NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 02-Jul-2015

Day Change Summary
	Previous	Current
	01-Jul-2015	02-Jul-2015	Change	Change %	Previous Week
Open	2.842	2.814	-0.028	-1.0%	2.797
High	2.865	2.896	0.031	1.1%	2.881
Low	2.777	2.814	0.037	1.3%	2.748
Close	2.799	2.837	0.038	1.4%	2.785
Range	0.088	0.082	-0.006	-6.8%	0.133
ATR	0.097	0.097	0.000	0.0%	0.000
Volume	32,731	33,445	714	2.2%	160,000

Daily Pivots for day following 02-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.095	3.048	2.882
R3	3.013	2.966	2.860
R2	2.931	2.931	2.852
R1	2.884	2.884	2.845	2.908
PP	2.849	2.849	2.849	2.861
S1	2.802	2.802	2.829	2.826
S2	2.767	2.767	2.822
S3	2.685	2.720	2.814
S4	2.603	2.638	2.792

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.204	3.127	2.858
R3	3.071	2.994	2.822
R2	2.938	2.938	2.809
R1	2.861	2.861	2.797	2.833
PP	2.805	2.805	2.805	2.791
S1	2.728	2.728	2.773	2.700
S2	2.672	2.672	2.761
S3	2.539	2.595	2.748
S4	2.406	2.462	2.712

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.896	2.750	0.146	5.1%	0.091	3.2%	60%	True	False	35,267
10	2.896	2.748	0.148	5.2%	0.084	3.0%	60%	True	False	32,604
20	2.988	2.625	0.363	12.8%	0.093	3.3%	58%	False	False	41,548
40	3.163	2.600	0.563	19.8%	0.099	3.5%	42%	False	False	34,957
60	3.163	2.589	0.574	20.2%	0.091	3.2%	43%	False	False	28,210
80	3.163	2.589	0.574	20.2%	0.089	3.1%	43%	False	False	23,716
100	3.163	2.589	0.574	20.2%	0.090	3.2%	43%	False	False	20,639
120	3.257	2.589	0.668	23.5%	0.093	3.3%	37%	False	False	18,425

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.017
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.245
2.618	3.111
1.618	3.029
1.000	2.978
0.618	2.947
HIGH	2.896
0.618	2.865
0.500	2.855
0.382	2.845
LOW	2.814
0.618	2.763
1.000	2.732
1.618	2.681
2.618	2.599
4.250	2.466

Fisher Pivots for day following 02-Jul-2015
Pivot	1 day	3 day
R1	2.855	2.835
PP	2.849	2.833
S1	2.843	2.832

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