NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 2.748 2.738 -0.010 -0.4% 2.858
High 2.771 2.816 0.045 1.6% 2.959
Low 2.726 2.723 -0.003 -0.1% 2.817
Close 2.747 2.785 0.038 1.4% 2.837
Range 0.045 0.093 0.048 106.7% 0.142
ATR 0.077 0.079 0.001 1.4% 0.000
Volume 53,397 88,265 34,868 65.3% 452,693
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.054 3.012 2.836
R3 2.961 2.919 2.811
R2 2.868 2.868 2.802
R1 2.826 2.826 2.794 2.847
PP 2.775 2.775 2.775 2.785
S1 2.733 2.733 2.776 2.754
S2 2.682 2.682 2.768
S3 2.589 2.640 2.759
S4 2.496 2.547 2.734
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.297 3.209 2.915
R3 3.155 3.067 2.876
R2 3.013 3.013 2.863
R1 2.925 2.925 2.850 2.898
PP 2.871 2.871 2.871 2.858
S1 2.783 2.783 2.824 2.756
S2 2.729 2.729 2.811
S3 2.587 2.641 2.798
S4 2.445 2.499 2.759
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.870 2.721 0.149 5.4% 0.062 2.2% 43% False False 73,341
10 2.959 2.721 0.238 8.5% 0.069 2.5% 27% False False 83,061
20 2.959 2.721 0.238 8.5% 0.073 2.6% 27% False False 62,538
40 2.983 2.693 0.290 10.4% 0.078 2.8% 32% False False 46,122
60 3.013 2.640 0.373 13.4% 0.083 3.0% 39% False False 41,975
80 3.180 2.640 0.540 19.4% 0.087 3.1% 27% False False 39,104
100 3.180 2.638 0.542 19.5% 0.083 3.0% 27% False False 34,734
120 3.180 2.638 0.542 19.5% 0.083 3.0% 27% False False 32,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.211
2.618 3.059
1.618 2.966
1.000 2.909
0.618 2.873
HIGH 2.816
0.618 2.780
0.500 2.770
0.382 2.759
LOW 2.723
0.618 2.666
1.000 2.630
1.618 2.573
2.618 2.480
4.250 2.328
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 2.780 2.780
PP 2.775 2.774
S1 2.770 2.769

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

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