NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 2.888 2.920 0.032 1.1% 2.995
High 2.952 2.980 0.028 0.9% 3.079
Low 2.883 2.917 0.034 1.2% 2.911
Close 2.929 2.962 0.033 1.1% 2.913
Range 0.069 0.063 -0.006 -8.7% 0.168
ATR 0.078 0.077 -0.001 -1.4% 0.000
Volume 19,442 18,737 -705 -3.6% 104,619
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.142 3.115 2.997
R3 3.079 3.052 2.979
R2 3.016 3.016 2.974
R1 2.989 2.989 2.968 3.003
PP 2.953 2.953 2.953 2.960
S1 2.926 2.926 2.956 2.940
S2 2.890 2.890 2.950
S3 2.827 2.863 2.945
S4 2.764 2.800 2.927
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 6.6% 0.073 2.5% 40% False False 21,200
10 3.079 2.883 0.196 6.6% 0.071 2.4% 40% False False 21,968
20 3.079 2.820 0.259 8.7% 0.072 2.4% 55% False False 21,422
40 3.118 2.770 0.348 11.7% 0.077 2.6% 55% False False 20,051
60 3.254 2.770 0.484 16.3% 0.080 2.7% 40% False False 17,398
80 3.254 2.750 0.504 17.0% 0.075 2.5% 42% False False 14,721
100 3.254 2.750 0.504 17.0% 0.075 2.5% 42% False False 12,918
120 3.254 2.750 0.504 17.0% 0.076 2.6% 42% False False 11,602
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.248
2.618 3.145
1.618 3.082
1.000 3.043
0.618 3.019
HIGH 2.980
0.618 2.956
0.500 2.949
0.382 2.941
LOW 2.917
0.618 2.878
1.000 2.854
1.618 2.815
2.618 2.752
4.250 2.649
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 2.958 2.952
PP 2.953 2.942
S1 2.949 2.932

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

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