NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 2.879 2.767 -0.112 -3.9% 2.915
High 2.879 2.803 -0.076 -2.6% 2.925
Low 2.786 2.735 -0.051 -1.8% 2.786
Close 2.788 2.740 -0.048 -1.7% 2.788
Range 0.093 0.068 -0.025 -26.9% 0.139
ATR 0.075 0.074 0.000 -0.6% 0.000
Volume 37,276 29,927 -7,349 -19.7% 153,642
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.963 2.920 2.777
R3 2.895 2.852 2.759
R2 2.827 2.827 2.752
R1 2.784 2.784 2.746 2.772
PP 2.759 2.759 2.759 2.753
S1 2.716 2.716 2.734 2.704
S2 2.691 2.691 2.728
S3 2.623 2.648 2.721
S4 2.555 2.580 2.703
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.250 3.158 2.864
R3 3.111 3.019 2.826
R2 2.972 2.972 2.813
R1 2.880 2.880 2.801 2.857
PP 2.833 2.833 2.833 2.821
S1 2.741 2.741 2.775 2.718
S2 2.694 2.694 2.763
S3 2.555 2.602 2.750
S4 2.416 2.463 2.712
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.900 2.735 0.165 6.0% 0.069 2.5% 3% False True 31,843
10 3.052 2.735 0.317 11.6% 0.071 2.6% 2% False True 45,557
20 3.052 2.735 0.317 11.6% 0.070 2.6% 2% False True 39,467
40 3.079 2.735 0.344 12.6% 0.072 2.6% 1% False True 30,564
60 3.118 2.735 0.383 14.0% 0.075 2.7% 1% False True 26,403
80 3.254 2.735 0.519 18.9% 0.077 2.8% 1% False True 22,887
100 3.254 2.735 0.519 18.9% 0.075 2.7% 1% False True 19,550
120 3.254 2.735 0.519 18.9% 0.074 2.7% 1% False True 17,206
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 0.014
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.092
2.618 2.981
1.618 2.913
1.000 2.871
0.618 2.845
HIGH 2.803
0.618 2.777
0.500 2.769
0.382 2.761
LOW 2.735
0.618 2.693
1.000 2.667
1.618 2.625
2.618 2.557
4.250 2.446
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 2.769 2.818
PP 2.759 2.792
S1 2.750 2.766

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

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