NYMEX Natural Gas Future September 2015

Trading Metrics calculated at close of trading on 10-Jul-2015

Day Change Summary
	Previous	Current
	09-Jul-2015	10-Jul-2015	Change	Change %	Previous Week
Open	2.699	2.748	0.049	1.8%	2.789
High	2.748	2.815	0.067	2.4%	2.815
Low	2.656	2.735	0.079	3.0%	2.656
Close	2.738	2.780	0.042	1.5%	2.780
Range	0.092	0.080	-0.012	-13.0%	0.159
ATR	0.096	0.095	-0.001	-1.2%	0.000
Volume	68,931	59,998	-8,933	-13.0%	285,302

Daily Pivots for day following 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.017	2.978	2.824
R3	2.937	2.898	2.802
R2	2.857	2.857	2.795
R1	2.818	2.818	2.787	2.838
PP	2.777	2.777	2.777	2.786
S1	2.738	2.738	2.773	2.758
S2	2.697	2.697	2.765
S3	2.617	2.658	2.758
S4	2.537	2.578	2.736

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.227	3.163	2.867
R3	3.068	3.004	2.824
R2	2.909	2.909	2.809
R1	2.845	2.845	2.795	2.798
PP	2.750	2.750	2.750	2.727
S1	2.686	2.686	2.765	2.639
S2	2.591	2.591	2.751
S3	2.432	2.527	2.736
S4	2.273	2.368	2.693

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.815	2.656	0.159	5.7%	0.082	3.0%	78%	True	False	57,060
10	2.896	2.656	0.240	8.6%	0.087	3.1%	52%	False	False	46,164
20	2.988	2.656	0.332	11.9%	0.089	3.2%	37%	False	False	42,369
40	3.163	2.600	0.563	20.3%	0.094	3.4%	32%	False	False	38,748
60	3.163	2.589	0.574	20.6%	0.092	3.3%	33%	False	False	31,840
80	3.163	2.589	0.574	20.6%	0.088	3.2%	33%	False	False	26,681
100	3.163	2.589	0.574	20.6%	0.088	3.2%	33%	False	False	23,032
120	3.163	2.589	0.574	20.6%	0.091	3.3%	33%	False	False	20,408

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	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.155
2.618	3.024
1.618	2.944
1.000	2.895
0.618	2.864
HIGH	2.815
0.618	2.784
0.500	2.775
0.382	2.766
LOW	2.735
0.618	2.686
1.000	2.655
1.618	2.606
2.618	2.526
4.250	2.395

Fisher Pivots for day following 10-Jul-2015
Pivot	1 day	3 day
R1	2.778	2.765
PP	2.777	2.750
S1	2.775	2.736

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