NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 01-Jul-2015

Day Change Summary
	Previous	Current
	30-Jun-2015	01-Jul-2015	Change	Change %	Previous Week
Open	2.806	2.816	0.010	0.4%	2.770
High	2.837	2.856	0.019	0.7%	2.869
Low	2.752	2.761	0.009	0.3%	2.733
Close	2.832	2.783	-0.049	-1.7%	2.770
Range	0.085	0.095	0.010	11.8%	0.136
ATR	0.101	0.101	0.000	-0.4%	0.000
Volume	115,062	124,691	9,629	8.4%	562,457

Daily Pivots for day following 01-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.085	3.029	2.835
R3	2.990	2.934	2.809
R2	2.895	2.895	2.800
R1	2.839	2.839	2.792	2.820
PP	2.800	2.800	2.800	2.790
S1	2.744	2.744	2.774	2.725
S2	2.705	2.705	2.766
S3	2.610	2.649	2.757
S4	2.515	2.554	2.731

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	2.735	0.134	4.8%	0.097	3.5%	36%	False	False	133,662
10	2.906	2.733	0.173	6.2%	0.089	3.2%	29%	False	False	108,931
20	2.977	2.588	0.389	14.0%	0.098	3.5%	50%	False	False	91,362
40	3.167	2.588	0.579	20.8%	0.102	3.7%	34%	False	False	59,268
60	3.167	2.569	0.598	21.5%	0.094	3.4%	36%	False	False	44,821
80	3.167	2.569	0.598	21.5%	0.091	3.3%	36%	False	False	36,476
100	3.167	2.569	0.598	21.5%	0.093	3.3%	36%	False	False	30,791
120	3.268	2.569	0.699	25.1%	0.095	3.4%	31%	False	False	26,714

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.260
2.618	3.105
1.618	3.010
1.000	2.951
0.618	2.915
HIGH	2.856
0.618	2.820
0.500	2.809
0.382	2.797
LOW	2.761
0.618	2.702
1.000	2.666
1.618	2.607
2.618	2.512
4.250	2.357

Fisher Pivots for day following 01-Jul-2015
Pivot	1 day	3 day
R1	2.809	2.796
PP	2.800	2.791
S1	2.792	2.787

Download as Excel Spreadsheet

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

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