NYMEX Natural Gas Future September 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 2.694 2.681 -0.013 -0.5% 2.774
High 2.714 2.696 -0.018 -0.7% 2.788
Low 2.668 2.629 -0.039 -1.5% 2.670
Close 2.693 2.638 -0.055 -2.0% 2.676
Range 0.046 0.067 0.021 45.7% 0.118
ATR 0.077 0.076 -0.001 -0.9% 0.000
Volume 33,493 8,545 -24,948 -74.5% 569,169
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.855 2.814 2.675
R3 2.788 2.747 2.656
R2 2.721 2.721 2.650
R1 2.680 2.680 2.644 2.667
PP 2.654 2.654 2.654 2.648
S1 2.613 2.613 2.632 2.600
S2 2.587 2.587 2.626
S3 2.520 2.546 2.620
S4 2.453 2.479 2.601
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 2.760 2.624 0.136 5.2% 0.065 2.5% 10% False False 61,783
10 2.836 2.624 0.212 8.0% 0.065 2.4% 7% False False 86,104
20 2.934 2.624 0.310 11.8% 0.073 2.8% 5% False False 124,237
40 2.957 2.624 0.333 12.6% 0.078 3.0% 4% False False 102,125
60 2.988 2.600 0.388 14.7% 0.084 3.2% 10% False False 81,846
80 3.163 2.600 0.563 21.3% 0.089 3.4% 7% False False 68,295
100 3.163 2.589 0.574 21.8% 0.086 3.3% 9% False False 57,548
120 3.163 2.589 0.574 21.8% 0.085 3.2% 9% False False 49,661
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.981
2.618 2.871
1.618 2.804
1.000 2.763
0.618 2.737
HIGH 2.696
0.618 2.670
0.500 2.663
0.382 2.655
LOW 2.629
0.618 2.588
1.000 2.562
1.618 2.521
2.618 2.454
4.250 2.344
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 2.663 2.672
PP 2.654 2.660
S1 2.646 2.649

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

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