NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 2.955 2.998 0.043 1.5% 2.924
High 3.008 3.050 0.042 1.4% 2.949
Low 2.927 2.951 0.024 0.8% 2.820
Close 2.993 2.964 -0.029 -1.0% 2.919
Range 0.081 0.099 0.018 22.2% 0.129
ATR 0.081 0.082 0.001 1.6% 0.000
Volume 24,208 27,584 3,376 13.9% 103,700
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.285 3.224 3.018
R3 3.186 3.125 2.991
R2 3.087 3.087 2.982
R1 3.026 3.026 2.973 3.007
PP 2.988 2.988 2.988 2.979
S1 2.927 2.927 2.955 2.908
S2 2.889 2.889 2.946
S3 2.790 2.828 2.937
S4 2.691 2.729 2.910
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 3.050 2.820 0.230 7.8% 0.076 2.6% 63% True False 24,496
10 3.050 2.820 0.230 7.8% 0.073 2.5% 63% True False 20,876
20 3.118 2.820 0.298 10.1% 0.073 2.5% 48% False False 19,898
40 3.254 2.770 0.484 16.3% 0.081 2.7% 40% False False 17,478
60 3.254 2.764 0.490 16.5% 0.078 2.6% 41% False False 14,860
80 3.254 2.750 0.504 17.0% 0.075 2.5% 42% False False 12,590
100 3.254 2.750 0.504 17.0% 0.075 2.5% 42% False False 11,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 3.471
2.618 3.309
1.618 3.210
1.000 3.149
0.618 3.111
HIGH 3.050
0.618 3.012
0.500 3.001
0.382 2.989
LOW 2.951
0.618 2.890
1.000 2.852
1.618 2.791
2.618 2.692
4.250 2.530
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 3.001 2.967
PP 2.988 2.966
S1 2.976 2.965

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

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