NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 2.835 2.835 0.000 0.0% 2.725
High 2.852 2.861 0.009 0.3% 2.863
Low 2.818 2.796 -0.022 -0.8% 2.707
Close 2.842 2.844 0.002 0.1% 2.798
Range 0.034 0.065 0.031 91.2% 0.156
ATR 0.084 0.083 -0.001 -1.6% 0.000
Volume 132,721 143,152 10,431 7.9% 786,593
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.029 3.001 2.880
R3 2.964 2.936 2.862
R2 2.899 2.899 2.856
R1 2.871 2.871 2.850 2.885
PP 2.834 2.834 2.834 2.841
S1 2.806 2.806 2.838 2.820
S2 2.769 2.769 2.832
S3 2.704 2.741 2.826
S4 2.639 2.676 2.808
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.257 3.184 2.884
R3 3.101 3.028 2.841
R2 2.945 2.945 2.827
R1 2.872 2.872 2.812 2.909
PP 2.789 2.789 2.789 2.808
S1 2.716 2.716 2.784 2.753
S2 2.633 2.633 2.769
S3 2.477 2.560 2.755
S4 2.321 2.404 2.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.863 2.726 0.137 4.8% 0.071 2.5% 86% False False 158,438
10 2.895 2.706 0.189 6.6% 0.077 2.7% 73% False False 144,551
20 2.957 2.706 0.251 8.8% 0.079 2.8% 55% False False 114,499
40 2.988 2.656 0.332 11.7% 0.083 2.9% 57% False False 80,040
60 3.163 2.600 0.563 19.8% 0.089 3.1% 43% False False 65,468
80 3.163 2.589 0.574 20.2% 0.089 3.1% 44% False False 54,118
100 3.163 2.589 0.574 20.2% 0.085 3.0% 44% False False 45,683
120 3.163 2.589 0.574 20.2% 0.087 3.0% 44% False False 39,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.137
2.618 3.031
1.618 2.966
1.000 2.926
0.618 2.901
HIGH 2.861
0.618 2.836
0.500 2.829
0.382 2.821
LOW 2.796
0.618 2.756
1.000 2.731
1.618 2.691
2.618 2.626
4.250 2.520
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 2.839 2.833
PP 2.834 2.822
S1 2.829 2.811

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

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