NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 07-Aug-2015
Day Change Summary
Previous Current
06-Aug-2015 07-Aug-2015 Change Change % Previous Week
Open 2.805 2.833 0.028 1.0% 2.760
High 2.861 2.845 -0.016 -0.6% 2.887
Low 2.753 2.785 0.032 1.2% 2.740
Close 2.835 2.822 -0.013 -0.5% 2.822
Range 0.108 0.060 -0.048 -44.4% 0.147
ATR 0.085 0.083 -0.002 -2.1% 0.000
Volume 66,491 72,817 6,326 9.5% 296,737
Daily Pivots for day following 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.997 2.970 2.855
R3 2.937 2.910 2.839
R2 2.877 2.877 2.833
R1 2.850 2.850 2.828 2.834
PP 2.817 2.817 2.817 2.809
S1 2.790 2.790 2.817 2.774
S2 2.757 2.757 2.811
S3 2.697 2.730 2.806
S4 2.637 2.670 2.789
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.257 3.187 2.903
R3 3.110 3.040 2.862
R2 2.963 2.963 2.849
R1 2.893 2.893 2.835 2.928
PP 2.816 2.816 2.816 2.834
S1 2.746 2.746 2.809 2.781
S2 2.669 2.669 2.795
S3 2.522 2.599 2.782
S4 2.375 2.452 2.741
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.887 2.740 0.147 5.2% 0.078 2.8% 56% False False 59,347
10 2.916 2.740 0.176 6.2% 0.078 2.8% 47% False False 45,502
20 2.983 2.740 0.243 8.6% 0.080 2.8% 34% False False 38,681
40 3.013 2.693 0.320 11.3% 0.082 2.9% 40% False False 34,516
60 3.180 2.640 0.540 19.1% 0.087 3.1% 34% False False 34,708
80 3.180 2.638 0.542 19.2% 0.087 3.1% 34% False False 31,863
100 3.180 2.638 0.542 19.2% 0.084 3.0% 34% False False 29,262
120 3.180 2.638 0.542 19.2% 0.085 3.0% 34% False False 28,143
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.100
2.618 3.002
1.618 2.942
1.000 2.905
0.618 2.882
HIGH 2.845
0.618 2.822
0.500 2.815
0.382 2.808
LOW 2.785
0.618 2.748
1.000 2.725
1.618 2.688
2.618 2.628
4.250 2.530
Fisher Pivots for day following 07-Aug-2015
Pivot 1 day 3 day
R1 2.820 2.821
PP 2.817 2.821
S1 2.815 2.820

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

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