NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 2.760 2.786 0.026 0.9% 2.780
High 2.816 2.846 0.030 1.1% 2.916
Low 2.740 2.786 0.046 1.7% 2.740
Close 2.777 2.841 0.064 2.3% 2.749
Range 0.076 0.060 -0.016 -21.1% 0.176
ATR 0.084 0.083 -0.001 -1.3% 0.000
Volume 43,256 39,178 -4,078 -9.4% 158,287
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.004 2.983 2.874
R3 2.944 2.923 2.858
R2 2.884 2.884 2.852
R1 2.863 2.863 2.847 2.874
PP 2.824 2.824 2.824 2.830
S1 2.803 2.803 2.836 2.814
S2 2.764 2.764 2.830
S3 2.704 2.743 2.825
S4 2.644 2.683 2.808
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 3.330 3.215 2.846
R3 3.154 3.039 2.797
R2 2.978 2.978 2.781
R1 2.863 2.863 2.765 2.833
PP 2.802 2.802 2.802 2.786
S1 2.687 2.687 2.733 2.657
S2 2.626 2.626 2.717
S3 2.450 2.511 2.701
S4 2.274 2.335 2.652
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.916 2.740 0.176 6.2% 0.077 2.7% 57% False False 38,628
10 2.983 2.740 0.243 8.6% 0.079 2.8% 42% False False 33,086
20 2.983 2.693 0.290 10.2% 0.079 2.8% 51% False False 32,717
40 3.013 2.693 0.320 11.3% 0.085 3.0% 46% False False 32,377
60 3.180 2.640 0.540 19.0% 0.089 3.1% 37% False False 32,974
80 3.180 2.638 0.542 19.1% 0.086 3.0% 37% False False 29,720
100 3.180 2.638 0.542 19.1% 0.084 3.0% 37% False False 27,665
120 3.180 2.638 0.542 19.1% 0.087 3.1% 37% False False 27,068
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 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.101
2.618 3.003
1.618 2.943
1.000 2.906
0.618 2.883
HIGH 2.846
0.618 2.823
0.500 2.816
0.382 2.809
LOW 2.786
0.618 2.749
1.000 2.726
1.618 2.689
2.618 2.629
4.250 2.531
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 2.833 2.825
PP 2.824 2.809
S1 2.816 2.793

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

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