NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 3.187 3.190 0.003 0.1% 3.141
High 3.214 3.237 0.023 0.7% 3.221
Low 3.160 3.112 -0.048 -1.5% 3.111
Close 3.205 3.128 -0.077 -2.4% 3.166
Range 0.054 0.125 0.071 131.5% 0.110
ATR 0.070 0.074 0.004 5.7% 0.000
Volume 10,258 15,879 5,621 54.8% 72,449
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.534 3.456 3.197
R3 3.409 3.331 3.162
R2 3.284 3.284 3.151
R1 3.206 3.206 3.139 3.183
PP 3.159 3.159 3.159 3.147
S1 3.081 3.081 3.117 3.058
S2 3.034 3.034 3.105
S3 2.909 2.956 3.094
S4 2.784 2.831 3.059
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 3.237 3.101 0.136 4.3% 0.072 2.3% 20% True False 12,270
10 3.237 3.079 0.158 5.1% 0.071 2.3% 31% True False 13,765
20 3.237 3.020 0.217 6.9% 0.068 2.2% 50% True False 13,775
40 3.283 2.969 0.314 10.0% 0.072 2.3% 51% False False 12,181
60 3.391 2.969 0.422 13.5% 0.074 2.4% 38% False False 10,578
80 3.391 2.927 0.464 14.8% 0.069 2.2% 43% False False 9,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 58 trading days
Fibonacci Retracements and Extensions
4.250 3.768
2.618 3.564
1.618 3.439
1.000 3.362
0.618 3.314
HIGH 3.237
0.618 3.189
0.500 3.175
0.382 3.160
LOW 3.112
0.618 3.035
1.000 2.987
1.618 2.910
2.618 2.785
4.250 2.581
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 3.175 3.175
PP 3.159 3.159
S1 3.144 3.144

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

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