NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 3.024 2.984 -0.040 -1.3% 2.955
High 3.036 3.013 -0.023 -0.8% 3.050
Low 2.961 2.957 -0.004 -0.1% 2.927
Close 2.978 2.998 0.020 0.7% 2.998
Range 0.075 0.056 -0.019 -25.3% 0.123
ATR 0.081 0.079 -0.002 -2.2% 0.000
Volume 20,541 29,184 8,643 42.1% 128,675
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.157 3.134 3.029
R3 3.101 3.078 3.013
R2 3.045 3.045 3.008
R1 3.022 3.022 3.003 3.034
PP 2.989 2.989 2.989 2.995
S1 2.966 2.966 2.993 2.978
S2 2.933 2.933 2.988
S3 2.877 2.910 2.983
S4 2.821 2.854 2.967
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.361 3.302 3.066
R3 3.238 3.179 3.032
R2 3.115 3.115 3.021
R1 3.056 3.056 3.009 3.086
PP 2.992 2.992 2.992 3.006
S1 2.933 2.933 2.987 2.963
S2 2.869 2.869 2.975
S3 2.746 2.810 2.964
S4 2.623 2.687 2.930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.050 2.927 0.123 4.1% 0.076 2.5% 58% False False 25,735
10 3.050 2.820 0.230 7.7% 0.071 2.4% 77% False False 23,237
20 3.050 2.820 0.230 7.7% 0.070 2.3% 77% False False 20,977
40 3.190 2.770 0.420 14.0% 0.079 2.6% 54% False False 18,605
60 3.254 2.764 0.490 16.3% 0.079 2.6% 48% False False 15,875
80 3.254 2.750 0.504 16.8% 0.074 2.5% 49% False False 13,341
100 3.254 2.750 0.504 16.8% 0.075 2.5% 49% False False 11,819
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.251
2.618 3.160
1.618 3.104
1.000 3.069
0.618 3.048
HIGH 3.013
0.618 2.992
0.500 2.985
0.382 2.978
LOW 2.957
0.618 2.922
1.000 2.901
1.618 2.866
2.618 2.810
4.250 2.719
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 2.994 2.998
PP 2.989 2.997
S1 2.985 2.997

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

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