NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 2.890 2.941 0.051 1.8% 2.634
High 2.954 2.948 -0.006 -0.2% 2.752
Low 2.854 2.844 -0.010 -0.4% 2.588
Close 2.921 2.855 -0.066 -2.3% 2.621
Range 0.100 0.104 0.004 4.0% 0.164
ATR 0.104 0.104 0.000 0.0% 0.000
Volume 98,547 72,544 -26,003 -26.4% 190,466
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.194 3.129 2.912
R3 3.090 3.025 2.884
R2 2.986 2.986 2.874
R1 2.921 2.921 2.865 2.902
PP 2.882 2.882 2.882 2.873
S1 2.817 2.817 2.845 2.798
S2 2.778 2.778 2.836
S3 2.674 2.713 2.826
S4 2.570 2.609 2.798
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 2.954 2.610 0.344 12.0% 0.102 3.6% 71% False False 70,980
10 2.954 2.588 0.366 12.8% 0.101 3.5% 73% False False 53,457
20 3.167 2.588 0.579 20.3% 0.104 3.6% 46% False False 39,563
40 3.167 2.569 0.598 20.9% 0.096 3.4% 48% False False 29,032
60 3.167 2.569 0.598 20.9% 0.090 3.2% 48% False False 23,838
80 3.167 2.569 0.598 20.9% 0.090 3.2% 48% False False 20,092
100 3.167 2.569 0.598 20.9% 0.093 3.2% 48% False False 17,272
120 3.530 2.569 0.961 33.7% 0.097 3.4% 30% False False 15,291
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.390
2.618 3.220
1.618 3.116
1.000 3.052
0.618 3.012
HIGH 2.948
0.618 2.908
0.500 2.896
0.382 2.884
LOW 2.844
0.618 2.780
1.000 2.740
1.618 2.676
2.618 2.572
4.250 2.402
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 2.896 2.851
PP 2.882 2.846
S1 2.869 2.842

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

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