NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 3.172 3.101 -0.071 -2.2% 3.067
High 3.198 3.105 -0.093 -2.9% 3.198
Low 3.078 3.033 -0.045 -1.5% 3.033
Close 3.081 3.042 -0.039 -1.3% 3.042
Range 0.120 0.072 -0.048 -40.0% 0.165
ATR 0.072 0.072 0.000 0.0% 0.000
Volume 14,865 14,032 -833 -5.6% 63,413
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.276 3.231 3.082
R3 3.204 3.159 3.062
R2 3.132 3.132 3.055
R1 3.087 3.087 3.049 3.074
PP 3.060 3.060 3.060 3.053
S1 3.015 3.015 3.035 3.002
S2 2.988 2.988 3.029
S3 2.916 2.943 3.022
S4 2.844 2.871 3.002
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.586 3.479 3.133
R3 3.421 3.314 3.087
R2 3.256 3.256 3.072
R1 3.149 3.149 3.057 3.120
PP 3.091 3.091 3.091 3.077
S1 2.984 2.984 3.027 2.955
S2 2.926 2.926 3.012
S3 2.761 2.819 2.997
S4 2.596 2.654 2.951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.198 3.033 0.165 5.4% 0.074 2.4% 5% False True 12,682
10 3.237 3.033 0.204 6.7% 0.071 2.3% 4% False True 12,308
20 3.237 3.020 0.217 7.1% 0.068 2.2% 10% False False 13,287
40 3.283 2.983 0.300 9.9% 0.070 2.3% 20% False False 12,796
60 3.391 2.969 0.422 13.9% 0.074 2.4% 17% False False 11,244
80 3.391 2.927 0.464 15.3% 0.070 2.3% 25% False False 9,758
100 3.391 2.927 0.464 15.3% 0.069 2.3% 25% False False 8,617
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.411
2.618 3.293
1.618 3.221
1.000 3.177
0.618 3.149
HIGH 3.105
0.618 3.077
0.500 3.069
0.382 3.061
LOW 3.033
0.618 2.989
1.000 2.961
1.618 2.917
2.618 2.845
4.250 2.727
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 3.069 3.116
PP 3.060 3.091
S1 3.051 3.067

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

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