NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 2.824 2.894 0.070 2.5% 2.852
High 2.908 2.902 -0.006 -0.2% 2.908
Low 2.819 2.811 -0.008 -0.3% 2.785
Close 2.905 2.814 -0.091 -3.1% 2.814
Range 0.089 0.091 0.002 2.2% 0.123
ATR 0.095 0.095 0.000 -0.1% 0.000
Volume 14,429 41,096 26,667 184.8% 137,431
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.115 3.056 2.864
R3 3.024 2.965 2.839
R2 2.933 2.933 2.831
R1 2.874 2.874 2.822 2.858
PP 2.842 2.842 2.842 2.835
S1 2.783 2.783 2.806 2.767
S2 2.751 2.751 2.797
S3 2.660 2.692 2.789
S4 2.569 2.601 2.764
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.205 3.132 2.882
R3 3.082 3.009 2.848
R2 2.959 2.959 2.837
R1 2.886 2.886 2.825 2.861
PP 2.836 2.836 2.836 2.823
S1 2.763 2.763 2.803 2.738
S2 2.713 2.713 2.791
S3 2.590 2.640 2.780
S4 2.467 2.517 2.746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.908 2.785 0.123 4.4% 0.079 2.8% 24% False False 27,486
10 3.013 2.785 0.228 8.1% 0.090 3.2% 13% False False 30,645
20 3.013 2.640 0.373 13.3% 0.092 3.3% 47% False False 32,908
40 3.180 2.640 0.540 19.2% 0.094 3.3% 32% False False 32,685
60 3.180 2.638 0.542 19.3% 0.087 3.1% 32% False False 27,701
80 3.180 2.638 0.542 19.3% 0.086 3.1% 32% False False 25,855
100 3.180 2.638 0.542 19.3% 0.089 3.2% 32% False False 25,363
120 3.283 2.638 0.645 22.9% 0.094 3.3% 27% False False 24,248
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.289
2.618 3.140
1.618 3.049
1.000 2.993
0.618 2.958
HIGH 2.902
0.618 2.867
0.500 2.857
0.382 2.846
LOW 2.811
0.618 2.755
1.000 2.720
1.618 2.664
2.618 2.573
4.250 2.424
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 2.857 2.847
PP 2.842 2.836
S1 2.828 2.825

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

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