NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 2.846 2.885 0.039 1.4% 2.924
High 2.892 2.949 0.057 2.0% 2.949
Low 2.820 2.884 0.064 2.3% 2.820
Close 2.884 2.919 0.035 1.2% 2.919
Range 0.072 0.065 -0.007 -9.7% 0.129
ATR 0.082 0.080 -0.001 -1.4% 0.000
Volume 22,869 27,387 4,518 19.8% 103,700
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.112 3.081 2.955
R3 3.047 3.016 2.937
R2 2.982 2.982 2.931
R1 2.951 2.951 2.925 2.967
PP 2.917 2.917 2.917 2.925
S1 2.886 2.886 2.913 2.902
S2 2.852 2.852 2.907
S3 2.787 2.821 2.901
S4 2.722 2.756 2.883
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.283 3.230 2.990
R3 3.154 3.101 2.954
R2 3.025 3.025 2.943
R1 2.972 2.972 2.931 2.934
PP 2.896 2.896 2.896 2.877
S1 2.843 2.843 2.907 2.805
S2 2.767 2.767 2.895
S3 2.638 2.714 2.884
S4 2.509 2.585 2.848
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.949 2.820 0.129 4.4% 0.066 2.3% 77% True False 20,740
10 3.020 2.820 0.200 6.9% 0.072 2.5% 50% False False 20,888
20 3.118 2.820 0.298 10.2% 0.074 2.5% 33% False False 18,728
40 3.254 2.770 0.484 16.6% 0.080 2.7% 31% False False 16,971
60 3.254 2.764 0.490 16.8% 0.077 2.6% 32% False False 14,319
80 3.254 2.750 0.504 17.3% 0.075 2.6% 34% False False 12,197
100 3.254 2.750 0.504 17.3% 0.075 2.6% 34% False False 10,912
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.225
2.618 3.119
1.618 3.054
1.000 3.014
0.618 2.989
HIGH 2.949
0.618 2.924
0.500 2.917
0.382 2.909
LOW 2.884
0.618 2.844
1.000 2.819
1.618 2.779
2.618 2.714
4.250 2.608
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 2.918 2.908
PP 2.917 2.896
S1 2.917 2.885

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

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