NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 2.729 2.687 -0.042 -1.5% 2.755
High 2.756 2.738 -0.018 -0.7% 2.885
Low 2.676 2.644 -0.032 -1.2% 2.735
Close 2.685 2.726 0.041 1.5% 2.822
Range 0.080 0.094 0.014 17.5% 0.150
ATR 0.102 0.101 -0.001 -0.5% 0.000
Volume 123,555 133,123 9,568 7.7% 519,772
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 2.985 2.949 2.778
R3 2.891 2.855 2.752
R2 2.797 2.797 2.743
R1 2.761 2.761 2.735 2.779
PP 2.703 2.703 2.703 2.712
S1 2.667 2.667 2.717 2.685
S2 2.609 2.609 2.709
S3 2.515 2.573 2.700
S4 2.421 2.479 2.674
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 2.644 0.241 8.8% 0.100 3.7% 34% False True 135,318
10 2.885 2.644 0.241 8.8% 0.099 3.6% 34% False True 134,490
20 2.977 2.644 0.333 12.2% 0.097 3.6% 25% False True 108,950
40 3.167 2.588 0.579 21.2% 0.100 3.7% 24% False False 73,263
60 3.167 2.569 0.598 21.9% 0.097 3.5% 26% False False 54,819
80 3.167 2.569 0.598 21.9% 0.092 3.4% 26% False False 44,294
100 3.167 2.569 0.598 21.9% 0.092 3.4% 26% False False 37,210
120 3.167 2.569 0.598 21.9% 0.093 3.4% 26% False False 32,020
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 False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.138
2.618 2.984
1.618 2.890
1.000 2.832
0.618 2.796
HIGH 2.738
0.618 2.702
0.500 2.691
0.382 2.680
LOW 2.644
0.618 2.586
1.000 2.550
1.618 2.492
2.618 2.398
4.250 2.245
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 2.714 2.725
PP 2.703 2.723
S1 2.691 2.722

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

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