NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 2.730 2.715 -0.015 -0.5% 2.835
High 2.735 2.739 0.004 0.1% 2.934
Low 2.680 2.694 0.014 0.5% 2.781
Close 2.704 2.716 0.012 0.4% 2.801
Range 0.055 0.045 -0.010 -18.2% 0.153
ATR 0.083 0.080 -0.003 -3.3% 0.000
Volume 105,540 85,957 -19,583 -18.6% 817,548
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.851 2.829 2.741
R3 2.806 2.784 2.728
R2 2.761 2.761 2.724
R1 2.739 2.739 2.720 2.750
PP 2.716 2.716 2.716 2.722
S1 2.694 2.694 2.712 2.705
S2 2.671 2.671 2.708
S3 2.626 2.649 2.704
S4 2.581 2.604 2.691
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.298 3.202 2.885
R3 3.145 3.049 2.843
R2 2.992 2.992 2.829
R1 2.896 2.896 2.815 2.868
PP 2.839 2.839 2.839 2.824
S1 2.743 2.743 2.787 2.715
S2 2.686 2.686 2.773
S3 2.533 2.590 2.759
S4 2.380 2.437 2.717
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.931 2.680 0.251 9.2% 0.074 2.7% 14% False False 131,231
10 2.934 2.680 0.254 9.4% 0.073 2.7% 14% False False 147,554
20 2.957 2.680 0.277 10.2% 0.079 2.9% 13% False False 136,200
40 2.957 2.656 0.301 11.1% 0.081 3.0% 20% False False 95,523
60 2.988 2.600 0.388 14.3% 0.087 3.2% 30% False False 77,014
80 3.163 2.590 0.573 21.1% 0.090 3.3% 22% False False 63,877
100 3.163 2.589 0.574 21.1% 0.085 3.1% 22% False False 53,604
120 3.163 2.589 0.574 21.1% 0.085 3.1% 22% False False 46,259
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.930
2.618 2.857
1.618 2.812
1.000 2.784
0.618 2.767
HIGH 2.739
0.618 2.722
0.500 2.717
0.382 2.711
LOW 2.694
0.618 2.666
1.000 2.649
1.618 2.621
2.618 2.576
4.250 2.503
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 2.717 2.734
PP 2.716 2.728
S1 2.716 2.722

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

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