NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 2.818 2.769 -0.049 -1.7% 2.640
High 2.826 2.919 0.093 3.3% 2.922
Low 2.744 2.764 0.020 0.7% 2.624
Close 2.750 2.889 0.139 5.1% 2.750
Range 0.082 0.155 0.073 89.0% 0.298
ATR 0.105 0.110 0.005 4.3% 0.000
Volume 144,900 169,330 24,430 16.9% 976,550
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.322 3.261 2.974
R3 3.167 3.106 2.932
R2 3.012 3.012 2.917
R1 2.951 2.951 2.903 2.982
PP 2.857 2.857 2.857 2.873
S1 2.796 2.796 2.875 2.827
S2 2.702 2.702 2.861
S3 2.547 2.641 2.846
S4 2.392 2.486 2.804
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 2.696 0.226 7.8% 0.119 4.1% 85% False False 195,029
10 2.922 2.556 0.366 12.7% 0.109 3.8% 91% False False 171,716
20 3.150 2.556 0.594 20.6% 0.108 3.7% 56% False False 142,002
40 3.150 2.540 0.610 21.1% 0.102 3.5% 57% False False 96,907
60 3.150 2.540 0.610 21.1% 0.094 3.3% 57% False False 75,767
80 3.150 2.540 0.610 21.1% 0.096 3.3% 57% False False 61,741
100 3.150 2.540 0.610 21.1% 0.098 3.4% 57% False False 52,185
120 3.292 2.540 0.752 26.0% 0.103 3.6% 46% False False 44,854
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 0.019
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 3.578
2.618 3.325
1.618 3.170
1.000 3.074
0.618 3.015
HIGH 2.919
0.618 2.860
0.500 2.842
0.382 2.823
LOW 2.764
0.618 2.668
1.000 2.609
1.618 2.513
2.618 2.358
4.250 2.105
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 2.873 2.870
PP 2.857 2.851
S1 2.842 2.832

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

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