NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 2.372 2.221 -0.151 -6.4% 2.464
High 2.374 2.238 -0.136 -5.7% 2.499
Low 2.275 2.050 -0.225 -9.9% 2.275
Close 2.286 2.062 -0.224 -9.8% 2.286
Range 0.099 0.188 0.089 89.9% 0.224
ATR 0.077 0.088 0.011 14.8% 0.000
Volume 107,554 133,205 25,651 23.8% 646,465
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.681 2.559 2.165
R3 2.493 2.371 2.114
R2 2.305 2.305 2.096
R1 2.183 2.183 2.079 2.150
PP 2.117 2.117 2.117 2.100
S1 1.995 1.995 2.045 1.962
S2 1.929 1.929 2.028
S3 1.741 1.807 2.010
S4 1.553 1.619 1.959
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.025 2.880 2.409
R3 2.801 2.656 2.348
R2 2.577 2.577 2.327
R1 2.432 2.432 2.307 2.393
PP 2.353 2.353 2.353 2.334
S1 2.208 2.208 2.265 2.169
S2 2.129 2.129 2.245
S3 1.905 1.984 2.224
S4 1.681 1.760 2.163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.499 2.050 0.449 21.8% 0.107 5.2% 3% False True 136,762
10 2.578 2.050 0.528 25.6% 0.090 4.4% 2% False True 137,505
20 2.673 2.050 0.623 30.2% 0.083 4.0% 2% False True 137,650
40 2.859 2.050 0.809 39.2% 0.073 3.5% 1% False True 105,084
60 3.052 2.050 1.002 48.6% 0.071 3.4% 1% False True 83,973
80 3.079 2.050 1.029 49.9% 0.071 3.5% 1% False True 68,529
100 3.118 2.050 1.068 51.8% 0.073 3.5% 1% False True 58,645
120 3.254 2.050 1.204 58.4% 0.076 3.7% 1% False True 51,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 188 trading days
Fibonacci Retracements and Extensions
4.250 3.037
2.618 2.730
1.618 2.542
1.000 2.426
0.618 2.354
HIGH 2.238
0.618 2.166
0.500 2.144
0.382 2.122
LOW 2.050
0.618 1.934
1.000 1.862
1.618 1.746
2.618 1.558
4.250 1.251
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 2.144 2.243
PP 2.117 2.182
S1 2.089 2.122

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

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