NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 3.045 2.944 -0.101 -3.3% 2.956
High 3.049 2.969 -0.080 -2.6% 3.052
Low 2.921 2.920 -0.001 0.0% 2.920
Close 2.924 2.939 0.015 0.5% 2.939
Range 0.128 0.049 -0.079 -61.7% 0.132
ATR 0.078 0.076 -0.002 -2.6% 0.000
Volume 75,646 76,416 770 1.0% 328,365
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.090 3.063 2.966
R3 3.041 3.014 2.952
R2 2.992 2.992 2.948
R1 2.965 2.965 2.943 2.954
PP 2.943 2.943 2.943 2.937
S1 2.916 2.916 2.935 2.905
S2 2.894 2.894 2.930
S3 2.845 2.867 2.926
S4 2.796 2.818 2.912
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.366 3.285 3.012
R3 3.234 3.153 2.975
R2 3.102 3.102 2.963
R1 3.021 3.021 2.951 2.996
PP 2.970 2.970 2.970 2.958
S1 2.889 2.889 2.927 2.864
S2 2.838 2.838 2.915
S3 2.706 2.757 2.903
S4 2.574 2.625 2.866
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.052 2.920 0.132 4.5% 0.067 2.3% 14% False True 65,673
10 3.052 2.850 0.202 6.9% 0.070 2.4% 44% False False 51,826
20 3.079 2.850 0.229 7.8% 0.073 2.5% 39% False False 36,491
40 3.079 2.820 0.259 8.8% 0.071 2.4% 46% False False 28,734
60 3.190 2.770 0.420 14.3% 0.077 2.6% 40% False False 24,567
80 3.254 2.764 0.490 16.7% 0.077 2.6% 36% False False 21,029
100 3.254 2.750 0.504 17.1% 0.074 2.5% 38% False False 17,971
120 3.254 2.750 0.504 17.1% 0.074 2.5% 38% False False 15,931
Crabel Price Patterns
NR True
NR4 True
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 0.019
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.177
2.618 3.097
1.618 3.048
1.000 3.018
0.618 2.999
HIGH 2.969
0.618 2.950
0.500 2.945
0.382 2.939
LOW 2.920
0.618 2.890
1.000 2.871
1.618 2.841
2.618 2.792
4.250 2.712
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 2.945 2.986
PP 2.943 2.970
S1 2.941 2.955

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

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