NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 2.732 2.781 0.049 1.8% 2.829
High 2.781 2.845 0.064 2.3% 2.845
Low 2.693 2.769 0.076 2.8% 2.693
Close 2.773 2.811 0.038 1.4% 2.811
Range 0.088 0.076 -0.012 -13.6% 0.152
ATR 0.092 0.091 -0.001 -1.3% 0.000
Volume 32,782 35,567 2,785 8.5% 144,835
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.036 3.000 2.853
R3 2.960 2.924 2.832
R2 2.884 2.884 2.825
R1 2.848 2.848 2.818 2.866
PP 2.808 2.808 2.808 2.818
S1 2.772 2.772 2.804 2.790
S2 2.732 2.732 2.797
S3 2.656 2.696 2.790
S4 2.580 2.620 2.769
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.239 3.177 2.895
R3 3.087 3.025 2.853
R2 2.935 2.935 2.839
R1 2.873 2.873 2.825 2.828
PP 2.783 2.783 2.783 2.761
S1 2.721 2.721 2.797 2.676
S2 2.631 2.631 2.783
S3 2.479 2.569 2.769
S4 2.327 2.417 2.727
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.845 2.693 0.152 5.4% 0.079 2.8% 78% True False 28,967
10 2.925 2.693 0.232 8.3% 0.082 2.9% 51% False False 29,904
20 3.013 2.693 0.320 11.4% 0.085 3.0% 37% False False 30,351
40 3.180 2.640 0.540 19.2% 0.091 3.2% 32% False False 32,722
60 3.180 2.638 0.542 19.3% 0.089 3.2% 32% False False 29,590
80 3.180 2.638 0.542 19.3% 0.086 3.0% 32% False False 26,907
100 3.180 2.638 0.542 19.3% 0.087 3.1% 32% False False 26,035
120 3.180 2.638 0.542 19.3% 0.090 3.2% 32% False False 24,984
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.168
2.618 3.044
1.618 2.968
1.000 2.921
0.618 2.892
HIGH 2.845
0.618 2.816
0.500 2.807
0.382 2.798
LOW 2.769
0.618 2.722
1.000 2.693
1.618 2.646
2.618 2.570
4.250 2.446
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 2.810 2.797
PP 2.808 2.783
S1 2.807 2.769

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

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