NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 20-Jul-2015

Day Change Summary
	Previous	Current
	17-Jul-2015	20-Jul-2015	Change	Change %	Previous Week
Open	3.270	3.253	-0.017	-0.5%	3.254
High	3.288	3.284	-0.004	-0.1%	3.326
Low	3.241	3.212	-0.029	-0.9%	3.224
Close	3.272	3.242	-0.030	-0.9%	3.272
Range	0.047	0.072	0.025	53.2%	0.102
ATR	0.071	0.071	0.000	0.1%	0.000
Volume	10,590	13,147	2,557	24.1%	95,001

Daily Pivots for day following 20-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.462	3.424	3.282
R3	3.390	3.352	3.262
R2	3.318	3.318	3.255
R1	3.280	3.280	3.249	3.263
PP	3.246	3.246	3.246	3.238
S1	3.208	3.208	3.235	3.191
S2	3.174	3.174	3.229
S3	3.102	3.136	3.222
S4	3.030	3.064	3.202

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.580	3.528	3.328
R3	3.478	3.426	3.300
R2	3.376	3.376	3.291
R1	3.324	3.324	3.281	3.350
PP	3.274	3.274	3.274	3.287
S1	3.222	3.222	3.263	3.248
S2	3.172	3.172	3.253
S3	3.070	3.120	3.244
S4	2.968	3.018	3.216

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.326	3.212	0.114	3.5%	0.065	2.0%	26%	False	True	17,917
10	3.326	3.131	0.195	6.0%	0.067	2.1%	57%	False	False	17,336
20	3.326	3.131	0.195	6.0%	0.066	2.0%	57%	False	False	15,671
40	3.389	3.060	0.329	10.1%	0.070	2.2%	55%	False	False	15,316

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	0.020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.590
2.618	3.472
1.618	3.400
1.000	3.356
0.618	3.328
HIGH	3.284
0.618	3.256
0.500	3.248
0.382	3.240
LOW	3.212
0.618	3.168
1.000	3.140
1.618	3.096
2.618	3.024
4.250	2.906

Fisher Pivots for day following 20-Jul-2015
Pivot	1 day	3 day
R1	3.248	3.260
PP	3.246	3.254
S1	3.244	3.248

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