NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 07-Aug-2015

Day Change Summary
	Previous	Current
	06-Aug-2015	07-Aug-2015	Change	Change %	Previous Week
Open	2.900	2.934	0.034	1.2%	2.879
High	2.953	2.946	-0.007	-0.2%	2.981
Low	2.850	2.892	0.042	1.5%	2.850
Close	2.930	2.925	-0.005	-0.2%	2.925
Range	0.103	0.054	-0.049	-47.6%	0.131
ATR	0.078	0.077	-0.002	-2.2%	0.000
Volume	49,245	42,728	-6,517	-13.2%	189,900

Daily Pivots for day following 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.083	3.058	2.955
R3	3.029	3.004	2.940
R2	2.975	2.975	2.935
R1	2.950	2.950	2.930	2.936
PP	2.921	2.921	2.921	2.914
S1	2.896	2.896	2.920	2.882
S2	2.867	2.867	2.915
S3	2.813	2.842	2.910
S4	2.759	2.788	2.895

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.312	3.249	2.997
R3	3.181	3.118	2.961
R2	3.050	3.050	2.949
R1	2.987	2.987	2.937	3.019
PP	2.919	2.919	2.919	2.934
S1	2.856	2.856	2.913	2.888
S2	2.788	2.788	2.901
S3	2.657	2.725	2.889
S4	2.526	2.594	2.853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.981	2.850	0.131	4.5%	0.074	2.5%	57%	False	False	37,980
10	3.019	2.850	0.169	5.8%	0.073	2.5%	44%	False	False	29,684
20	3.079	2.850	0.229	7.8%	0.075	2.6%	33%	False	False	26,507
40	3.118	2.820	0.298	10.2%	0.074	2.5%	35%	False	False	22,617
60	3.254	2.770	0.484	16.5%	0.078	2.7%	32%	False	False	20,149
80	3.254	2.764	0.490	16.8%	0.077	2.6%	33%	False	False	17,366
100	3.254	2.750	0.504	17.2%	0.075	2.6%	35%	False	False	15,059
120	3.254	2.750	0.504	17.2%	0.075	2.6%	35%	False	False	13,511

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.176
2.618	3.087
1.618	3.033
1.000	3.000
0.618	2.979
HIGH	2.946
0.618	2.925
0.500	2.919
0.382	2.913
LOW	2.892
0.618	2.859
1.000	2.838
1.618	2.805
2.618	2.751
4.250	2.663

Fisher Pivots for day following 07-Aug-2015
Pivot	1 day	3 day
R1	2.923	2.922
PP	2.921	2.919
S1	2.919	2.916

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