NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 2.690 2.677 -0.013 -0.5% 2.671
High 2.710 2.725 0.015 0.6% 2.725
Low 2.642 2.664 0.022 0.8% 2.641
Close 2.664 2.715 0.051 1.9% 2.715
Range 0.068 0.061 -0.007 -10.3% 0.084
ATR 0.075 0.074 -0.001 -1.3% 0.000
Volume 126,929 80,832 -46,097 -36.3% 482,695
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.884 2.861 2.749
R3 2.823 2.800 2.732
R2 2.762 2.762 2.726
R1 2.739 2.739 2.721 2.751
PP 2.701 2.701 2.701 2.707
S1 2.678 2.678 2.709 2.690
S2 2.640 2.640 2.704
S3 2.579 2.617 2.698
S4 2.518 2.556 2.681
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.946 2.914 2.761
R3 2.862 2.830 2.738
R2 2.778 2.778 2.730
R1 2.746 2.746 2.723 2.762
PP 2.694 2.694 2.694 2.702
S1 2.662 2.662 2.707 2.678
S2 2.610 2.610 2.700
S3 2.526 2.578 2.692
S4 2.442 2.494 2.669
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.725 2.641 0.084 3.1% 0.059 2.2% 88% True False 96,539
10 2.824 2.641 0.183 6.7% 0.066 2.4% 40% False False 87,829
20 2.959 2.641 0.318 11.7% 0.071 2.6% 23% False False 81,386
40 2.983 2.641 0.342 12.6% 0.075 2.8% 22% False False 56,236
60 3.013 2.641 0.372 13.7% 0.080 3.0% 20% False False 48,415
80 3.180 2.640 0.540 19.9% 0.085 3.1% 14% False False 44,663
100 3.180 2.638 0.542 20.0% 0.083 3.1% 14% False False 39,608
120 3.180 2.638 0.542 20.0% 0.083 3.1% 14% False False 36,260
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.984
2.618 2.885
1.618 2.824
1.000 2.786
0.618 2.763
HIGH 2.725
0.618 2.702
0.500 2.695
0.382 2.687
LOW 2.664
0.618 2.626
1.000 2.603
1.618 2.565
2.618 2.504
4.250 2.405
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 2.708 2.705
PP 2.701 2.694
S1 2.695 2.684

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

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