3.5% 58% False False 87,743
60 3.150 2.540 0.610 21.1% 0.095 3.3% 58% False False 68,608
80 3.150 2.540 0.610 21.1% 0.096 3.3% 58% False False 56,086
100 3.152 2.540 0.612 21.2% 0.099 3.4% 57% False False 47,597
120 3.541 2.540 1.001 34.6% 0.102 3.5% 35% False False 40,744
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.334
2.618 3.176
1.618 3.079
1.000 3.019
0.618 2.982
HIGH 2.922
0.618 2.885
0.500 2.874
0.382 2.862
LOW 2.825
0.618 2.765
1.000 2.728
1.618 2.668
2.618 2.571
4.250 2.413
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 2.885 2.852
PP 2.879 2.812
S1 2.874 2.773

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

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