NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 2.781 2.853 0.072 2.6% 2.829
High 2.845 2.911 0.066 2.3% 2.845
Low 2.769 2.823 0.054 2.0% 2.693
Close 2.811 2.895 0.084 3.0% 2.811
Range 0.076 0.088 0.012 15.8% 0.152
ATR 0.091 0.092 0.001 0.7% 0.000
Volume 35,567 31,043 -4,524 -12.7% 144,835
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.140 3.106 2.943
R3 3.052 3.018 2.919
R2 2.964 2.964 2.911
R1 2.930 2.930 2.903 2.947
PP 2.876 2.876 2.876 2.885
S1 2.842 2.842 2.887 2.859
S2 2.788 2.788 2.879
S3 2.700 2.754 2.871
S4 2.612 2.666 2.847
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 2.911 2.693 0.218 7.5% 0.086 3.0% 93% True False 29,557
10 2.925 2.693 0.232 8.0% 0.082 2.8% 87% False False 28,899
20 3.013 2.693 0.320 11.1% 0.086 3.0% 63% False False 29,772
40 3.180 2.640 0.540 18.7% 0.090 3.1% 47% False False 32,670
60 3.180 2.638 0.542 18.7% 0.088 3.0% 47% False False 29,783
80 3.180 2.638 0.542 18.7% 0.085 2.9% 47% False False 26,916
100 3.180 2.638 0.542 18.7% 0.087 3.0% 47% False False 26,057
120 3.180 2.638 0.542 18.7% 0.090 3.1% 47% False False 25,091
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.285
2.618 3.141
1.618 3.053
1.000 2.999
0.618 2.965
HIGH 2.911
0.618 2.877
0.500 2.867
0.382 2.857
LOW 2.823
0.618 2.769
1.000 2.735
1.618 2.681
2.618 2.593
4.250 2.449
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 2.886 2.864
PP 2.876 2.833
S1 2.867 2.802

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

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