NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 23-Sep-2015
Day Change Summary
Previous Current
22-Sep-2015 23-Sep-2015 Change Change % Previous Week
Open 2.640 2.635 -0.005 -0.2% 2.775
High 2.667 2.664 -0.003 -0.1% 2.859
Low 2.632 2.627 -0.005 -0.2% 2.674
Close 2.639 2.638 -0.001 0.0% 2.676
Range 0.035 0.037 0.002 5.7% 0.185
ATR 0.065 0.063 -0.002 -3.1% 0.000
Volume 83,042 81,719 -1,323 -1.6% 358,729
Daily Pivots for day following 23-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.754 2.733 2.658
R3 2.717 2.696 2.648
R2 2.680 2.680 2.645
R1 2.659 2.659 2.641 2.670
PP 2.643 2.643 2.643 2.648
S1 2.622 2.622 2.635 2.633
S2 2.606 2.606 2.631
S3 2.569 2.585 2.628
S4 2.532 2.548 2.618
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.291 3.169 2.778
R3 3.106 2.984 2.727
R2 2.921 2.921 2.710
R1 2.799 2.799 2.693 2.768
PP 2.736 2.736 2.736 2.721
S1 2.614 2.614 2.659 2.583
S2 2.551 2.551 2.642
S3 2.366 2.429 2.625
S4 2.181 2.244 2.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.754 2.622 0.132 5.0% 0.051 1.9% 12% False False 75,852
10 2.859 2.622 0.237 9.0% 0.059 2.2% 7% False False 74,715
20 2.859 2.622 0.237 9.0% 0.059 2.2% 7% False False 57,005
40 3.052 2.622 0.430 16.3% 0.064 2.4% 4% False False 48,765
60 3.079 2.622 0.457 17.3% 0.067 2.5% 4% False False 39,651
80 3.118 2.622 0.496 18.8% 0.071 2.7% 3% False False 34,408
100 3.254 2.622 0.632 24.0% 0.074 2.8% 3% False False 29,945
120 3.254 2.622 0.632 24.0% 0.072 2.7% 3% False False 26,069
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.821
2.618 2.761
1.618 2.724
1.000 2.701
0.618 2.687
HIGH 2.664
0.618 2.650
0.500 2.646
0.382 2.641
LOW 2.627
0.618 2.604
1.000 2.590
1.618 2.567
2.618 2.530
4.250 2.470
Fisher Pivots for day following 23-Sep-2015
Pivot 1 day 3 day
R1 2.646 2.645
PP 2.643 2.642
S1 2.641 2.640

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

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