NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 2.717 2.678 -0.039 -1.4% 2.625
High 2.719 2.721 0.002 0.1% 2.803
Low 2.663 2.677 0.014 0.5% 2.603
Close 2.667 2.711 0.044 1.6% 2.760
Range 0.056 0.044 -0.012 -21.4% 0.200
ATR 0.085 0.083 -0.002 -2.6% 0.000
Volume 9,417 15,529 6,112 64.9% 92,239
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 2.835 2.817 2.735
R3 2.791 2.773 2.723
R2 2.747 2.747 2.719
R1 2.729 2.729 2.715 2.738
PP 2.703 2.703 2.703 2.708
S1 2.685 2.685 2.707 2.694
S2 2.659 2.659 2.703
S3 2.615 2.641 2.699
S4 2.571 2.597 2.687
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 3.322 3.241 2.870
R3 3.122 3.041 2.815
R2 2.922 2.922 2.797
R1 2.841 2.841 2.778 2.882
PP 2.722 2.722 2.722 2.742
S1 2.641 2.641 2.742 2.682
S2 2.522 2.522 2.723
S3 2.322 2.441 2.705
S4 2.122 2.241 2.650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.803 2.612 0.191 7.0% 0.081 3.0% 52% False False 16,324
10 2.805 2.603 0.202 7.5% 0.073 2.7% 53% False False 15,838
20 2.954 2.603 0.351 12.9% 0.071 2.6% 31% False False 13,417
40 3.075 2.603 0.472 17.4% 0.081 3.0% 23% False False 11,715
60 3.125 2.603 0.522 19.3% 0.087 3.2% 21% False False 9,963
80 3.268 2.603 0.665 24.5% 0.096 3.5% 16% False False 8,978
100 3.800 2.603 1.197 44.2% 0.092 3.4% 9% False False 7,768
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.908
2.618 2.836
1.618 2.792
1.000 2.765
0.618 2.748
HIGH 2.721
0.618 2.704
0.500 2.699
0.382 2.694
LOW 2.677
0.618 2.650
1.000 2.633
1.618 2.606
2.618 2.562
4.250 2.490
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 2.707 2.733
PP 2.703 2.725
S1 2.699 2.718

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

View Archives - Comment on this page... - Back to Index of Symbols