NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 3.125 3.102 -0.023 -0.7% 3.101
High 3.187 3.110 -0.077 -2.4% 3.187
Low 3.125 3.070 -0.055 -1.8% 3.078
Close 3.149 3.089 -0.060 -1.9% 3.149
Range 0.062 0.040 -0.022 -35.5% 0.109
ATR 0.076 0.076 0.000 0.3% 0.000
Volume 19,339 16,356 -2,983 -15.4% 65,411
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.210 3.189 3.111
R3 3.170 3.149 3.100
R2 3.130 3.130 3.096
R1 3.109 3.109 3.093 3.100
PP 3.090 3.090 3.090 3.085
S1 3.069 3.069 3.085 3.060
S2 3.050 3.050 3.082
S3 3.010 3.029 3.078
S4 2.970 2.989 3.067
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.465 3.416 3.209
R3 3.356 3.307 3.179
R2 3.247 3.247 3.169
R1 3.198 3.198 3.159 3.223
PP 3.138 3.138 3.138 3.150
S1 3.089 3.089 3.139 3.114
S2 3.029 3.029 3.129
S3 2.920 2.980 3.119
S4 2.811 2.871 3.089
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.187 3.070 0.117 3.8% 0.059 1.9% 16% False True 16,353
10 3.196 3.070 0.126 4.1% 0.062 2.0% 15% False True 12,871
20 3.283 3.019 0.264 8.5% 0.072 2.3% 27% False False 12,554
40 3.391 2.969 0.422 13.7% 0.076 2.5% 28% False False 10,527
60 3.391 2.927 0.464 15.0% 0.070 2.3% 35% False False 8,777
80 3.391 2.927 0.464 15.0% 0.069 2.2% 35% False False 7,628
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.009
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 3.280
2.618 3.215
1.618 3.175
1.000 3.150
0.618 3.135
HIGH 3.110
0.618 3.095
0.500 3.090
0.382 3.085
LOW 3.070
0.618 3.045
1.000 3.030
1.618 3.005
2.618 2.965
4.250 2.900
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 3.090 3.129
PP 3.090 3.115
S1 3.089 3.102

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

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