NYMEX Natural Gas Future July 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 2.903 2.850 -0.053 -1.8% 2.640
High 2.955 2.882 -0.073 -2.5% 2.922
Low 2.839 2.772 -0.067 -2.4% 2.624
Close 2.855 2.777 -0.078 -2.7% 2.750
Range 0.116 0.110 -0.006 -5.2% 0.298
ATR 0.109 0.109 0.000 0.0% 0.000
Volume 166,029 149,242 -16,787 -10.1% 976,550
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.140 3.069 2.838
R3 3.030 2.959 2.807
R2 2.920 2.920 2.797
R1 2.849 2.849 2.787 2.830
PP 2.810 2.810 2.810 2.801
S1 2.739 2.739 2.767 2.720
S2 2.700 2.700 2.757
S3 2.590 2.629 2.747
S4 2.480 2.519 2.717
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.659 3.503 2.914
R3 3.361 3.205 2.832
R2 3.063 3.063 2.805
R1 2.907 2.907 2.777 2.985
PP 2.765 2.765 2.765 2.805
S1 2.609 2.609 2.723 2.687
S2 2.467 2.467 2.695
S3 2.169 2.311 2.668
S4 1.871 2.013 2.586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.955 2.744 0.211 7.6% 0.112 4.0% 16% False False 157,354
10 2.955 2.581 0.374 13.5% 0.107 3.9% 52% False False 174,998
20 3.081 2.556 0.525 18.9% 0.106 3.8% 42% False False 153,023
40 3.150 2.540 0.610 22.0% 0.105 3.8% 39% False False 106,605
60 3.150 2.540 0.610 22.0% 0.096 3.4% 39% False False 81,965
80 3.150 2.540 0.610 22.0% 0.095 3.4% 39% False False 66,618
100 3.150 2.540 0.610 22.0% 0.098 3.5% 39% False False 56,584
120 3.264 2.540 0.724 26.1% 0.103 3.7% 33% False False 48,677
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.350
2.618 3.170
1.618 3.060
1.000 2.992
0.618 2.950
HIGH 2.882
0.618 2.840
0.500 2.827
0.382 2.814
LOW 2.772
0.618 2.704
1.000 2.662
1.618 2.594
2.618 2.484
4.250 2.305
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 2.827 2.864
PP 2.810 2.835
S1 2.794 2.806

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

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