NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 2.794 2.940 0.146 5.2% 2.651
High 2.939 2.948 0.009 0.3% 2.954
Low 2.788 2.851 0.063 2.3% 2.651
Close 2.912 2.918 0.006 0.2% 2.776
Range 0.151 0.097 -0.054 -35.8% 0.303
ATR 0.107 0.106 -0.001 -0.7% 0.000
Volume 96,634 76,868 -19,766 -20.5% 392,941
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.197 3.154 2.971
R3 3.100 3.057 2.945
R2 3.003 3.003 2.936
R1 2.960 2.960 2.927 2.933
PP 2.906 2.906 2.906 2.892
S1 2.863 2.863 2.909 2.836
S2 2.809 2.809 2.900
S3 2.712 2.766 2.891
S4 2.615 2.669 2.865
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.703 3.542 2.943
R3 3.400 3.239 2.859
R2 3.097 3.097 2.832
R1 2.936 2.936 2.804 3.017
PP 2.794 2.794 2.794 2.834
S1 2.633 2.633 2.748 2.714
S2 2.491 2.491 2.720
S3 2.188 2.330 2.693
S4 1.885 2.027 2.609
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.954 2.770 0.184 6.3% 0.106 3.6% 80% False False 86,336
10 2.954 2.588 0.366 12.5% 0.105 3.6% 90% False False 69,156
20 3.167 2.588 0.579 19.8% 0.107 3.7% 57% False False 47,994
40 3.167 2.569 0.598 20.5% 0.098 3.4% 58% False False 34,429
60 3.167 2.569 0.598 20.5% 0.089 3.1% 58% False False 27,447
80 3.167 2.569 0.598 20.5% 0.091 3.1% 58% False False 23,036
100 3.167 2.569 0.598 20.5% 0.092 3.1% 58% False False 19,655
120 3.268 2.569 0.699 24.0% 0.097 3.3% 50% False False 17,381
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.360
2.618 3.202
1.618 3.105
1.000 3.045
0.618 3.008
HIGH 2.948
0.618 2.911
0.500 2.900
0.382 2.888
LOW 2.851
0.618 2.791
1.000 2.754
1.618 2.694
2.618 2.597
4.250 2.439
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 2.912 2.898
PP 2.906 2.879
S1 2.900 2.859

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

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