NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 2.845 2.914 0.069 2.4% 2.771
High 2.929 2.930 0.001 0.0% 2.857
Low 2.832 2.842 0.010 0.4% 2.644
Close 2.918 2.854 -0.064 -2.2% 2.770
Range 0.097 0.088 -0.009 -9.3% 0.213
ATR 0.101 0.100 -0.001 -0.9% 0.000
Volume 147,619 146,190 -1,429 -1.0% 645,729
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.139 3.085 2.902
R3 3.051 2.997 2.878
R2 2.963 2.963 2.870
R1 2.909 2.909 2.862 2.892
PP 2.875 2.875 2.875 2.867
S1 2.821 2.821 2.846 2.804
S2 2.787 2.787 2.838
S3 2.699 2.733 2.830
S4 2.611 2.645 2.806
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 2.723 0.211 7.4% 0.095 3.3% 62% False False 150,980
10 2.934 2.644 0.290 10.2% 0.098 3.4% 72% False False 143,149
20 2.934 2.644 0.290 10.2% 0.094 3.3% 72% False False 126,040
40 3.095 2.588 0.507 17.8% 0.099 3.5% 52% False False 88,671
60 3.167 2.569 0.598 21.0% 0.098 3.4% 48% False False 66,040
80 3.167 2.569 0.598 21.0% 0.091 3.2% 48% False False 52,884
100 3.167 2.569 0.598 21.0% 0.091 3.2% 48% False False 44,310
120 3.167 2.569 0.598 21.0% 0.093 3.2% 48% False False 38,002
Crabel Price Patterns
NR True
NR4 True
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 0.027
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.304
2.618 3.160
1.618 3.072
1.000 3.018
0.618 2.984
HIGH 2.930
0.618 2.896
0.500 2.886
0.382 2.876
LOW 2.842
0.618 2.788
1.000 2.754
1.618 2.700
2.618 2.612
4.250 2.468
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 2.886 2.878
PP 2.875 2.870
S1 2.865 2.862

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

View Archives - Comment on this page... - Back to Index of Symbols