NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 3.002 2.908 -0.094 -3.1% 2.928
High 3.010 2.977 -0.033 -1.1% 3.013
Low 2.920 2.896 -0.024 -0.8% 2.905
Close 2.923 2.947 0.024 0.8% 2.923
Range 0.090 0.081 -0.009 -10.0% 0.108
ATR 0.085 0.085 0.000 -0.3% 0.000
Volume 28,404 23,516 -4,888 -17.2% 95,443
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.183 3.146 2.992
R3 3.102 3.065 2.969
R2 3.021 3.021 2.962
R1 2.984 2.984 2.954 3.003
PP 2.940 2.940 2.940 2.949
S1 2.903 2.903 2.940 2.922
S2 2.859 2.859 2.932
S3 2.778 2.822 2.925
S4 2.697 2.741 2.902
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.271 3.205 2.982
R3 3.163 3.097 2.953
R2 3.055 3.055 2.943
R1 2.989 2.989 2.933 2.968
PP 2.947 2.947 2.947 2.937
S1 2.881 2.881 2.913 2.860
S2 2.839 2.839 2.903
S3 2.731 2.773 2.893
S4 2.623 2.665 2.864
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.013 2.896 0.117 4.0% 0.074 2.5% 44% False True 19,917
10 3.118 2.896 0.222 7.5% 0.074 2.5% 23% False True 18,920
20 3.118 2.770 0.348 11.8% 0.082 2.8% 51% False False 18,680
40 3.254 2.770 0.484 16.4% 0.083 2.8% 37% False False 15,386
60 3.254 2.750 0.504 17.1% 0.076 2.6% 39% False False 12,488
80 3.254 2.750 0.504 17.1% 0.075 2.6% 39% False False 10,792
100 3.254 2.750 0.504 17.1% 0.077 2.6% 39% False False 9,638
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 True
Bear Hook True
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.321
2.618 3.189
1.618 3.108
1.000 3.058
0.618 3.027
HIGH 2.977
0.618 2.946
0.500 2.937
0.382 2.927
LOW 2.896
0.618 2.846
1.000 2.815
1.618 2.765
2.618 2.684
4.250 2.552
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 2.944 2.955
PP 2.940 2.952
S1 2.937 2.950

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

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