NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 2.638 2.710 0.072 2.7% 2.681
High 2.735 2.717 -0.018 -0.7% 2.735
Low 2.633 2.648 0.015 0.6% 2.632
Close 2.725 2.655 -0.070 -2.6% 2.655
Range 0.102 0.069 -0.033 -32.4% 0.103
ATR 0.074 0.074 0.000 0.3% 0.000
Volume 157,041 105,076 -51,965 -33.1% 525,035
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.880 2.837 2.693
R3 2.811 2.768 2.674
R2 2.742 2.742 2.668
R1 2.699 2.699 2.661 2.686
PP 2.673 2.673 2.673 2.667
S1 2.630 2.630 2.649 2.617
S2 2.604 2.604 2.642
S3 2.535 2.561 2.636
S4 2.466 2.492 2.617
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.983 2.922 2.712
R3 2.880 2.819 2.683
R2 2.777 2.777 2.674
R1 2.716 2.716 2.664 2.695
PP 2.674 2.674 2.674 2.664
S1 2.613 2.613 2.646 2.592
S2 2.571 2.571 2.636
S3 2.468 2.510 2.627
S4 2.365 2.407 2.598
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.735 2.632 0.103 3.9% 0.068 2.5% 22% False False 105,007
10 2.735 2.632 0.103 3.9% 0.064 2.4% 22% False False 100,773
20 2.959 2.632 0.327 12.3% 0.068 2.6% 7% False False 92,801
40 2.983 2.632 0.351 13.2% 0.074 2.8% 7% False False 65,741
60 3.013 2.632 0.381 14.4% 0.078 2.9% 6% False False 53,944
80 3.180 2.632 0.548 20.6% 0.082 3.1% 4% False False 49,231
100 3.180 2.632 0.548 20.6% 0.083 3.1% 4% False False 44,050
120 3.180 2.632 0.548 20.6% 0.082 3.1% 4% False False 39,852
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.010
2.618 2.898
1.618 2.829
1.000 2.786
0.618 2.760
HIGH 2.717
0.618 2.691
0.500 2.683
0.382 2.674
LOW 2.648
0.618 2.605
1.000 2.579
1.618 2.536
2.618 2.467
4.250 2.355
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 2.683 2.684
PP 2.673 2.674
S1 2.664 2.665

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

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