NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 2.544 2.499 -0.045 -1.8% 2.451
High 2.555 2.539 -0.016 -0.6% 2.531
Low 2.487 2.472 -0.015 -0.6% 2.429
Close 2.498 2.518 0.020 0.8% 2.502
Range 0.068 0.067 -0.001 -1.5% 0.102
ATR 0.071 0.070 0.000 -0.4% 0.000
Volume 149,909 146,825 -3,084 -2.1% 717,824
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.711 2.681 2.555
R3 2.644 2.614 2.536
R2 2.577 2.577 2.530
R1 2.547 2.547 2.524 2.562
PP 2.510 2.510 2.510 2.517
S1 2.480 2.480 2.512 2.495
S2 2.443 2.443 2.506
S3 2.376 2.413 2.500
S4 2.309 2.346 2.481
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 2.559 2.452 0.107 4.2% 0.063 2.5% 62% False False 148,332
10 2.559 2.403 0.156 6.2% 0.070 2.8% 74% False False 142,757
20 2.754 2.403 0.351 13.9% 0.069 2.8% 33% False False 122,876
40 2.900 2.403 0.497 19.7% 0.067 2.6% 23% False False 84,678
60 3.079 2.403 0.676 26.8% 0.068 2.7% 17% False False 68,914
80 3.079 2.403 0.676 26.8% 0.069 2.7% 17% False False 56,961
100 3.118 2.403 0.715 28.4% 0.072 2.9% 16% False False 48,894
120 3.254 2.403 0.851 33.8% 0.074 2.9% 14% False False 42,613
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.824
2.618 2.714
1.618 2.647
1.000 2.606
0.618 2.580
HIGH 2.539
0.618 2.513
0.500 2.506
0.382 2.498
LOW 2.472
0.618 2.431
1.000 2.405
1.618 2.364
2.618 2.297
4.250 2.187
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 2.514 2.517
PP 2.510 2.516
S1 2.506 2.516

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

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