NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 2.538 2.453 -0.085 -3.3% 2.520
High 2.578 2.466 -0.112 -4.3% 2.578
Low 2.449 2.410 -0.039 -1.6% 2.410
Close 2.453 2.430 -0.023 -0.9% 2.430
Range 0.129 0.056 -0.073 -56.6% 0.168
ATR 0.075 0.073 -0.001 -1.8% 0.000
Volume 179,397 119,252 -60,145 -33.5% 730,110
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.603 2.573 2.461
R3 2.547 2.517 2.445
R2 2.491 2.491 2.440
R1 2.461 2.461 2.435 2.448
PP 2.435 2.435 2.435 2.429
S1 2.405 2.405 2.425 2.392
S2 2.379 2.379 2.420
S3 2.323 2.349 2.415
S4 2.267 2.293 2.399
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.977 2.871 2.522
R3 2.809 2.703 2.476
R2 2.641 2.641 2.461
R1 2.535 2.535 2.445 2.504
PP 2.473 2.473 2.473 2.457
S1 2.367 2.367 2.415 2.336
S2 2.305 2.305 2.399
S3 2.137 2.199 2.384
S4 1.969 2.031 2.338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.578 2.410 0.168 6.9% 0.074 3.0% 12% False True 146,022
10 2.578 2.410 0.168 6.9% 0.069 2.8% 12% False True 144,793
20 2.720 2.403 0.317 13.0% 0.072 2.9% 9% False False 130,970
40 2.879 2.403 0.476 19.6% 0.068 2.8% 6% False False 90,603
60 3.052 2.403 0.649 26.7% 0.068 2.8% 4% False False 73,188
80 3.079 2.403 0.676 27.8% 0.070 2.9% 4% False False 60,243
100 3.118 2.403 0.715 29.4% 0.072 3.0% 4% False False 51,708
120 3.254 2.403 0.851 35.0% 0.075 3.1% 3% False False 44,991
Crabel Price Patterns
NR True
NR4 True
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 0.021
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.704
2.618 2.613
1.618 2.557
1.000 2.522
0.618 2.501
HIGH 2.466
0.618 2.445
0.500 2.438
0.382 2.431
LOW 2.410
0.618 2.375
1.000 2.354
1.618 2.319
2.618 2.263
4.250 2.172
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 2.438 2.494
PP 2.435 2.473
S1 2.433 2.451

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

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