NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 2.775 2.757 -0.018 -0.6% 2.767
High 2.792 2.801 0.009 0.3% 2.803
Low 2.726 2.743 0.017 0.6% 2.726
Close 2.745 2.792 0.047 1.7% 2.792
Range 0.066 0.058 -0.008 -12.1% 0.077
ATR 0.069 0.069 -0.001 -1.2% 0.000
Volume 29,597 27,834 -1,763 -6.0% 163,164
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 2.953 2.930 2.824
R3 2.895 2.872 2.808
R2 2.837 2.837 2.803
R1 2.814 2.814 2.797 2.826
PP 2.779 2.779 2.779 2.784
S1 2.756 2.756 2.787 2.768
S2 2.721 2.721 2.781
S3 2.663 2.698 2.776
S4 2.605 2.640 2.760
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.005 2.975 2.834
R3 2.928 2.898 2.813
R2 2.851 2.851 2.806
R1 2.821 2.821 2.799 2.836
PP 2.774 2.774 2.774 2.781
S1 2.744 2.744 2.785 2.759
S2 2.697 2.697 2.778
S3 2.620 2.667 2.771
S4 2.543 2.590 2.750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.803 2.726 0.077 2.8% 0.055 2.0% 86% False False 32,632
10 2.925 2.726 0.199 7.1% 0.062 2.2% 33% False False 31,680
20 3.052 2.726 0.326 11.7% 0.066 2.4% 20% False False 41,753
40 3.079 2.726 0.353 12.6% 0.069 2.5% 19% False False 31,975
60 3.118 2.726 0.392 14.0% 0.073 2.6% 17% False False 27,686
80 3.254 2.726 0.528 18.9% 0.077 2.8% 13% False False 24,122
100 3.254 2.726 0.528 18.9% 0.074 2.7% 13% False False 20,614
120 3.254 2.726 0.528 18.9% 0.074 2.6% 13% False False 18,187
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.048
2.618 2.953
1.618 2.895
1.000 2.859
0.618 2.837
HIGH 2.801
0.618 2.779
0.500 2.772
0.382 2.765
LOW 2.743
0.618 2.707
1.000 2.685
1.618 2.649
2.618 2.591
4.250 2.497
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 2.785 2.783
PP 2.779 2.773
S1 2.772 2.764

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

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