NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 30-Jun-2015

Day Change Summary
	Previous	Current
	29-Jun-2015	30-Jun-2015	Change	Change %	Previous Week
Open	2.807	2.840	0.033	1.2%	2.852
High	2.881	2.874	-0.007	-0.2%	2.908
Low	2.780	2.796	0.016	0.6%	2.785
Close	2.847	2.869	0.022	0.8%	2.814
Range	0.101	0.078	-0.023	-22.8%	0.123
ATR	0.095	0.094	-0.001	-1.3%	0.000
Volume	32,489	29,405	-3,084	-9.5%	137,431

Daily Pivots for day following 30-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.080	3.053	2.912
R3	3.002	2.975	2.890
R2	2.924	2.924	2.883
R1	2.897	2.897	2.876	2.911
PP	2.846	2.846	2.846	2.853
S1	2.819	2.819	2.862	2.833
S2	2.768	2.768	2.855
S3	2.690	2.741	2.848
S4	2.612	2.663	2.826

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%	0.085	3.0%	70%	False	False	27,935
10	3.013	2.780	0.233	8.1%	0.085	3.0%	38%	False	False	30,812
20	3.013	2.640	0.373	13.0%	0.092	3.2%	61%	False	False	33,164
40	3.180	2.640	0.540	18.8%	0.094	3.3%	42%	False	False	32,588
60	3.180	2.638	0.542	18.9%	0.087	3.0%	43%	False	False	28,108
80	3.180	2.638	0.542	18.9%	0.086	3.0%	43%	False	False	26,152
100	3.180	2.638	0.542	18.9%	0.089	3.1%	43%	False	False	25,654
120	3.283	2.638	0.645	22.5%	0.094	3.3%	36%	False	False	24,581

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.206
2.618	3.078
1.618	3.000
1.000	2.952
0.618	2.922
HIGH	2.874
0.618	2.844
0.500	2.835
0.382	2.826
LOW	2.796
0.618	2.748
1.000	2.718
1.618	2.670
2.618	2.592
4.250	2.465

Fisher Pivots for day following 30-Jun-2015
Pivot	1 day	3 day
R1	2.858	2.860
PP	2.846	2.850
S1	2.835	2.841

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