NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 2.949 2.888 -0.061 -2.1% 2.995
High 2.950 2.952 0.002 0.1% 3.079
Low 2.911 2.883 -0.028 -1.0% 2.911
Close 2.913 2.929 0.016 0.5% 2.913
Range 0.039 0.069 0.030 76.9% 0.168
ATR 0.078 0.078 -0.001 -0.9% 0.000
Volume 25,592 19,442 -6,150 -24.0% 104,619
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.128 3.098 2.967
R3 3.059 3.029 2.948
R2 2.990 2.990 2.942
R1 2.960 2.960 2.935 2.975
PP 2.921 2.921 2.921 2.929
S1 2.891 2.891 2.923 2.906
S2 2.852 2.852 2.916
S3 2.783 2.822 2.910
S4 2.714 2.753 2.891
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.472 3.360 3.005
R3 3.304 3.192 2.959
R2 3.136 3.136 2.944
R1 3.024 3.024 2.928 2.996
PP 2.968 2.968 2.968 2.954
S1 2.856 2.856 2.898 2.828
S2 2.800 2.800 2.882
S3 2.632 2.688 2.867
S4 2.464 2.520 2.821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.079 2.883 0.196 6.7% 0.074 2.5% 23% False True 21,702
10 3.079 2.883 0.196 6.7% 0.075 2.6% 23% False True 22,852
20 3.079 2.820 0.259 8.8% 0.073 2.5% 42% False False 21,661
40 3.118 2.770 0.348 11.9% 0.077 2.6% 46% False False 19,872
60 3.254 2.770 0.484 16.5% 0.080 2.7% 33% False False 17,361
80 3.254 2.750 0.504 17.2% 0.076 2.6% 36% False False 14,570
100 3.254 2.750 0.504 17.2% 0.075 2.6% 36% False False 12,753
120 3.254 2.750 0.504 17.2% 0.077 2.6% 36% False False 11,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.245
2.618 3.133
1.618 3.064
1.000 3.021
0.618 2.995
HIGH 2.952
0.618 2.926
0.500 2.918
0.382 2.909
LOW 2.883
0.618 2.840
1.000 2.814
1.618 2.771
2.618 2.702
4.250 2.590
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 2.925 2.981
PP 2.921 2.964
S1 2.918 2.946

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

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