NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 2.709 2.753 0.044 1.6% 2.774
High 2.788 2.760 -0.028 -1.0% 2.788
Low 2.694 2.670 -0.024 -0.9% 2.670
Close 2.755 2.676 -0.079 -2.9% 2.676
Range 0.094 0.090 -0.004 -4.3% 0.118
ATR 0.081 0.082 0.001 0.8% 0.000
Volume 142,290 114,837 -27,453 -19.3% 569,169
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.972 2.914 2.726
R3 2.882 2.824 2.701
R2 2.792 2.792 2.693
R1 2.734 2.734 2.684 2.718
PP 2.702 2.702 2.702 2.694
S1 2.644 2.644 2.668 2.628
S2 2.612 2.612 2.660
S3 2.522 2.554 2.651
S4 2.432 2.464 2.627
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.065 2.989 2.741
R3 2.947 2.871 2.708
R2 2.829 2.829 2.698
R1 2.753 2.753 2.687 2.732
PP 2.711 2.711 2.711 2.701
S1 2.635 2.635 2.665 2.614
S2 2.593 2.593 2.654
S3 2.475 2.517 2.644
S4 2.357 2.399 2.611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.788 2.670 0.118 4.4% 0.071 2.6% 5% False True 113,833
10 2.934 2.670 0.264 9.9% 0.074 2.8% 2% False True 138,671
20 2.934 2.670 0.264 9.9% 0.078 2.9% 2% False True 138,010
40 2.957 2.656 0.301 11.2% 0.082 3.1% 7% False False 100,845
60 2.988 2.600 0.388 14.5% 0.086 3.2% 20% False False 80,544
80 3.163 2.600 0.563 21.0% 0.091 3.4% 13% False False 66,736
100 3.163 2.589 0.574 21.4% 0.086 3.2% 15% False False 55,991
120 3.163 2.589 0.574 21.4% 0.085 3.2% 15% False False 48,303
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.143
2.618 2.996
1.618 2.906
1.000 2.850
0.618 2.816
HIGH 2.760
0.618 2.726
0.500 2.715
0.382 2.704
LOW 2.670
0.618 2.614
1.000 2.580
1.618 2.524
2.618 2.434
4.250 2.288
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 2.715 2.729
PP 2.702 2.711
S1 2.689 2.694

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

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