NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 2.687 2.732 0.045 1.7% 2.771
High 2.738 2.807 0.069 2.5% 2.857
Low 2.644 2.723 0.079 3.0% 2.644
Close 2.726 2.770 0.044 1.6% 2.770
Range 0.094 0.084 -0.010 -10.6% 0.213
ATR 0.101 0.100 -0.001 -1.2% 0.000
Volume 133,123 125,442 -7,681 -5.8% 645,729
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.019 2.978 2.816
R3 2.935 2.894 2.793
R2 2.851 2.851 2.785
R1 2.810 2.810 2.778 2.831
PP 2.767 2.767 2.767 2.777
S1 2.726 2.726 2.762 2.747
S2 2.683 2.683 2.755
S3 2.599 2.642 2.747
S4 2.515 2.558 2.724
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.396 3.296 2.887
R3 3.183 3.083 2.829
R2 2.970 2.970 2.809
R1 2.870 2.870 2.790 2.814
PP 2.757 2.757 2.757 2.729
S1 2.657 2.657 2.750 2.601
S2 2.544 2.544 2.731
S3 2.331 2.444 2.711
S4 2.118 2.231 2.653
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.857 2.644 0.213 7.7% 0.099 3.6% 59% False False 129,145
10 2.885 2.644 0.241 8.7% 0.098 3.5% 52% False False 130,077
20 2.977 2.644 0.333 12.0% 0.096 3.5% 38% False False 111,595
40 3.167 2.588 0.579 20.9% 0.100 3.6% 31% False False 75,579
60 3.167 2.569 0.598 21.6% 0.096 3.5% 34% False False 56,553
80 3.167 2.569 0.598 21.6% 0.092 3.3% 34% False False 45,777
100 3.167 2.569 0.598 21.6% 0.091 3.3% 34% False False 38,393
120 3.167 2.569 0.598 21.6% 0.093 3.4% 34% False False 32,992
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.164
2.618 3.027
1.618 2.943
1.000 2.891
0.618 2.859
HIGH 2.807
0.618 2.775
0.500 2.765
0.382 2.755
LOW 2.723
0.618 2.671
1.000 2.639
1.618 2.587
2.618 2.503
4.250 2.366
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 2.768 2.755
PP 2.767 2.740
S1 2.765 2.726

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

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