NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 2.850 2.784 -0.066 -2.3% 2.769
High 2.882 2.837 -0.045 -1.6% 2.955
Low 2.772 2.739 -0.033 -1.2% 2.739
Close 2.777 2.816 0.039 1.4% 2.816
Range 0.110 0.098 -0.012 -10.9% 0.216
ATR 0.109 0.109 -0.001 -0.7% 0.000
Volume 149,242 117,265 -31,977 -21.4% 759,137
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.091 3.052 2.870
R3 2.993 2.954 2.843
R2 2.895 2.895 2.834
R1 2.856 2.856 2.825 2.876
PP 2.797 2.797 2.797 2.807
S1 2.758 2.758 2.807 2.778
S2 2.699 2.699 2.798
S3 2.601 2.660 2.789
S4 2.503 2.562 2.762
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.485 3.366 2.935
R3 3.269 3.150 2.875
R2 3.053 3.053 2.856
R1 2.934 2.934 2.836 2.994
PP 2.837 2.837 2.837 2.866
S1 2.718 2.718 2.796 2.778
S2 2.621 2.621 2.776
S3 2.405 2.502 2.757
S4 2.189 2.286 2.697
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.955 2.739 0.216 7.7% 0.115 4.1% 36% False True 151,827
10 2.955 2.624 0.331 11.8% 0.110 3.9% 58% False False 173,568
20 3.018 2.556 0.462 16.4% 0.105 3.7% 56% False False 152,764
40 3.150 2.540 0.610 21.7% 0.105 3.7% 45% False False 108,866
60 3.150 2.540 0.610 21.7% 0.096 3.4% 45% False False 83,492
80 3.150 2.540 0.610 21.7% 0.095 3.4% 45% False False 67,877
100 3.150 2.540 0.610 21.7% 0.098 3.5% 45% False False 57,668
120 3.264 2.540 0.724 25.7% 0.104 3.7% 38% False False 49,629
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 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.254
2.618 3.094
1.618 2.996
1.000 2.935
0.618 2.898
HIGH 2.837
0.618 2.800
0.500 2.788
0.382 2.776
LOW 2.739
0.618 2.678
1.000 2.641
1.618 2.580
2.618 2.482
4.250 2.323
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 2.807 2.847
PP 2.797 2.837
S1 2.788 2.826

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

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