NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 22-Jun-2015
Day Change Summary
Previous Current
19-Jun-2015 22-Jun-2015 Change Change % Previous Week
Open 2.801 2.770 -0.031 -1.1% 2.794
High 2.859 2.777 -0.082 -2.9% 2.977
Low 2.761 2.737 -0.024 -0.9% 2.761
Close 2.840 2.762 -0.078 -2.7% 2.840
Range 0.098 0.040 -0.058 -59.2% 0.216
ATR 0.106 0.106 0.000 -0.2% 0.000
Volume 83,624 86,112 2,488 3.0% 416,871
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 2.879 2.860 2.784
R3 2.839 2.820 2.773
R2 2.799 2.799 2.769
R1 2.780 2.780 2.766 2.770
PP 2.759 2.759 2.759 2.753
S1 2.740 2.740 2.758 2.730
S2 2.719 2.719 2.755
S3 2.679 2.700 2.751
S4 2.639 2.660 2.740
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.507 3.390 2.959
R3 3.291 3.174 2.899
R2 3.075 3.075 2.880
R1 2.958 2.958 2.860 3.017
PP 2.859 2.859 2.859 2.889
S1 2.742 2.742 2.820 2.801
S2 2.643 2.643 2.800
S3 2.427 2.526 2.781
S4 2.211 2.310 2.721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.977 2.737 0.240 8.7% 0.091 3.3% 10% False True 81,269
10 2.977 2.730 0.247 8.9% 0.104 3.8% 13% False False 83,203
20 2.977 2.588 0.389 14.1% 0.101 3.6% 45% False False 59,789
40 3.167 2.569 0.598 21.7% 0.102 3.7% 32% False False 41,270
60 3.167 2.569 0.598 21.7% 0.091 3.3% 32% False False 32,001
80 3.167 2.569 0.598 21.7% 0.089 3.2% 32% False False 26,597
100 3.167 2.569 0.598 21.7% 0.093 3.4% 32% False False 22,748
120 3.268 2.569 0.699 25.3% 0.097 3.5% 28% False False 20,006
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.019
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 2.947
2.618 2.882
1.618 2.842
1.000 2.817
0.618 2.802
HIGH 2.777
0.618 2.762
0.500 2.757
0.382 2.752
LOW 2.737
0.618 2.712
1.000 2.697
1.618 2.672
2.618 2.632
4.250 2.567
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 2.760 2.822
PP 2.759 2.802
S1 2.757 2.782

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

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