NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 2.671 2.677 0.006 0.2% 2.810
High 2.714 2.706 -0.008 -0.3% 2.824
Low 2.641 2.655 0.014 0.5% 2.694
Close 2.656 2.695 0.039 1.5% 2.697
Range 0.073 0.051 -0.022 -30.1% 0.130
ATR 0.079 0.077 -0.002 -2.6% 0.000
Volume 105,124 83,147 -21,977 -20.9% 395,598
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.838 2.818 2.723
R3 2.787 2.767 2.709
R2 2.736 2.736 2.704
R1 2.716 2.716 2.700 2.726
PP 2.685 2.685 2.685 2.691
S1 2.665 2.665 2.690 2.675
S2 2.634 2.634 2.686
S3 2.583 2.614 2.681
S4 2.532 2.563 2.667
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.128 3.043 2.769
R3 2.998 2.913 2.733
R2 2.868 2.868 2.721
R1 2.783 2.783 2.709 2.761
PP 2.738 2.738 2.738 2.727
S1 2.653 2.653 2.685 2.631
S2 2.608 2.608 2.673
S3 2.478 2.523 2.661
S4 2.348 2.393 2.626
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.816 2.641 0.175 6.5% 0.072 2.7% 31% False False 84,086
10 2.959 2.641 0.318 11.8% 0.075 2.8% 17% False False 89,111
20 2.959 2.641 0.318 11.8% 0.074 2.8% 17% False False 72,200
40 2.983 2.641 0.342 12.7% 0.077 2.9% 16% False False 50,891
60 3.013 2.640 0.373 13.8% 0.083 3.1% 15% False False 44,953
80 3.180 2.640 0.540 20.0% 0.086 3.2% 10% False False 41,610
100 3.180 2.638 0.542 20.1% 0.083 3.1% 11% False False 37,114
120 3.180 2.638 0.542 20.1% 0.083 3.1% 11% False False 34,346
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.923
2.618 2.840
1.618 2.789
1.000 2.757
0.618 2.738
HIGH 2.706
0.618 2.687
0.500 2.681
0.382 2.674
LOW 2.655
0.618 2.623
1.000 2.604
1.618 2.572
2.618 2.521
4.250 2.438
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 2.690 2.717
PP 2.685 2.709
S1 2.681 2.702

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

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