NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	2.822	2.863	0.041	1.5%	2.880
High	2.873	2.898	0.025	0.9%	2.983
Low	2.806	2.847	0.041	1.5%	2.802
Close	2.845	2.888	0.043	1.5%	2.804
Range	0.067	0.051	-0.016	-23.9%	0.181
ATR	0.084	0.082	-0.002	-2.6%	0.000
Volume	22,569	33,647	11,078	49.1%	145,404

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.031	3.010	2.916
R3	2.980	2.959	2.902
R2	2.929	2.929	2.897
R1	2.908	2.908	2.893	2.919
PP	2.878	2.878	2.878	2.883
S1	2.857	2.857	2.883	2.868
S2	2.827	2.827	2.879
S3	2.776	2.806	2.874
S4	2.725	2.755	2.860

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.406	3.286	2.904
R3	3.225	3.105	2.854
R2	3.044	3.044	2.837
R1	2.924	2.924	2.821	2.894
PP	2.863	2.863	2.863	2.848
S1	2.743	2.743	2.787	2.713
S2	2.682	2.682	2.771
S3	2.501	2.562	2.754
S4	2.320	2.381	2.704

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.983	2.771	0.212	7.3%	0.077	2.7%	55%	False	False	29,800
10	2.983	2.771	0.212	7.3%	0.074	2.6%	55%	False	False	29,784
20	2.983	2.693	0.290	10.0%	0.078	2.7%	67%	False	False	29,794
40	3.013	2.640	0.373	12.9%	0.085	2.9%	66%	False	False	31,479
60	3.180	2.640	0.540	18.7%	0.089	3.1%	46%	False	False	31,657
80	3.180	2.638	0.542	18.8%	0.085	2.9%	46%	False	False	28,529
100	3.180	2.638	0.542	18.8%	0.085	2.9%	46%	False	False	26,881
120	3.180	2.638	0.542	18.8%	0.087	3.0%	46%	False	False	26,344

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 3 trading days

Fibonacci Retracements and Extensions
4.250	3.115
2.618	3.032
1.618	2.981
1.000	2.949
0.618	2.930
HIGH	2.898
0.618	2.879
0.500	2.873
0.382	2.866
LOW	2.847
0.618	2.815
1.000	2.796
1.618	2.764
2.618	2.713
4.250	2.630

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	2.883	2.870
PP	2.878	2.852
S1	2.873	2.835

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