NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 2.995 2.972 -0.023 -0.8% 2.955
High 3.009 3.030 0.021 0.7% 3.050
Low 2.928 2.961 0.033 1.1% 2.927
Close 2.963 3.025 0.062 2.1% 2.998
Range 0.081 0.069 -0.012 -14.8% 0.123
ATR 0.079 0.078 -0.001 -0.9% 0.000
Volume 15,549 21,248 5,699 36.7% 128,675
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.212 3.188 3.063
R3 3.143 3.119 3.044
R2 3.074 3.074 3.038
R1 3.050 3.050 3.031 3.062
PP 3.005 3.005 3.005 3.012
S1 2.981 2.981 3.019 2.993
S2 2.936 2.936 3.012
S3 2.867 2.912 3.006
S4 2.798 2.843 2.987
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.361 3.302 3.066
R3 3.238 3.179 3.032
R2 3.115 3.115 3.021
R1 3.056 3.056 3.009 3.086
PP 2.992 2.992 2.992 3.006
S1 2.933 2.933 2.987 2.963
S2 2.869 2.869 2.975
S3 2.746 2.810 2.964
S4 2.623 2.687 2.930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.036 2.928 0.108 3.6% 0.070 2.3% 90% False False 22,736
10 3.050 2.820 0.230 7.6% 0.073 2.4% 89% False False 23,616
20 3.050 2.820 0.230 7.6% 0.072 2.4% 89% False False 21,101
40 3.118 2.770 0.348 11.5% 0.078 2.6% 73% False False 18,863
60 3.254 2.764 0.490 16.2% 0.080 2.6% 53% False False 16,312
80 3.254 2.750 0.504 16.7% 0.075 2.5% 55% False False 13,682
100 3.254 2.750 0.504 16.7% 0.074 2.4% 55% False False 12,051
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.323
2.618 3.211
1.618 3.142
1.000 3.099
0.618 3.073
HIGH 3.030
0.618 3.004
0.500 2.996
0.382 2.987
LOW 2.961
0.618 2.918
1.000 2.892
1.618 2.849
2.618 2.780
4.250 2.668
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 3.015 3.010
PP 3.005 2.994
S1 2.996 2.979

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

View Archives - Comment on this page... - Back to Index of Symbols