NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 2.702 2.768 0.066 2.4% 2.651
High 2.775 2.794 0.019 0.7% 2.733
Low 2.692 2.721 0.029 1.1% 2.641
Close 2.758 2.728 -0.030 -1.1% 2.693
Range 0.083 0.073 -0.010 -12.0% 0.092
ATR 0.074 0.074 0.000 -0.1% 0.000
Volume 147,615 99,554 -48,061 -32.6% 560,755
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.967 2.920 2.768
R3 2.894 2.847 2.748
R2 2.821 2.821 2.741
R1 2.774 2.774 2.735 2.761
PP 2.748 2.748 2.748 2.741
S1 2.701 2.701 2.721 2.688
S2 2.675 2.675 2.715
S3 2.602 2.628 2.708
S4 2.529 2.555 2.688
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.965 2.921 2.744
R3 2.873 2.829 2.718
R2 2.781 2.781 2.710
R1 2.737 2.737 2.701 2.759
PP 2.689 2.689 2.689 2.700
S1 2.645 2.645 2.685 2.667
S2 2.597 2.597 2.676
S3 2.505 2.553 2.668
S4 2.413 2.461 2.642
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.794 2.641 0.153 5.6% 0.071 2.6% 57% True False 133,154
10 2.794 2.632 0.162 5.9% 0.073 2.7% 59% True False 124,522
20 2.816 2.632 0.184 6.7% 0.068 2.5% 52% False False 105,996
40 2.983 2.632 0.351 12.9% 0.073 2.7% 27% False False 80,987
60 2.983 2.632 0.351 12.9% 0.075 2.8% 27% False False 63,882
80 3.057 2.632 0.425 15.6% 0.080 2.9% 23% False False 56,447
100 3.180 2.632 0.548 20.1% 0.083 3.0% 18% False False 50,895
120 3.180 2.632 0.548 20.1% 0.081 3.0% 18% False False 45,268
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.104
2.618 2.985
1.618 2.912
1.000 2.867
0.618 2.839
HIGH 2.794
0.618 2.766
0.500 2.758
0.382 2.749
LOW 2.721
0.618 2.676
1.000 2.648
1.618 2.603
2.618 2.530
4.250 2.411
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 2.758 2.728
PP 2.748 2.727
S1 2.738 2.727

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

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