NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 08-Jul-2015

Day Change Summary
	Previous	Current
	07-Jul-2015	08-Jul-2015	Change	Change %	Previous Week
Open	2.758	2.729	-0.029	-1.1%	2.755
High	2.800	2.756	-0.044	-1.6%	2.885
Low	2.688	2.676	-0.012	-0.4%	2.735
Close	2.716	2.685	-0.031	-1.1%	2.822
Range	0.112	0.080	-0.032	-28.6%	0.150
ATR	0.103	0.102	-0.002	-1.6%	0.000
Volume	128,811	123,555	-5,256	-4.1%	519,772

Daily Pivots for day following 08-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.946	2.895	2.729
R3	2.866	2.815	2.707
R2	2.786	2.786	2.700
R1	2.735	2.735	2.692	2.721
PP	2.706	2.706	2.706	2.698
S1	2.655	2.655	2.678	2.641
S2	2.626	2.626	2.670
S3	2.546	2.575	2.663
S4	2.466	2.495	2.641

Weekly Pivots for week ending 03-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.264	3.193	2.905
R3	3.114	3.043	2.863
R2	2.964	2.964	2.850
R1	2.893	2.893	2.836	2.929
PP	2.814	2.814	2.814	2.832
S1	2.743	2.743	2.808	2.779
S2	2.664	2.664	2.795
S3	2.514	2.593	2.781
S4	2.364	2.443	2.740

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.885	2.676	0.209	7.8%	0.101	3.7%	4%	False	True	133,632
10	2.885	2.676	0.209	7.8%	0.096	3.6%	4%	False	True	128,185
20	2.977	2.676	0.301	11.2%	0.097	3.6%	3%	False	True	107,222
40	3.167	2.588	0.579	21.6%	0.101	3.8%	17%	False	False	70,500
60	3.167	2.569	0.598	22.3%	0.096	3.6%	19%	False	False	52,890
80	3.167	2.569	0.598	22.3%	0.091	3.4%	19%	False	False	42,718
100	3.167	2.569	0.598	22.3%	0.092	3.4%	19%	False	False	35,963
120	3.268	2.569	0.699	26.0%	0.094	3.5%	17%	False	False	31,003

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	0.024
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.096
2.618	2.965
1.618	2.885
1.000	2.836
0.618	2.805
HIGH	2.756
0.618	2.725
0.500	2.716
0.382	2.707
LOW	2.676
0.618	2.627
1.000	2.596
1.618	2.547
2.618	2.467
4.250	2.336

Fisher Pivots for day following 08-Jul-2015
Pivot	1 day	3 day
R1	2.716	2.767
PP	2.706	2.739
S1	2.695	2.712

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