NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 3.097 3.057 -0.040 -1.3% 3.067
High 3.128 3.101 -0.027 -0.9% 3.198
Low 3.055 3.014 -0.041 -1.3% 3.033
Close 3.069 3.081 0.012 0.4% 3.042
Range 0.073 0.087 0.014 19.2% 0.165
ATR 0.071 0.072 0.001 1.6% 0.000
Volume 23,960 20,006 -3,954 -16.5% 63,413
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.326 3.291 3.129
R3 3.239 3.204 3.105
R2 3.152 3.152 3.097
R1 3.117 3.117 3.089 3.135
PP 3.065 3.065 3.065 3.074
S1 3.030 3.030 3.073 3.048
S2 2.978 2.978 3.065
S3 2.891 2.943 3.057
S4 2.804 2.856 3.033
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 3.128 3.014 0.114 3.7% 0.070 2.3% 59% False True 17,842
10 3.198 3.014 0.184 6.0% 0.068 2.2% 36% False True 15,148
20 3.237 3.014 0.223 7.2% 0.070 2.3% 30% False True 14,456
40 3.283 3.014 0.269 8.7% 0.068 2.2% 25% False True 13,378
60 3.391 2.969 0.422 13.7% 0.072 2.3% 27% False False 11,945
80 3.391 2.938 0.453 14.7% 0.071 2.3% 32% False False 10,443
100 3.391 2.927 0.464 15.1% 0.069 2.3% 33% False False 9,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.471
2.618 3.329
1.618 3.242
1.000 3.188
0.618 3.155
HIGH 3.101
0.618 3.068
0.500 3.058
0.382 3.047
LOW 3.014
0.618 2.960
1.000 2.927
1.618 2.873
2.618 2.786
4.250 2.644
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 3.073 3.078
PP 3.065 3.074
S1 3.058 3.071

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

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