NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 2.789 2.859 0.070 2.5% 2.770
High 2.869 2.866 -0.003 -0.1% 2.869
Low 2.773 2.765 -0.008 -0.3% 2.733
Close 2.866 2.770 -0.096 -3.3% 2.770
Range 0.096 0.101 0.005 5.2% 0.136
ATR 0.102 0.102 0.000 -0.1% 0.000
Volume 169,575 135,271 -34,304 -20.2% 562,457
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.103 3.038 2.826
R3 3.002 2.937 2.798
R2 2.901 2.901 2.789
R1 2.836 2.836 2.779 2.818
PP 2.800 2.800 2.800 2.792
S1 2.735 2.735 2.761 2.717
S2 2.699 2.699 2.751
S3 2.598 2.634 2.742
S4 2.497 2.533 2.714
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.199 3.120 2.845
R3 3.063 2.984 2.807
R2 2.927 2.927 2.795
R1 2.848 2.848 2.782 2.838
PP 2.791 2.791 2.791 2.786
S1 2.712 2.712 2.758 2.702
S2 2.655 2.655 2.745
S3 2.519 2.576 2.733
S4 2.383 2.440 2.695
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 4.9% 0.080 2.9% 27% False False 112,491
10 2.977 2.733 0.244 8.8% 0.096 3.5% 15% False False 97,932
20 2.977 2.588 0.389 14.0% 0.098 3.5% 47% False False 78,136
40 3.167 2.588 0.579 20.9% 0.101 3.6% 31% False False 51,737
60 3.167 2.569 0.598 21.6% 0.093 3.3% 34% False False 39,241
80 3.167 2.569 0.598 21.6% 0.091 3.3% 34% False False 32,192
100 3.167 2.569 0.598 21.6% 0.092 3.3% 34% False False 27,316
120 3.268 2.569 0.699 25.2% 0.096 3.4% 29% False False 23,858
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.295
2.618 3.130
1.618 3.029
1.000 2.967
0.618 2.928
HIGH 2.866
0.618 2.827
0.500 2.816
0.382 2.804
LOW 2.765
0.618 2.703
1.000 2.664
1.618 2.602
2.618 2.501
4.250 2.336
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 2.816 2.801
PP 2.800 2.791
S1 2.785 2.780

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

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