NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 2.840 2.890 0.050 1.8% 2.816
High 2.894 2.915 0.021 0.7% 2.934
Low 2.822 2.841 0.019 0.7% 2.787
Close 2.882 2.897 0.015 0.5% 2.870
Range 0.072 0.074 0.002 2.8% 0.147
ATR 0.096 0.094 -0.002 -1.6% 0.000
Volume 94,008 108,390 14,382 15.3% 720,625
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.106 3.076 2.938
R3 3.032 3.002 2.917
R2 2.958 2.958 2.911
R1 2.928 2.928 2.904 2.943
PP 2.884 2.884 2.884 2.892
S1 2.854 2.854 2.890 2.869
S2 2.810 2.810 2.883
S3 2.736 2.780 2.877
S4 2.662 2.706 2.856
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 2.930 2.785 0.145 5.0% 0.079 2.7% 77% False False 116,164
10 2.934 2.644 0.290 10.0% 0.088 3.0% 87% False False 132,265
20 2.934 2.644 0.290 10.0% 0.092 3.2% 87% False False 130,225
40 2.977 2.588 0.389 13.4% 0.096 3.3% 79% False False 96,958
60 3.167 2.569 0.598 20.6% 0.099 3.4% 55% False False 72,468
80 3.167 2.569 0.598 20.6% 0.091 3.2% 55% False False 57,628
100 3.167 2.569 0.598 20.6% 0.090 3.1% 55% False False 48,233
120 3.167 2.569 0.598 20.6% 0.092 3.2% 55% False False 41,473
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.230
2.618 3.109
1.618 3.035
1.000 2.989
0.618 2.961
HIGH 2.915
0.618 2.887
0.500 2.878
0.382 2.869
LOW 2.841
0.618 2.795
1.000 2.767
1.618 2.721
2.618 2.647
4.250 2.527
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 2.891 2.881
PP 2.884 2.866
S1 2.878 2.850

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

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