NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 2.894 2.807 -0.087 -3.0% 2.852
High 2.902 2.881 -0.021 -0.7% 2.908
Low 2.811 2.780 -0.031 -1.1% 2.785
Close 2.814 2.847 0.033 1.2% 2.814
Range 0.091 0.101 0.010 11.0% 0.123
ATR 0.095 0.095 0.000 0.5% 0.000
Volume 41,096 32,489 -8,607 -20.9% 137,431
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.139 3.094 2.903
R3 3.038 2.993 2.875
R2 2.937 2.937 2.866
R1 2.892 2.892 2.856 2.915
PP 2.836 2.836 2.836 2.847
S1 2.791 2.791 2.838 2.814
S2 2.735 2.735 2.828
S3 2.634 2.690 2.819
S4 2.533 2.589 2.791
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.205 3.132 2.882
R3 3.082 3.009 2.848
R2 2.959 2.959 2.837
R1 2.886 2.886 2.825 2.861
PP 2.836 2.836 2.836 2.823
S1 2.763 2.763 2.803 2.738
S2 2.713 2.713 2.791
S3 2.590 2.640 2.780
S4 2.467 2.517 2.746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.908 2.780 0.128 4.5% 0.086 3.0% 52% False True 27,961
10 3.013 2.780 0.233 8.2% 0.087 3.0% 29% False True 31,383
20 3.013 2.640 0.373 13.1% 0.094 3.3% 55% False False 33,078
40 3.180 2.640 0.540 19.0% 0.094 3.3% 38% False False 32,328
60 3.180 2.638 0.542 19.0% 0.087 3.1% 39% False False 27,929
80 3.180 2.638 0.542 19.0% 0.086 3.0% 39% False False 26,074
100 3.180 2.638 0.542 19.0% 0.089 3.1% 39% False False 25,524
120 3.283 2.638 0.645 22.7% 0.094 3.3% 32% False False 24,416
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.310
2.618 3.145
1.618 3.044
1.000 2.982
0.618 2.943
HIGH 2.881
0.618 2.842
0.500 2.831
0.382 2.819
LOW 2.780
0.618 2.718
1.000 2.679
1.618 2.617
2.618 2.516
4.250 2.351
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 2.842 2.846
PP 2.836 2.845
S1 2.831 2.844

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

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