NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 2.906 2.818 -0.088 -3.0% 2.640
High 2.919 2.826 -0.093 -3.2% 2.922
Low 2.814 2.744 -0.070 -2.5% 2.624
Close 2.825 2.750 -0.075 -2.7% 2.750
Range 0.105 0.082 -0.023 -21.9% 0.298
ATR 0.107 0.105 -0.002 -1.7% 0.000
Volume 188,958 144,900 -44,058 -23.3% 976,550
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.019 2.967 2.795
R3 2.937 2.885 2.773
R2 2.855 2.855 2.765
R1 2.803 2.803 2.758 2.788
PP 2.773 2.773 2.773 2.766
S1 2.721 2.721 2.742 2.706
S2 2.691 2.691 2.735
S3 2.609 2.639 2.727
S4 2.527 2.557 2.705
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.659 3.503 2.914
R3 3.361 3.205 2.832
R2 3.063 3.063 2.805
R1 2.907 2.907 2.777 2.985
PP 2.765 2.765 2.765 2.805
S1 2.609 2.609 2.723 2.687
S2 2.467 2.467 2.695
S3 2.169 2.311 2.668
S4 1.871 2.013 2.586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.922 2.624 0.298 10.8% 0.105 3.8% 42% False False 195,310
10 2.922 2.556 0.366 13.3% 0.100 3.6% 53% False False 167,376
20 3.150 2.556 0.594 21.6% 0.103 3.8% 33% False False 136,863
40 3.150 2.540 0.610 22.2% 0.099 3.6% 34% False False 93,771
60 3.150 2.540 0.610 22.2% 0.094 3.4% 34% False False 73,473
80 3.150 2.540 0.610 22.2% 0.095 3.5% 34% False False 59,807
100 3.150 2.540 0.610 22.2% 0.098 3.6% 34% False False 50,627
120 3.464 2.540 0.924 33.6% 0.103 3.7% 23% False False 43,475
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 3.175
2.618 3.041
1.618 2.959
1.000 2.908
0.618 2.877
HIGH 2.826
0.618 2.795
0.500 2.785
0.382 2.775
LOW 2.744
0.618 2.693
1.000 2.662
1.618 2.611
2.618 2.529
4.250 2.396
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 2.785 2.833
PP 2.773 2.805
S1 2.762 2.778

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

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