NYMEX Natural Gas Future August 2015

Trading Metrics calculated at close of trading on 14-Jul-2015

Day Change Summary
	Previous	Current
	13-Jul-2015	14-Jul-2015	Change	Change %	Previous Week
Open	2.816	2.868	0.052	1.8%	2.771
High	2.883	2.934	0.051	1.8%	2.857
Low	2.787	2.822	0.035	1.3%	2.644
Close	2.864	2.840	-0.024	-0.8%	2.770
Range	0.096	0.112	0.016	16.7%	0.213
ATR	0.101	0.102	0.001	0.8%	0.000
Volume	183,790	151,862	-31,928	-17.4%	645,729

Daily Pivots for day following 14-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.201	3.133	2.902
R3	3.089	3.021	2.871
R2	2.977	2.977	2.861
R1	2.909	2.909	2.850	2.887
PP	2.865	2.865	2.865	2.855
S1	2.797	2.797	2.830	2.775
S2	2.753	2.753	2.819
S3	2.641	2.685	2.809
S4	2.529	2.573	2.778

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	2.934	2.644	0.290	10.2%	0.093	3.3%	68%	True	False	143,554
10	2.934	2.644	0.290	10.2%	0.097	3.4%	68%	True	False	137,744
20	2.977	2.644	0.333	11.7%	0.095	3.3%	59%	False	False	119,192
40	3.167	2.588	0.579	20.4%	0.100	3.5%	44%	False	False	82,154
60	3.167	2.569	0.598	21.1%	0.096	3.4%	45%	False	False	61,559
80	3.167	2.569	0.598	21.1%	0.091	3.2%	45%	False	False	49,628
100	3.167	2.569	0.598	21.1%	0.092	3.2%	45%	False	False	41,601
120	3.167	2.569	0.598	21.1%	0.093	3.3%	45%	False	False	35,660

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.410
2.618	3.227
1.618	3.115
1.000	3.046
0.618	3.003
HIGH	2.934
0.618	2.891
0.500	2.878
0.382	2.865
LOW	2.822
0.618	2.753
1.000	2.710
1.618	2.641
2.618	2.529
4.250	2.346

Fisher Pivots for day following 14-Jul-2015
Pivot	1 day	3 day
R1	2.878	2.836
PP	2.865	2.832
S1	2.853	2.829

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