NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 2.932 2.889 -0.043 -1.5% 2.651
High 2.977 2.906 -0.071 -2.4% 2.954
Low 2.866 2.798 -0.068 -2.4% 2.651
Close 2.883 2.799 -0.084 -2.9% 2.776
Range 0.111 0.108 -0.003 -2.7% 0.303
ATR 0.107 0.107 0.000 0.1% 0.000
Volume 79,977 79,768 -209 -0.3% 392,941
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.158 3.087 2.858
R3 3.050 2.979 2.829
R2 2.942 2.942 2.819
R1 2.871 2.871 2.809 2.853
PP 2.834 2.834 2.834 2.825
S1 2.763 2.763 2.789 2.745
S2 2.726 2.726 2.779
S3 2.618 2.655 2.769
S4 2.510 2.547 2.740
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 2.977 2.770 0.207 7.4% 0.109 3.9% 14% False False 84,067
10 2.977 2.610 0.367 13.1% 0.106 3.8% 51% False False 77,523
20 3.095 2.588 0.507 18.1% 0.104 3.7% 42% False False 53,828
40 3.167 2.569 0.598 21.4% 0.101 3.6% 38% False False 37,707
60 3.167 2.569 0.598 21.4% 0.091 3.2% 38% False False 29,623
80 3.167 2.569 0.598 21.4% 0.091 3.2% 38% False False 24,750
100 3.167 2.569 0.598 21.4% 0.093 3.3% 38% False False 21,143
120 3.268 2.569 0.699 25.0% 0.097 3.5% 33% False False 18,636
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.365
2.618 3.189
1.618 3.081
1.000 3.014
0.618 2.973
HIGH 2.906
0.618 2.865
0.500 2.852
0.382 2.839
LOW 2.798
0.618 2.731
1.000 2.690
1.618 2.623
2.618 2.515
4.250 2.339
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 2.852 2.888
PP 2.834 2.858
S1 2.817 2.829

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

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