NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 2.914 2.863 -0.051 -1.8% 2.816
High 2.930 2.897 -0.033 -1.1% 2.934
Low 2.842 2.826 -0.016 -0.6% 2.787
Close 2.854 2.870 0.016 0.6% 2.870
Range 0.088 0.071 -0.017 -19.3% 0.147
ATR 0.100 0.098 -0.002 -2.1% 0.000
Volume 146,190 91,164 -55,026 -37.6% 720,625
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.077 3.045 2.909
R3 3.006 2.974 2.890
R2 2.935 2.935 2.883
R1 2.903 2.903 2.877 2.919
PP 2.864 2.864 2.864 2.873
S1 2.832 2.832 2.863 2.848
S2 2.793 2.793 2.857
S3 2.722 2.761 2.850
S4 2.651 2.690 2.831
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.305 3.234 2.951
R3 3.158 3.087 2.910
R2 3.011 3.011 2.897
R1 2.940 2.940 2.883 2.976
PP 2.864 2.864 2.864 2.881
S1 2.793 2.793 2.857 2.829
S2 2.717 2.717 2.843
S3 2.570 2.646 2.830
S4 2.423 2.499 2.789
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.934 2.787 0.147 5.1% 0.093 3.2% 56% False False 144,125
10 2.934 2.644 0.290 10.1% 0.096 3.3% 78% False False 136,635
20 2.934 2.644 0.290 10.1% 0.092 3.2% 78% False False 126,610
40 3.095 2.588 0.507 17.7% 0.098 3.4% 56% False False 90,219
60 3.167 2.569 0.598 20.8% 0.098 3.4% 50% False False 67,341
80 3.167 2.569 0.598 20.8% 0.091 3.2% 50% False False 53,870
100 3.167 2.569 0.598 20.8% 0.091 3.2% 50% False False 45,122
120 3.167 2.569 0.598 20.8% 0.093 3.2% 50% False False 38,721
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 3.199
2.618 3.083
1.618 3.012
1.000 2.968
0.618 2.941
HIGH 2.897
0.618 2.870
0.500 2.862
0.382 2.853
LOW 2.826
0.618 2.782
1.000 2.755
1.618 2.711
2.618 2.640
4.250 2.524
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 2.867 2.878
PP 2.864 2.875
S1 2.862 2.873

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

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