NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 2.732 2.816 0.084 3.1% 2.771
High 2.807 2.883 0.076 2.7% 2.857
Low 2.723 2.787 0.064 2.4% 2.644
Close 2.770 2.864 0.094 3.4% 2.770
Range 0.084 0.096 0.012 14.3% 0.213
ATR 0.100 0.101 0.001 0.9% 0.000
Volume 125,442 183,790 58,348 46.5% 645,729
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.133 3.094 2.917
R3 3.037 2.998 2.890
R2 2.941 2.941 2.882
R1 2.902 2.902 2.873 2.922
PP 2.845 2.845 2.845 2.854
S1 2.806 2.806 2.855 2.826
S2 2.749 2.749 2.846
S3 2.653 2.710 2.838
S4 2.557 2.614 2.811
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 2.883 2.644 0.239 8.3% 0.093 3.3% 92% True False 138,944
10 2.885 2.644 0.241 8.4% 0.097 3.4% 91% False False 134,929
20 2.977 2.644 0.333 11.6% 0.097 3.4% 66% False False 116,430
40 3.167 2.588 0.579 20.2% 0.099 3.5% 48% False False 79,422
60 3.167 2.569 0.598 20.9% 0.095 3.3% 49% False False 59,342
80 3.167 2.569 0.598 20.9% 0.091 3.2% 49% False False 47,910
100 3.167 2.569 0.598 20.9% 0.091 3.2% 49% False False 40,153
120 3.167 2.569 0.598 20.9% 0.093 3.2% 49% False False 34,465
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.291
2.618 3.134
1.618 3.038
1.000 2.979
0.618 2.942
HIGH 2.883
0.618 2.846
0.500 2.835
0.382 2.824
LOW 2.787
0.618 2.728
1.000 2.691
1.618 2.632
2.618 2.536
4.250 2.379
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 2.854 2.831
PP 2.845 2.797
S1 2.835 2.764

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

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