NYMEX Natural Gas Future October 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 2.869 2.850 -0.019 -0.7% 2.852
High 2.891 2.925 0.034 1.2% 2.908
Low 2.809 2.849 0.040 1.4% 2.785
Close 2.831 2.867 0.036 1.3% 2.814
Range 0.082 0.076 -0.006 -7.3% 0.123
ATR 0.093 0.093 0.000 0.1% 0.000
Volume 24,784 26,440 1,656 6.7% 137,431
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.108 3.064 2.909
R3 3.032 2.988 2.888
R2 2.956 2.956 2.881
R1 2.912 2.912 2.874 2.934
PP 2.880 2.880 2.880 2.892
S1 2.836 2.836 2.860 2.858
S2 2.804 2.804 2.853
S3 2.728 2.760 2.846
S4 2.652 2.684 2.825
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 2.925 2.780 0.145 5.1% 0.086 3.0% 60% True False 30,842
10 2.925 2.780 0.145 5.1% 0.082 2.9% 60% True False 28,447
20 3.013 2.663 0.350 12.2% 0.090 3.1% 58% False False 32,774
40 3.180 2.640 0.540 18.8% 0.095 3.3% 42% False False 33,089
60 3.180 2.638 0.542 18.9% 0.088 3.1% 42% False False 28,524
80 3.180 2.638 0.542 18.9% 0.087 3.0% 42% False False 26,272
100 3.180 2.638 0.542 18.9% 0.089 3.1% 42% False False 25,851
120 3.283 2.638 0.645 22.5% 0.093 3.3% 36% False False 24,736
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 0.018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.248
2.618 3.124
1.618 3.048
1.000 3.001
0.618 2.972
HIGH 2.925
0.618 2.896
0.500 2.887
0.382 2.878
LOW 2.849
0.618 2.802
1.000 2.773
1.618 2.726
2.618 2.650
4.250 2.526
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 2.887 2.865
PP 2.880 2.863
S1 2.874 2.861

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

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