NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	2.888	2.880	-0.008	-0.3%	2.853
High	2.918	2.907	-0.011	-0.4%	2.956
Low	2.858	2.822	-0.036	-1.3%	2.823
Close	2.899	2.858	-0.041	-1.4%	2.899
Range	0.060	0.085	0.025	41.7%	0.133
ATR	0.088	0.088	0.000	-0.3%	0.000
Volume	39,307	24,891	-14,416	-36.7%	173,205

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.117	3.073	2.905
R3	3.032	2.988	2.881
R2	2.947	2.947	2.874
R1	2.903	2.903	2.866	2.883
PP	2.862	2.862	2.862	2.852
S1	2.818	2.818	2.850	2.798
S2	2.777	2.777	2.842
S3	2.692	2.733	2.835
S4	2.607	2.648	2.811

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.292	3.228	2.972
R3	3.159	3.095	2.936
R2	3.026	3.026	2.923
R1	2.962	2.962	2.911	2.994
PP	2.893	2.893	2.893	2.909
S1	2.829	2.829	2.887	2.861
S2	2.760	2.760	2.875
S3	2.627	2.696	2.862
S4	2.494	2.563	2.826

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.956	2.822	0.134	4.7%	0.081	2.8%	27%	False	True	33,410
10	2.956	2.693	0.263	9.2%	0.084	2.9%	63%	False	False	31,484
20	2.956	2.693	0.263	9.2%	0.081	2.8%	63%	False	False	29,674
40	3.057	2.640	0.417	14.6%	0.088	3.1%	52%	False	False	31,907
60	3.180	2.638	0.542	19.0%	0.090	3.1%	41%	False	False	30,834
80	3.180	2.638	0.542	19.0%	0.085	3.0%	41%	False	False	27,408
100	3.180	2.638	0.542	19.0%	0.085	3.0%	41%	False	False	26,240
120	3.180	2.638	0.542	19.0%	0.089	3.1%	41%	False	False	25,664

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.268
2.618	3.130
1.618	3.045
1.000	2.992
0.618	2.960
HIGH	2.907
0.618	2.875
0.500	2.865
0.382	2.854
LOW	2.822
0.618	2.769
1.000	2.737
1.618	2.684
2.618	2.599
4.250	2.461

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	2.865	2.883
PP	2.862	2.875
S1	2.860	2.866

Download as Excel Spreadsheet

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

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