NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 2.654 2.651 -0.003 -0.1% 2.634
High 2.671 2.744 0.073 2.7% 2.752
Low 2.610 2.651 0.041 1.6% 2.588
Close 2.621 2.737 0.116 4.4% 2.621
Range 0.061 0.093 0.032 52.5% 0.164
ATR 0.099 0.101 0.002 1.7% 0.000
Volume 49,050 63,893 14,843 30.3% 190,466
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 2.990 2.956 2.788
R3 2.897 2.863 2.763
R2 2.804 2.804 2.754
R1 2.770 2.770 2.746 2.787
PP 2.711 2.711 2.711 2.719
S1 2.677 2.677 2.728 2.694
S2 2.618 2.618 2.720
S3 2.525 2.584 2.711
S4 2.432 2.491 2.686
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.146 3.047 2.711
R3 2.982 2.883 2.666
R2 2.818 2.818 2.651
R1 2.719 2.719 2.636 2.687
PP 2.654 2.654 2.654 2.637
S1 2.555 2.555 2.606 2.523
S2 2.490 2.490 2.591
S3 2.326 2.391 2.576
S4 2.162 2.227 2.531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.752 2.588 0.164 6.0% 0.098 3.6% 91% False False 45,934
10 2.931 2.588 0.343 12.5% 0.097 3.5% 43% False False 36,376
20 3.167 2.588 0.579 21.2% 0.104 3.8% 26% False False 31,803
40 3.167 2.569 0.598 21.8% 0.093 3.4% 28% False False 24,406
60 3.167 2.569 0.598 21.8% 0.088 3.2% 28% False False 20,242
80 3.167 2.569 0.598 21.8% 0.091 3.3% 28% False False 17,363
100 3.268 2.569 0.699 25.5% 0.094 3.4% 24% False False 15,118
120 3.639 2.569 1.070 39.1% 0.096 3.5% 16% False False 13,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.139
2.618 2.987
1.618 2.894
1.000 2.837
0.618 2.801
HIGH 2.744
0.618 2.708
0.500 2.698
0.382 2.687
LOW 2.651
0.618 2.594
1.000 2.558
1.618 2.501
2.618 2.408
4.250 2.256
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 2.724 2.713
PP 2.711 2.690
S1 2.698 2.666

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

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