NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 2.677 2.681 0.004 0.1% 2.671
High 2.725 2.692 -0.033 -1.2% 2.725
Low 2.664 2.643 -0.021 -0.8% 2.641
Close 2.715 2.689 -0.026 -1.0% 2.715
Range 0.061 0.049 -0.012 -19.7% 0.084
ATR 0.074 0.073 0.000 -0.2% 0.000
Volume 80,832 87,735 6,903 8.5% 482,695
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.822 2.804 2.716
R3 2.773 2.755 2.702
R2 2.724 2.724 2.698
R1 2.706 2.706 2.693 2.715
PP 2.675 2.675 2.675 2.679
S1 2.657 2.657 2.685 2.666
S2 2.626 2.626 2.680
S3 2.577 2.608 2.676
S4 2.528 2.559 2.662
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 2.642 0.083 3.1% 0.055 2.0% 57% False False 93,061
10 2.816 2.641 0.175 6.5% 0.064 2.4% 27% False False 87,470
20 2.959 2.641 0.318 11.8% 0.069 2.6% 15% False False 83,610
40 2.983 2.641 0.342 12.7% 0.075 2.8% 14% False False 57,727
60 3.013 2.641 0.372 13.8% 0.080 3.0% 13% False False 49,244
80 3.180 2.640 0.540 20.1% 0.085 3.2% 9% False False 45,547
100 3.180 2.638 0.542 20.2% 0.083 3.1% 9% False False 40,305
120 3.180 2.638 0.542 20.2% 0.082 3.0% 9% False False 36,883
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 3 trading days
Fibonacci Retracements and Extensions
4.250 2.900
2.618 2.820
1.618 2.771
1.000 2.741
0.618 2.722
HIGH 2.692
0.618 2.673
0.500 2.668
0.382 2.662
LOW 2.643
0.618 2.613
1.000 2.594
1.618 2.564
2.618 2.515
4.250 2.435
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 2.682 2.687
PP 2.675 2.685
S1 2.668 2.684

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

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