NYMEX Natural Gas Future August 2015


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 2.796 2.841 0.045 1.6% 2.843
High 2.852 2.895 0.043 1.5% 2.951
Low 2.777 2.831 0.054 1.9% 2.773
Close 2.821 2.886 0.065 2.3% 2.776
Range 0.075 0.064 -0.011 -14.7% 0.178
ATR 0.092 0.091 -0.001 -1.4% 0.000
Volume 52,150 9,174 -42,976 -82.4% 587,835
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.063 3.038 2.921
R3 2.999 2.974 2.904
R2 2.935 2.935 2.898
R1 2.910 2.910 2.892 2.923
PP 2.871 2.871 2.871 2.877
S1 2.846 2.846 2.880 2.859
S2 2.807 2.807 2.874
S3 2.743 2.782 2.868
S4 2.679 2.718 2.851
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.367 3.250 2.874
R3 3.189 3.072 2.825
R2 3.011 3.011 2.809
R1 2.894 2.894 2.792 2.864
PP 2.833 2.833 2.833 2.818
S1 2.716 2.716 2.760 2.686
S2 2.655 2.655 2.743
S3 2.477 2.538 2.727
S4 2.299 2.360 2.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.951 2.735 0.216 7.5% 0.083 2.9% 70% False False 69,942
10 2.951 2.735 0.216 7.5% 0.081 2.8% 70% False False 93,053
20 2.951 2.644 0.307 10.6% 0.090 3.1% 79% False False 117,026
40 2.977 2.588 0.389 13.5% 0.094 3.2% 77% False False 101,917
60 3.167 2.588 0.579 20.1% 0.097 3.4% 51% False False 76,652
80 3.167 2.569 0.598 20.7% 0.092 3.2% 53% False False 61,388
100 3.167 2.569 0.598 20.7% 0.091 3.1% 53% False False 51,411
120 3.167 2.569 0.598 20.7% 0.092 3.2% 53% False False 44,165
Crabel Price Patterns
NR True
NR4 False
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 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.167
2.618 3.063
1.618 2.999
1.000 2.959
0.618 2.935
HIGH 2.895
0.618 2.871
0.500 2.863
0.382 2.855
LOW 2.831
0.618 2.791
1.000 2.767
1.618 2.727
2.618 2.663
4.250 2.559
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 2.878 2.862
PP 2.871 2.839
S1 2.863 2.815

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

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