NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 2.570 2.512 -0.058 -2.3% 2.724
High 2.585 2.570 -0.015 -0.6% 2.741
Low 2.517 2.491 -0.026 -1.0% 2.610
Close 2.526 2.546 0.020 0.8% 2.614
Range 0.068 0.079 0.011 16.2% 0.131
ATR 0.044 0.047 0.002 5.7% 0.000
Volume 5,669 2,038 -3,631 -64.1% 11,857
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.773 2.738 2.589
R3 2.694 2.659 2.568
R2 2.615 2.615 2.560
R1 2.580 2.580 2.553 2.598
PP 2.536 2.536 2.536 2.544
S1 2.501 2.501 2.539 2.519
S2 2.457 2.457 2.532
S3 2.378 2.422 2.524
S4 2.299 2.343 2.503
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.048 2.962 2.686
R3 2.917 2.831 2.650
R2 2.786 2.786 2.638
R1 2.700 2.700 2.626 2.678
PP 2.655 2.655 2.655 2.644
S1 2.569 2.569 2.602 2.547
S2 2.524 2.524 2.590
S3 2.393 2.438 2.578
S4 2.262 2.307 2.542
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.728 2.491 0.237 9.3% 0.055 2.1% 23% False True 3,362
10 2.787 2.491 0.296 11.6% 0.044 1.7% 19% False True 2,362
20 2.787 2.491 0.296 11.6% 0.041 1.6% 19% False True 2,214
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 0.011
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 2.906
2.618 2.777
1.618 2.698
1.000 2.649
0.618 2.619
HIGH 2.570
0.618 2.540
0.500 2.531
0.382 2.521
LOW 2.491
0.618 2.442
1.000 2.412
1.618 2.363
2.618 2.284
4.250 2.155
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 2.541 2.573
PP 2.536 2.564
S1 2.531 2.555

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

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