NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 2.734 2.668 -0.066 -2.4% 2.651
High 2.736 2.679 -0.057 -2.1% 2.733
Low 2.657 2.603 -0.054 -2.0% 2.641
Close 2.660 2.652 -0.008 -0.3% 2.693
Range 0.079 0.076 -0.003 -3.8% 0.092
ATR 0.074 0.075 0.000 0.1% 0.000
Volume 134,433 103,117 -31,316 -23.3% 560,755
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.873 2.838 2.694
R3 2.797 2.762 2.673
R2 2.721 2.721 2.666
R1 2.686 2.686 2.659 2.666
PP 2.645 2.645 2.645 2.634
S1 2.610 2.610 2.645 2.590
S2 2.569 2.569 2.638
S3 2.493 2.534 2.631
S4 2.417 2.458 2.610
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 2.603 0.191 7.2% 0.074 2.8% 26% False True 117,825
10 2.794 2.603 0.191 7.2% 0.076 2.9% 26% False True 130,759
20 2.816 2.603 0.213 8.0% 0.071 2.7% 23% False True 111,598
40 2.983 2.603 0.380 14.3% 0.073 2.8% 13% False True 85,607
60 2.983 2.603 0.380 14.3% 0.075 2.8% 13% False True 66,847
80 3.013 2.603 0.410 15.5% 0.080 3.0% 12% False True 58,558
100 3.180 2.603 0.577 21.8% 0.084 3.2% 8% False True 52,928
120 3.180 2.603 0.577 21.8% 0.081 3.0% 8% False True 46,910
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.002
2.618 2.878
1.618 2.802
1.000 2.755
0.618 2.726
HIGH 2.679
0.618 2.650
0.500 2.641
0.382 2.632
LOW 2.603
0.618 2.556
1.000 2.527
1.618 2.480
2.618 2.404
4.250 2.280
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 2.648 2.699
PP 2.645 2.683
S1 2.641 2.668

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

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