NYMEX Natural Gas Future October 2015

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	2.686	2.689	0.003	0.1%	2.671
High	2.721	2.699	-0.022	-0.8%	2.725
Low	2.670	2.632	-0.038	-1.4%	2.641
Close	2.702	2.648	-0.054	-2.0%	2.715
Range	0.051	0.067	0.016	31.4%	0.084
ATR	0.072	0.072	0.000	-0.2%	0.000
Volume	94,139	81,044	-13,095	-13.9%	482,695

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.861	2.821	2.685
R3	2.794	2.754	2.666
R2	2.727	2.727	2.660
R1	2.687	2.687	2.654	2.674
PP	2.660	2.660	2.660	2.653
S1	2.620	2.620	2.642	2.607
S2	2.593	2.593	2.636
S3	2.526	2.553	2.630
S4	2.459	2.486	2.611

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	2.632	0.093	3.5%	0.059	2.2%	17%	False	True	94,135
10	2.816	2.632	0.184	6.9%	0.066	2.5%	9%	False	True	92,437
20	2.959	2.632	0.327	12.3%	0.068	2.6%	5%	False	True	86,660
40	2.983	2.632	0.351	13.3%	0.074	2.8%	5%	False	True	60,897
60	3.013	2.632	0.381	14.4%	0.078	2.9%	4%	False	True	51,180
80	3.180	2.632	0.548	20.7%	0.083	3.1%	3%	False	True	46,713
100	3.180	2.632	0.548	20.7%	0.083	3.1%	3%	False	True	41,698
120	3.180	2.632	0.548	20.7%	0.081	3.1%	3%	False	True	37,898

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.984
2.618	2.874
1.618	2.807
1.000	2.766
0.618	2.740
HIGH	2.699
0.618	2.673
0.500	2.666
0.382	2.658
LOW	2.632
0.618	2.591
1.000	2.565
1.618	2.524
2.618	2.457
4.250	2.347

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	2.666	2.677
PP	2.660	2.667
S1	2.654	2.658

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols