NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 3.149 3.172 0.023 0.7% 3.146
High 3.179 3.198 0.019 0.6% 3.237
Low 3.131 3.078 -0.053 -1.7% 3.088
Close 3.167 3.081 -0.086 -2.7% 3.090
Range 0.048 0.120 0.072 150.0% 0.149
ATR 0.069 0.072 0.004 5.3% 0.000
Volume 10,716 14,865 4,149 38.7% 59,669
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.479 3.400 3.147
R3 3.359 3.280 3.114
R2 3.239 3.239 3.103
R1 3.160 3.160 3.092 3.140
PP 3.119 3.119 3.119 3.109
S1 3.040 3.040 3.070 3.020
S2 2.999 2.999 3.059
S3 2.879 2.920 3.048
S4 2.759 2.800 3.015
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.585 3.487 3.172
R3 3.436 3.338 3.131
R2 3.287 3.287 3.117
R1 3.189 3.189 3.104 3.164
PP 3.138 3.138 3.138 3.126
S1 3.040 3.040 3.076 3.015
S2 2.989 2.989 3.063
S3 2.840 2.891 3.049
S4 2.691 2.742 3.008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.198 3.058 0.140 4.5% 0.066 2.1% 16% True False 12,453
10 3.237 3.058 0.179 5.8% 0.069 2.2% 13% False False 12,362
20 3.237 3.020 0.217 7.0% 0.067 2.2% 28% False False 13,552
40 3.283 2.969 0.314 10.2% 0.070 2.3% 36% False False 12,676
60 3.391 2.969 0.422 13.7% 0.074 2.4% 27% False False 11,095
80 3.391 2.927 0.464 15.1% 0.070 2.3% 33% False False 9,635
100 3.391 2.927 0.464 15.1% 0.069 2.2% 33% False False 8,504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.708
2.618 3.512
1.618 3.392
1.000 3.318
0.618 3.272
HIGH 3.198
0.618 3.152
0.500 3.138
0.382 3.124
LOW 3.078
0.618 3.004
1.000 2.958
1.618 2.884
2.618 2.764
4.250 2.568
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 3.138 3.138
PP 3.119 3.119
S1 3.100 3.100

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

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