NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 2.760 2.732 -0.028 -1.0% 2.807
High 2.798 2.781 -0.017 -0.6% 2.925
Low 2.723 2.693 -0.030 -1.1% 2.780
Close 2.732 2.773 0.041 1.5% 2.867
Range 0.075 0.088 0.013 17.3% 0.145
ATR 0.093 0.092 0.000 -0.3% 0.000
Volume 26,671 32,782 6,111 22.9% 113,118
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.013 2.981 2.821
R3 2.925 2.893 2.797
R2 2.837 2.837 2.789
R1 2.805 2.805 2.781 2.821
PP 2.749 2.749 2.749 2.757
S1 2.717 2.717 2.765 2.733
S2 2.661 2.661 2.757
S3 2.573 2.629 2.749
S4 2.485 2.541 2.725
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 2.693 0.232 8.4% 0.079 2.9% 34% False True 27,141
10 2.925 2.693 0.232 8.4% 0.084 3.0% 34% False True 27,791
20 3.013 2.693 0.320 11.5% 0.086 3.1% 25% False True 30,886
40 3.180 2.640 0.540 19.5% 0.091 3.3% 25% False False 32,779
60 3.180 2.638 0.542 19.5% 0.090 3.2% 25% False False 29,214
80 3.180 2.638 0.542 19.5% 0.086 3.1% 25% False False 26,607
100 3.180 2.638 0.542 19.5% 0.088 3.2% 25% False False 25,921
120 3.180 2.638 0.542 19.5% 0.091 3.3% 25% False False 24,947
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.155
2.618 3.011
1.618 2.923
1.000 2.869
0.618 2.835
HIGH 2.781
0.618 2.747
0.500 2.737
0.382 2.727
LOW 2.693
0.618 2.639
1.000 2.605
1.618 2.551
2.618 2.463
4.250 2.319
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 2.761 2.771
PP 2.749 2.769
S1 2.737 2.767

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

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