NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 2.811 2.782 -0.029 -1.0% 2.745
High 2.863 2.838 -0.025 -0.9% 2.895
Low 2.780 2.726 -0.054 -1.9% 2.706
Close 2.798 2.813 0.015 0.5% 2.716
Range 0.083 0.112 0.029 34.9% 0.189
ATR 0.086 0.088 0.002 2.1% 0.000
Volume 170,367 190,872 20,505 12.0% 586,895
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.128 3.083 2.875
R3 3.016 2.971 2.844
R2 2.904 2.904 2.834
R1 2.859 2.859 2.823 2.882
PP 2.792 2.792 2.792 2.804
S1 2.747 2.747 2.803 2.770
S2 2.680 2.680 2.792
S3 2.568 2.635 2.782
S4 2.456 2.523 2.751
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.339 3.217 2.820
R3 3.150 3.028 2.768
R2 2.961 2.961 2.751
R1 2.839 2.839 2.733 2.806
PP 2.772 2.772 2.772 2.756
S1 2.650 2.650 2.699 2.617
S2 2.583 2.583 2.681
S3 2.394 2.461 2.664
S4 2.205 2.272 2.612
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.863 2.706 0.157 5.6% 0.085 3.0% 68% False False 149,776
10 2.895 2.706 0.189 6.7% 0.081 2.9% 57% False False 129,196
20 2.957 2.706 0.251 8.9% 0.084 3.0% 43% False False 104,519
40 2.988 2.656 0.332 11.8% 0.087 3.1% 47% False False 73,449
60 3.163 2.600 0.563 20.0% 0.091 3.2% 38% False False 60,234
80 3.163 2.589 0.574 20.4% 0.090 3.2% 39% False False 49,448
100 3.163 2.589 0.574 20.4% 0.087 3.1% 39% False False 41,726
120 3.163 2.589 0.574 20.4% 0.088 3.1% 39% False False 36,164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.314
2.618 3.131
1.618 3.019
1.000 2.950
0.618 2.907
HIGH 2.838
0.618 2.795
0.500 2.782
0.382 2.769
LOW 2.726
0.618 2.657
1.000 2.614
1.618 2.545
2.618 2.433
4.250 2.250
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 2.803 2.807
PP 2.792 2.801
S1 2.782 2.795

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

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