NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 13-Jul-2015

Day Change Summary
	Previous	Current
	10-Jul-2015	13-Jul-2015	Change	Change %	Previous Week
Open	3.180	3.254	0.074	2.3%	3.211
High	3.246	3.300	0.054	1.7%	3.284
Low	3.180	3.224	0.044	1.4%	3.131
Close	3.224	3.286	0.062	1.9%	3.224
Range	0.066	0.076	0.010	15.2%	0.153
ATR	0.073	0.074	0.000	0.3%	0.000
Volume	15,232	18,560	3,328	21.8%	76,503

Daily Pivots for day following 13-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.498	3.468	3.328
R3	3.422	3.392	3.307
R2	3.346	3.346	3.300
R1	3.316	3.316	3.293	3.331
PP	3.270	3.270	3.270	3.278
S1	3.240	3.240	3.279	3.255
S2	3.194	3.194	3.272
S3	3.118	3.164	3.265
S4	3.042	3.088	3.244

Weekly Pivots for week ending 10-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.672	3.601	3.308
R3	3.519	3.448	3.266
R2	3.366	3.366	3.252
R1	3.295	3.295	3.238	3.331
PP	3.213	3.213	3.213	3.231
S1	3.142	3.142	3.210	3.178
S2	3.060	3.060	3.196
S3	2.907	2.989	3.182
S4	2.754	2.836	3.140

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.300	3.131	0.169	5.1%	0.068	2.1%	92%	True	False	16,755
10	3.300	3.131	0.169	5.1%	0.070	2.1%	92%	True	False	16,016
20	3.383	3.131	0.252	7.7%	0.069	2.1%	62%	False	False	14,862
40	3.483	3.060	0.423	12.9%	0.071	2.2%	53%	False	False	14,540

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.018
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.623
2.618	3.499
1.618	3.423
1.000	3.376
0.618	3.347
HIGH	3.300
0.618	3.271
0.500	3.262
0.382	3.253
LOW	3.224
0.618	3.177
1.000	3.148
1.618	3.101
2.618	3.025
4.250	2.901

Fisher Pivots for day following 13-Jul-2015
Pivot	1 day	3 day
R1	3.278	3.263
PP	3.270	3.239
S1	3.262	3.216

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols