NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	2.879	2.897	0.018	0.6%	2.888
High	2.930	2.951	0.021	0.7%	3.019
Low	2.856	2.897	0.041	1.4%	2.860
Close	2.888	2.941	0.053	1.8%	2.868
Range	0.074	0.054	-0.020	-27.0%	0.159
ATR	0.077	0.076	-0.001	-1.3%	0.000
Volume	23,097	34,084	10,987	47.6%	106,949

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.092	3.070	2.971
R3	3.038	3.016	2.956
R2	2.984	2.984	2.951
R1	2.962	2.962	2.946	2.973
PP	2.930	2.930	2.930	2.935
S1	2.908	2.908	2.936	2.919
S2	2.876	2.876	2.931
S3	2.822	2.854	2.926
S4	2.768	2.800	2.911

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	2.856	0.163	5.5%	0.072	2.5%	52%	False	False	25,190
10	3.079	2.856	0.223	7.6%	0.073	2.5%	38%	False	False	23,195
20	3.079	2.820	0.259	8.8%	0.073	2.5%	47%	False	False	23,405
40	3.118	2.820	0.298	10.1%	0.076	2.6%	41%	False	False	21,224
60	3.254	2.770	0.484	16.5%	0.079	2.7%	35%	False	False	18,860
80	3.254	2.750	0.504	17.1%	0.076	2.6%	38%	False	False	15,886
100	3.254	2.750	0.504	17.1%	0.074	2.5%	38%	False	False	13,902
120	3.254	2.750	0.504	17.1%	0.076	2.6%	38%	False	False	12,532

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	3.181
2.618	3.092
1.618	3.038
1.000	3.005
0.618	2.984
HIGH	2.951
0.618	2.930
0.500	2.924
0.382	2.918
LOW	2.897
0.618	2.864
1.000	2.843
1.618	2.810
2.618	2.756
4.250	2.668

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	2.935	2.929
PP	2.930	2.916
S1	2.924	2.904

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