NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	2.920	2.981	0.061	2.1%	2.995
High	2.980	3.010	0.030	1.0%	3.079
Low	2.917	2.960	0.043	1.5%	2.911
Close	2.962	2.999	0.037	1.2%	2.913
Range	0.063	0.050	-0.013	-20.6%	0.168
ATR	0.077	0.075	-0.002	-2.5%	0.000
Volume	18,737	17,382	-1,355	-7.2%	104,619

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.140	3.119	3.027
R3	3.090	3.069	3.013
R2	3.040	3.040	3.008
R1	3.019	3.019	3.004	3.030
PP	2.990	2.990	2.990	2.995
S1	2.969	2.969	2.994	2.980
S2	2.940	2.940	2.990
S3	2.890	2.919	2.985
S4	2.840	2.869	2.972

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	6.5%	0.071	2.4%	59%	False	False	20,720
10	3.079	2.883	0.196	6.5%	0.070	2.3%	59%	False	False	20,990
20	3.079	2.820	0.259	8.6%	0.071	2.4%	69%	False	False	21,350
40	3.118	2.770	0.348	11.6%	0.076	2.5%	66%	False	False	20,156
60	3.254	2.770	0.484	16.1%	0.079	2.6%	47%	False	False	17,584
80	3.254	2.750	0.504	16.8%	0.075	2.5%	49%	False	False	14,841
100	3.254	2.750	0.504	16.8%	0.075	2.5%	49%	False	False	13,049
120	3.254	2.750	0.504	16.8%	0.076	2.5%	49%	False	False	11,722

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 3 trading days

Fibonacci Retracements and Extensions
4.250	3.223
2.618	3.141
1.618	3.091
1.000	3.060
0.618	3.041
HIGH	3.010
0.618	2.991
0.500	2.985
0.382	2.979
LOW	2.960
0.618	2.929
1.000	2.910
1.618	2.879
2.618	2.829
4.250	2.748

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	2.994	2.982
PP	2.990	2.964
S1	2.985	2.947

Download as Excel Spreadsheet

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

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