NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 2.829 2.798 -0.031 -1.1% 2.807
High 2.829 2.840 0.011 0.4% 2.925
Low 2.777 2.735 -0.042 -1.5% 2.780
Close 2.797 2.758 -0.039 -1.4% 2.867
Range 0.052 0.105 0.053 101.9% 0.145
ATR 0.093 0.094 0.001 0.9% 0.000
Volume 28,091 21,724 -6,367 -22.7% 113,118
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.093 3.030 2.816
R3 2.988 2.925 2.787
R2 2.883 2.883 2.777
R1 2.820 2.820 2.768 2.799
PP 2.778 2.778 2.778 2.767
S1 2.715 2.715 2.748 2.694
S2 2.673 2.673 2.739
S3 2.568 2.610 2.729
S4 2.463 2.505 2.700
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.292 3.225 2.947
R3 3.147 3.080 2.907
R2 3.002 3.002 2.894
R1 2.935 2.935 2.880 2.969
PP 2.857 2.857 2.857 2.874
S1 2.790 2.790 2.854 2.824
S2 2.712 2.712 2.840
S3 2.567 2.645 2.827
S4 2.422 2.500 2.787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.925 2.735 0.190 6.9% 0.079 2.8% 12% False True 26,088
10 2.925 2.735 0.190 6.9% 0.082 3.0% 12% False True 27,025
20 3.013 2.735 0.278 10.1% 0.090 3.3% 8% False True 32,037
40 3.180 2.640 0.540 19.6% 0.094 3.4% 22% False False 33,103
60 3.180 2.638 0.542 19.7% 0.088 3.2% 22% False False 28,720
80 3.180 2.638 0.542 19.7% 0.085 3.1% 22% False False 26,402
100 3.180 2.638 0.542 19.7% 0.089 3.2% 22% False False 25,938
120 3.283 2.638 0.645 23.4% 0.093 3.4% 19% False False 24,845
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3.286
2.618 3.115
1.618 3.010
1.000 2.945
0.618 2.905
HIGH 2.840
0.618 2.800
0.500 2.788
0.382 2.775
LOW 2.735
0.618 2.670
1.000 2.630
1.618 2.565
2.618 2.460
4.250 2.289
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 2.788 2.830
PP 2.778 2.806
S1 2.768 2.782

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

View Archives - Comment on this page... - Back to Index of Symbols