NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	2.982	3.045	0.063	2.1%	2.879
High	3.052	3.049	-0.003	-0.1%	2.981
Low	2.982	2.921	-0.061	-2.0%	2.850
Close	3.049	2.924	-0.125	-4.1%	2.925
Range	0.070	0.128	0.058	82.9%	0.131
ATR	0.074	0.078	0.004	5.2%	0.000
Volume	58,762	75,646	16,884	28.7%	189,900

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.349	3.264	2.994
R3	3.221	3.136	2.959
R2	3.093	3.093	2.947
R1	3.008	3.008	2.936	2.987
PP	2.965	2.965	2.965	2.954
S1	2.880	2.880	2.912	2.859
S2	2.837	2.837	2.901
S3	2.709	2.752	2.889
S4	2.581	2.624	2.854

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.312	3.249	2.997
R3	3.181	3.118	2.961
R2	3.050	3.050	2.949
R1	2.987	2.987	2.937	3.019
PP	2.919	2.919	2.919	2.934
S1	2.856	2.856	2.913	2.888
S2	2.788	2.788	2.901
S3	2.657	2.725	2.889
S4	2.526	2.594	2.853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.052	2.892	0.160	5.5%	0.068	2.3%	20%	False	False	58,935
10	3.052	2.850	0.202	6.9%	0.073	2.5%	37%	False	False	46,934
20	3.079	2.850	0.229	7.8%	0.073	2.5%	32%	False	False	34,130
40	3.079	2.820	0.259	8.9%	0.072	2.5%	40%	False	False	27,341
60	3.190	2.770	0.420	14.4%	0.077	2.6%	37%	False	False	23,558
80	3.254	2.764	0.490	16.8%	0.077	2.6%	33%	False	False	20,130
100	3.254	2.750	0.504	17.2%	0.074	2.5%	35%	False	False	17,246
120	3.254	2.750	0.504	17.2%	0.074	2.5%	35%	False	False	15,375

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	0.017
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.593
2.618	3.384
1.618	3.256
1.000	3.177
0.618	3.128
HIGH	3.049
0.618	3.000
0.500	2.985
0.382	2.970
LOW	2.921
0.618	2.842
1.000	2.793
1.618	2.714
2.618	2.586
4.250	2.377

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	2.985	2.987
PP	2.965	2.966
S1	2.944	2.945

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