NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 2.453 2.464 0.011 0.4% 2.520
High 2.466 2.481 0.015 0.6% 2.578
Low 2.410 2.435 0.025 1.0% 2.410
Close 2.430 2.442 0.012 0.5% 2.430
Range 0.056 0.046 -0.010 -17.9% 0.168
ATR 0.073 0.072 -0.002 -2.2% 0.000
Volume 119,252 95,860 -23,392 -19.6% 730,110
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.591 2.562 2.467
R3 2.545 2.516 2.455
R2 2.499 2.499 2.450
R1 2.470 2.470 2.446 2.462
PP 2.453 2.453 2.453 2.448
S1 2.424 2.424 2.438 2.416
S2 2.407 2.407 2.434
S3 2.361 2.378 2.429
S4 2.315 2.332 2.417
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% 0.073 3.0% 19% False False 138,248
10 2.578 2.410 0.168 6.9% 0.068 2.8% 19% False False 143,980
20 2.720 2.403 0.317 13.0% 0.072 2.9% 12% False False 131,876
40 2.859 2.403 0.456 18.7% 0.067 2.7% 9% False False 92,068
60 3.052 2.403 0.649 26.6% 0.068 2.8% 6% False False 74,359
80 3.079 2.403 0.676 27.7% 0.069 2.8% 6% False False 61,296
100 3.118 2.403 0.715 29.3% 0.072 2.9% 5% False False 52,569
120 3.254 2.403 0.851 34.8% 0.075 3.1% 5% False False 45,744
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 2.677
2.618 2.601
1.618 2.555
1.000 2.527
0.618 2.509
HIGH 2.481
0.618 2.463
0.500 2.458
0.382 2.453
LOW 2.435
0.618 2.407
1.000 2.389
1.618 2.361
2.618 2.315
4.250 2.240
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 2.458 2.494
PP 2.453 2.477
S1 2.447 2.459

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

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