NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 3.146 3.143 -0.003 -0.1% 3.141
High 3.175 3.197 0.022 0.7% 3.221
Low 3.101 3.139 0.038 1.2% 3.111
Close 3.134 3.194 0.060 1.9% 3.166
Range 0.074 0.058 -0.016 -21.6% 0.110
ATR 0.071 0.071 -0.001 -0.8% 0.000
Volume 8,719 11,926 3,207 36.8% 72,449
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.351 3.330 3.226
R3 3.293 3.272 3.210
R2 3.235 3.235 3.205
R1 3.214 3.214 3.199 3.225
PP 3.177 3.177 3.177 3.182
S1 3.156 3.156 3.189 3.167
S2 3.119 3.119 3.183
S3 3.061 3.098 3.178
S4 3.003 3.040 3.162
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.496 3.441 3.227
R3 3.386 3.331 3.196
R2 3.276 3.276 3.186
R1 3.221 3.221 3.176 3.249
PP 3.166 3.166 3.166 3.180
S1 3.111 3.111 3.156 3.139
S2 3.056 3.056 3.146
S3 2.946 3.001 3.136
S4 2.836 2.891 3.106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.204 3.101 0.103 3.2% 0.063 2.0% 90% False False 13,255
10 3.221 3.020 0.201 6.3% 0.065 2.0% 87% False False 13,985
20 3.221 3.020 0.201 6.3% 0.065 2.0% 87% False False 13,419
40 3.283 2.969 0.314 9.8% 0.071 2.2% 72% False False 11,746
60 3.391 2.946 0.445 13.9% 0.073 2.3% 56% False False 10,283
80 3.391 2.927 0.464 14.5% 0.069 2.1% 58% False False 8,906
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.444
2.618 3.349
1.618 3.291
1.000 3.255
0.618 3.233
HIGH 3.197
0.618 3.175
0.500 3.168
0.382 3.161
LOW 3.139
0.618 3.103
1.000 3.081
1.618 3.045
2.618 2.987
4.250 2.893
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 3.185 3.179
PP 3.177 3.164
S1 3.168 3.149

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

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