NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 25-Jun-2015
Day Change Summary
Previous Current
24-Jun-2015 25-Jun-2015 Change Change % Previous Week
Open 2.746 2.789 0.043 1.6% 2.794
High 2.803 2.869 0.066 2.4% 2.977
Low 2.733 2.773 0.040 1.5% 2.761
Close 2.782 2.866 0.084 3.0% 2.840
Range 0.070 0.096 0.026 37.1% 0.216
ATR 0.102 0.102 0.000 -0.4% 0.000
Volume 70,076 169,575 99,499 142.0% 416,871
Daily Pivots for day following 25-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.124 3.091 2.919
R3 3.028 2.995 2.892
R2 2.932 2.932 2.884
R1 2.899 2.899 2.875 2.916
PP 2.836 2.836 2.836 2.844
S1 2.803 2.803 2.857 2.820
S2 2.740 2.740 2.848
S3 2.644 2.707 2.840
S4 2.548 2.611 2.813
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 2.869 2.733 0.136 4.7% 0.079 2.8% 98% True False 102,162
10 2.977 2.733 0.244 8.5% 0.094 3.3% 55% False False 93,114
20 2.977 2.588 0.389 13.6% 0.097 3.4% 71% False False 73,286
40 3.167 2.588 0.579 20.2% 0.103 3.6% 48% False False 48,718
60 3.167 2.569 0.598 20.9% 0.092 3.2% 50% False False 37,109
80 3.167 2.569 0.598 20.9% 0.090 3.1% 50% False False 30,585
100 3.167 2.569 0.598 20.9% 0.092 3.2% 50% False False 26,004
120 3.268 2.569 0.699 24.4% 0.096 3.4% 42% False False 22,744
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 3.277
2.618 3.120
1.618 3.024
1.000 2.965
0.618 2.928
HIGH 2.869
0.618 2.832
0.500 2.821
0.382 2.810
LOW 2.773
0.618 2.714
1.000 2.677
1.618 2.618
2.618 2.522
4.250 2.365
Fisher Pivots for day following 25-Jun-2015
Pivot 1 day 3 day
R1 2.851 2.844
PP 2.836 2.823
S1 2.821 2.801

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

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