NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 2.994 2.927 -0.067 -2.2% 2.888
High 3.019 2.932 -0.087 -2.9% 3.019
Low 2.908 2.860 -0.048 -1.7% 2.860
Close 2.911 2.868 -0.043 -1.5% 2.868
Range 0.111 0.072 -0.039 -35.1% 0.159
ATR 0.077 0.077 0.000 -0.5% 0.000
Volume 23,893 27,495 3,602 15.1% 106,949
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.103 3.057 2.908
R3 3.031 2.985 2.888
R2 2.959 2.959 2.881
R1 2.913 2.913 2.875 2.900
PP 2.887 2.887 2.887 2.880
S1 2.841 2.841 2.861 2.828
S2 2.815 2.815 2.855
S3 2.743 2.769 2.848
S4 2.671 2.697 2.828
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.393 3.289 2.955
R3 3.234 3.130 2.912
R2 3.075 3.075 2.897
R1 2.971 2.971 2.883 2.944
PP 2.916 2.916 2.916 2.902
S1 2.812 2.812 2.853 2.785
S2 2.757 2.757 2.839
S3 2.598 2.653 2.824
S4 2.439 2.494 2.781
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.019 2.860 0.159 5.5% 0.073 2.5% 5% False True 21,389
10 3.079 2.860 0.219 7.6% 0.075 2.6% 4% False True 21,156
20 3.079 2.820 0.259 9.0% 0.073 2.5% 19% False False 22,197
40 3.118 2.793 0.325 11.3% 0.076 2.7% 23% False False 20,652
60 3.254 2.770 0.484 16.9% 0.081 2.8% 20% False False 18,245
80 3.254 2.750 0.504 17.6% 0.076 2.7% 23% False False 15,329
100 3.254 2.750 0.504 17.6% 0.075 2.6% 23% False False 13,474
120 3.254 2.750 0.504 17.6% 0.077 2.7% 23% False False 12,112
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.238
2.618 3.120
1.618 3.048
1.000 3.004
0.618 2.976
HIGH 2.932
0.618 2.904
0.500 2.896
0.382 2.888
LOW 2.860
0.618 2.816
1.000 2.788
1.618 2.744
2.618 2.672
4.250 2.554
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 2.896 2.940
PP 2.887 2.916
S1 2.877 2.892

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

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