NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 2.915 2.872 -0.043 -1.5% 2.956
High 2.925 2.881 -0.044 -1.5% 3.052
Low 2.863 2.826 -0.037 -1.3% 2.920
Close 2.872 2.839 -0.033 -1.1% 2.939
Range 0.062 0.055 -0.007 -11.3% 0.132
ATR 0.076 0.074 -0.001 -2.0% 0.000
Volume 24,351 30,372 6,021 24.7% 328,365
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.014 2.981 2.869
R3 2.959 2.926 2.854
R2 2.904 2.904 2.849
R1 2.871 2.871 2.844 2.860
PP 2.849 2.849 2.849 2.843
S1 2.816 2.816 2.834 2.805
S2 2.794 2.794 2.829
S3 2.739 2.761 2.824
S4 2.684 2.706 2.809
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 2.826 0.226 8.0% 0.073 2.6% 6% False True 53,109
10 3.052 2.826 0.226 8.0% 0.069 2.4% 6% False True 51,580
20 3.079 2.826 0.253 8.9% 0.071 2.5% 5% False True 37,387
40 3.079 2.820 0.259 9.1% 0.072 2.5% 7% False False 29,244
60 3.118 2.770 0.348 12.3% 0.076 2.7% 20% False False 25,038
80 3.254 2.764 0.490 17.3% 0.077 2.7% 15% False False 21,581
100 3.254 2.750 0.504 17.8% 0.074 2.6% 18% False False 18,423
120 3.254 2.750 0.504 17.8% 0.073 2.6% 18% False False 16,274
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.115
2.618 3.025
1.618 2.970
1.000 2.936
0.618 2.915
HIGH 2.881
0.618 2.860
0.500 2.854
0.382 2.847
LOW 2.826
0.618 2.792
1.000 2.771
1.618 2.737
2.618 2.682
4.250 2.592
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 2.854 2.898
PP 2.849 2.878
S1 2.844 2.859

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

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