NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	2.868	2.915	0.047	1.6%	2.853
High	2.925	2.946	0.021	0.7%	2.956
Low	2.857	2.880	0.023	0.8%	2.823
Close	2.917	2.937	0.020	0.7%	2.899
Range	0.068	0.066	-0.002	-2.9%	0.133
ATR	0.087	0.085	-0.001	-1.7%	0.000
Volume	30,368	22,368	-8,000	-26.3%	173,205

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.119	3.094	2.973
R3	3.053	3.028	2.955
R2	2.987	2.987	2.949
R1	2.962	2.962	2.943	2.975
PP	2.921	2.921	2.921	2.927
S1	2.896	2.896	2.931	2.909
S2	2.855	2.855	2.925
S3	2.789	2.830	2.919
S4	2.723	2.764	2.901

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	2.946	2.822	0.124	4.2%	0.071	2.4%	93%	True	False	29,769
10	2.956	2.693	0.263	9.0%	0.079	2.7%	93%	False	False	31,918
20	2.956	2.693	0.263	9.0%	0.080	2.7%	93%	False	False	29,328
40	3.013	2.640	0.373	12.7%	0.087	3.0%	80%	False	False	31,509
60	3.180	2.640	0.540	18.4%	0.091	3.1%	55%	False	False	31,142
80	3.180	2.638	0.542	18.5%	0.084	2.9%	55%	False	False	27,562
100	3.180	2.638	0.542	18.5%	0.084	2.9%	55%	False	False	26,302
120	3.180	2.638	0.542	18.5%	0.088	3.0%	55%	False	False	25,876

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	0.026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.227
2.618	3.119
1.618	3.053
1.000	3.012
0.618	2.987
HIGH	2.946
0.618	2.921
0.500	2.913
0.382	2.905
LOW	2.880
0.618	2.839
1.000	2.814
1.618	2.773
2.618	2.707
4.250	2.600

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	2.929	2.919
PP	2.921	2.902
S1	2.913	2.884

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