NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 2.774 2.775 0.001 0.0% 2.915
High 2.799 2.792 -0.007 -0.3% 2.925
Low 2.763 2.726 -0.037 -1.3% 2.786
Close 2.784 2.745 -0.039 -1.4% 2.788
Range 0.036 0.066 0.030 83.3% 0.139
ATR 0.070 0.069 0.000 -0.4% 0.000
Volume 35,889 29,597 -6,292 -17.5% 153,642
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.952 2.915 2.781
R3 2.886 2.849 2.763
R2 2.820 2.820 2.757
R1 2.783 2.783 2.751 2.769
PP 2.754 2.754 2.754 2.747
S1 2.717 2.717 2.739 2.703
S2 2.688 2.688 2.733
S3 2.622 2.651 2.727
S4 2.556 2.585 2.709
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 2.879 2.726 0.153 5.6% 0.062 2.3% 12% False True 34,521
10 2.969 2.726 0.243 8.9% 0.061 2.2% 8% False True 36,538
20 3.052 2.726 0.326 11.9% 0.067 2.4% 6% False True 41,736
40 3.079 2.726 0.353 12.9% 0.070 2.5% 5% False True 31,678
60 3.118 2.726 0.392 14.3% 0.073 2.7% 5% False True 27,481
80 3.254 2.726 0.528 19.2% 0.077 2.8% 4% False True 23,853
100 3.254 2.726 0.528 19.2% 0.074 2.7% 4% False True 20,399
120 3.254 2.726 0.528 19.2% 0.074 2.7% 4% False True 17,993
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.073
2.618 2.965
1.618 2.899
1.000 2.858
0.618 2.833
HIGH 2.792
0.618 2.767
0.500 2.759
0.382 2.751
LOW 2.726
0.618 2.685
1.000 2.660
1.618 2.619
2.618 2.553
4.250 2.446
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 2.759 2.763
PP 2.754 2.757
S1 2.750 2.751

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

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