NYMEX Natural Gas Future October 2015


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 2.586 2.608 0.022 0.9% 2.585
High 2.607 2.640 0.033 1.3% 2.607
Low 2.529 2.549 0.020 0.8% 2.521
Close 2.564 2.563 -0.001 0.0% 2.564
Range 0.078 0.091 0.013 16.7% 0.086
ATR 0.069 0.071 0.002 2.3% 0.000
Volume 63,285 10,470 -52,815 -83.5% 433,199
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.857 2.801 2.613
R3 2.766 2.710 2.588
R2 2.675 2.675 2.580
R1 2.619 2.619 2.571 2.602
PP 2.584 2.584 2.584 2.575
S1 2.528 2.528 2.555 2.511
S2 2.493 2.493 2.546
S3 2.402 2.437 2.538
S4 2.311 2.346 2.513
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.822 2.779 2.611
R3 2.736 2.693 2.588
R2 2.650 2.650 2.580
R1 2.607 2.607 2.572 2.586
PP 2.564 2.564 2.564 2.553
S1 2.521 2.521 2.556 2.500
S2 2.478 2.478 2.548
S3 2.392 2.435 2.540
S4 2.306 2.349 2.517
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.640 2.521 0.119 4.6% 0.065 2.5% 35% True False 69,616
10 2.794 2.521 0.273 10.7% 0.066 2.6% 15% False False 86,479
20 2.794 2.521 0.273 10.7% 0.068 2.7% 15% False False 104,910
40 2.959 2.521 0.438 17.1% 0.069 2.7% 10% False False 93,148
60 2.983 2.521 0.462 18.0% 0.073 2.8% 9% False False 72,460
80 3.013 2.521 0.492 19.2% 0.077 3.0% 9% False False 62,539
100 3.180 2.521 0.659 25.7% 0.082 3.2% 6% False False 56,712
120 3.180 2.521 0.659 25.7% 0.081 3.1% 6% False False 50,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 3.027
2.618 2.878
1.618 2.787
1.000 2.731
0.618 2.696
HIGH 2.640
0.618 2.605
0.500 2.595
0.382 2.584
LOW 2.549
0.618 2.493
1.000 2.458
1.618 2.402
2.618 2.311
4.250 2.162
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 2.595 2.581
PP 2.584 2.575
S1 2.574 2.569

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

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