NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 2.654 2.671 0.017 0.6% 2.774
High 2.696 2.703 0.007 0.3% 2.788
Low 2.624 2.652 0.028 1.1% 2.670
Close 2.650 2.685 0.035 1.3% 2.676
Range 0.072 0.051 -0.021 -29.2% 0.118
ATR 0.081 0.079 -0.002 -2.5% 0.000
Volume 105,379 46,664 -58,715 -55.7% 569,169
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.833 2.810 2.713
R3 2.782 2.759 2.699
R2 2.731 2.731 2.694
R1 2.708 2.708 2.690 2.720
PP 2.680 2.680 2.680 2.686
S1 2.657 2.657 2.680 2.669
S2 2.629 2.629 2.676
S3 2.578 2.606 2.671
S4 2.527 2.555 2.657
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 2.624 0.164 6.1% 0.070 2.6% 37% False False 99,025
10 2.934 2.624 0.310 11.5% 0.076 2.8% 20% False False 126,288
20 2.934 2.624 0.310 11.5% 0.076 2.8% 20% False False 135,419
40 2.957 2.624 0.333 12.4% 0.080 3.0% 18% False False 102,549
60 2.988 2.600 0.388 14.5% 0.086 3.2% 22% False False 82,055
80 3.163 2.600 0.563 21.0% 0.089 3.3% 15% False False 68,123
100 3.163 2.589 0.574 21.4% 0.086 3.2% 17% False False 57,328
120 3.163 2.589 0.574 21.4% 0.085 3.2% 17% False False 49,469
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 2.920
2.618 2.837
1.618 2.786
1.000 2.754
0.618 2.735
HIGH 2.703
0.618 2.684
0.500 2.678
0.382 2.671
LOW 2.652
0.618 2.620
1.000 2.601
1.618 2.569
2.618 2.518
4.250 2.435
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 2.683 2.692
PP 2.680 2.690
S1 2.678 2.687

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

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