NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 2.474 2.488 0.014 0.6% 2.451
High 2.530 2.523 -0.007 -0.3% 2.531
Low 2.452 2.469 0.017 0.7% 2.429
Close 2.498 2.502 0.004 0.2% 2.502
Range 0.078 0.054 -0.024 -30.8% 0.102
ATR 0.073 0.072 -0.001 -1.9% 0.000
Volume 176,167 134,032 -42,135 -23.9% 717,824
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.660 2.635 2.532
R3 2.606 2.581 2.517
R2 2.552 2.552 2.512
R1 2.527 2.527 2.507 2.540
PP 2.498 2.498 2.498 2.504
S1 2.473 2.473 2.497 2.486
S2 2.444 2.444 2.492
S3 2.390 2.419 2.487
S4 2.336 2.365 2.472
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.793 2.750 2.558
R3 2.691 2.648 2.530
R2 2.589 2.589 2.521
R1 2.546 2.546 2.511 2.568
PP 2.487 2.487 2.487 2.498
S1 2.444 2.444 2.493 2.466
S2 2.385 2.385 2.483
S3 2.283 2.342 2.474
S4 2.181 2.240 2.446
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.531 2.429 0.102 4.1% 0.065 2.6% 72% False False 143,564
10 2.720 2.403 0.317 12.7% 0.078 3.1% 31% False False 139,162
20 2.859 2.403 0.456 18.2% 0.071 2.8% 22% False False 112,401
40 2.969 2.403 0.566 22.6% 0.066 2.6% 17% False False 77,170
60 3.079 2.403 0.676 27.0% 0.068 2.7% 15% False False 62,823
80 3.079 2.403 0.676 27.0% 0.069 2.8% 15% False False 52,255
100 3.190 2.403 0.787 31.5% 0.073 2.9% 13% False False 45,003
120 3.254 2.403 0.851 34.0% 0.074 2.9% 12% False False 39,143
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.753
2.618 2.664
1.618 2.610
1.000 2.577
0.618 2.556
HIGH 2.523
0.618 2.502
0.500 2.496
0.382 2.490
LOW 2.469
0.618 2.436
1.000 2.415
1.618 2.382
2.618 2.328
4.250 2.240
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 2.500 2.499
PP 2.498 2.495
S1 2.496 2.492

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

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