NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 30-Jun-2015
Day Change Summary
Previous Current
29-Jun-2015 30-Jun-2015 Change Change % Previous Week
Open 2.755 2.806 0.051 1.9% 2.770
High 2.844 2.837 -0.007 -0.2% 2.869
Low 2.735 2.752 0.017 0.6% 2.733
Close 2.805 2.832 0.027 1.0% 2.770
Range 0.109 0.085 -0.024 -22.0% 0.136
ATR 0.102 0.101 -0.001 -1.2% 0.000
Volume 123,712 115,062 -8,650 -7.0% 562,457
Daily Pivots for day following 30-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.062 3.032 2.879
R3 2.977 2.947 2.855
R2 2.892 2.892 2.848
R1 2.862 2.862 2.840 2.877
PP 2.807 2.807 2.807 2.815
S1 2.777 2.777 2.824 2.792
S2 2.722 2.722 2.816
S3 2.637 2.692 2.809
S4 2.552 2.607 2.785
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 4.8% 0.092 3.3% 73% False False 122,739
10 2.977 2.733 0.244 8.6% 0.091 3.2% 41% False False 104,460
20 2.977 2.588 0.389 13.7% 0.098 3.5% 63% False False 86,808
40 3.167 2.588 0.579 20.4% 0.101 3.6% 42% False False 56,465
60 3.167 2.569 0.598 21.1% 0.093 3.3% 44% False False 42,842
80 3.167 2.569 0.598 21.1% 0.091 3.2% 44% False False 35,007
100 3.167 2.569 0.598 21.1% 0.092 3.3% 44% False False 29,592
120 3.268 2.569 0.699 24.7% 0.095 3.4% 38% False False 25,731
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.198
2.618 3.060
1.618 2.975
1.000 2.922
0.618 2.890
HIGH 2.837
0.618 2.805
0.500 2.795
0.382 2.784
LOW 2.752
0.618 2.699
1.000 2.667
1.618 2.614
2.618 2.529
4.250 2.391
Fisher Pivots for day following 30-Jun-2015
Pivot 1 day 3 day
R1 2.820 2.822
PP 2.807 2.811
S1 2.795 2.801

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

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