NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 2.931 2.871 -0.060 -2.0% 3.069
High 2.931 2.927 -0.004 -0.1% 3.167
Low 2.835 2.839 0.004 0.1% 2.928
Close 2.864 2.865 0.001 0.0% 2.934
Range 0.096 0.088 -0.008 -8.3% 0.239
ATR 0.101 0.100 -0.001 -0.9% 0.000
Volume 23,397 25,114 1,717 7.3% 112,889
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 3.141 3.091 2.913
R3 3.053 3.003 2.889
R2 2.965 2.965 2.881
R1 2.915 2.915 2.873 2.896
PP 2.877 2.877 2.877 2.868
S1 2.827 2.827 2.857 2.808
S2 2.789 2.789 2.849
S3 2.701 2.739 2.841
S4 2.613 2.651 2.817
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 3.727 3.569 3.065
R3 3.488 3.330 3.000
R2 3.249 3.249 2.978
R1 3.091 3.091 2.956 3.051
PP 3.010 3.010 3.010 2.989
S1 2.852 2.852 2.912 2.812
S2 2.771 2.771 2.890
S3 2.532 2.613 2.868
S4 2.293 2.374 2.803
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.095 2.835 0.260 9.1% 0.103 3.6% 12% False False 25,650
10 3.167 2.835 0.332 11.6% 0.104 3.6% 9% False False 26,686
20 3.167 2.592 0.575 20.1% 0.107 3.7% 47% False False 23,874
40 3.167 2.569 0.598 20.9% 0.087 3.1% 49% False False 18,649
60 3.167 2.569 0.598 20.9% 0.086 3.0% 49% False False 16,080
80 3.167 2.569 0.598 20.9% 0.090 3.1% 49% False False 13,952
100 3.268 2.569 0.699 24.4% 0.096 3.4% 42% False False 12,480
120 3.639 2.569 1.070 37.3% 0.094 3.3% 28% False False 10,918
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.301
2.618 3.157
1.618 3.069
1.000 3.015
0.618 2.981
HIGH 2.927
0.618 2.893
0.500 2.883
0.382 2.873
LOW 2.839
0.618 2.785
1.000 2.751
1.618 2.697
2.618 2.609
4.250 2.465
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 2.883 2.934
PP 2.877 2.911
S1 2.871 2.888

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

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