NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 2.934 2.956 0.022 0.7% 2.879
High 2.946 2.977 0.031 1.1% 2.981
Low 2.892 2.947 0.055 1.9% 2.850
Close 2.925 2.972 0.047 1.6% 2.925
Range 0.054 0.030 -0.024 -44.4% 0.131
ATR 0.077 0.075 -0.002 -2.3% 0.000
Volume 42,728 56,359 13,631 31.9% 189,900
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.055 3.044 2.989
R3 3.025 3.014 2.980
R2 2.995 2.995 2.978
R1 2.984 2.984 2.975 2.990
PP 2.965 2.965 2.965 2.968
S1 2.954 2.954 2.969 2.960
S2 2.935 2.935 2.967
S3 2.905 2.924 2.964
S4 2.875 2.894 2.956
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.312 3.249 2.997
R3 3.181 3.118 2.961
R2 3.050 3.050 2.949
R1 2.987 2.987 2.937 3.019
PP 2.919 2.919 2.919 2.934
S1 2.856 2.856 2.913 2.888
S2 2.788 2.788 2.901
S3 2.657 2.725 2.889
S4 2.526 2.594 2.853
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.981 2.850 0.131 4.4% 0.065 2.2% 93% False False 44,632
10 3.019 2.850 0.169 5.7% 0.069 2.3% 72% False False 33,376
20 3.079 2.850 0.229 7.7% 0.072 2.4% 53% False False 28,114
40 3.118 2.820 0.298 10.0% 0.073 2.5% 51% False False 23,570
60 3.254 2.770 0.484 16.3% 0.077 2.6% 42% False False 20,860
80 3.254 2.764 0.490 16.5% 0.075 2.5% 42% False False 17,960
100 3.254 2.750 0.504 17.0% 0.074 2.5% 44% False False 15,516
120 3.254 2.750 0.504 17.0% 0.075 2.5% 44% False False 13,951
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 3.105
2.618 3.056
1.618 3.026
1.000 3.007
0.618 2.996
HIGH 2.977
0.618 2.966
0.500 2.962
0.382 2.958
LOW 2.947
0.618 2.928
1.000 2.917
1.618 2.898
2.618 2.868
4.250 2.820
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 2.969 2.953
PP 2.965 2.933
S1 2.962 2.914

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

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