NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 2.493 2.398 -0.095 -3.8% 2.520
High 2.493 2.435 -0.058 -2.3% 2.578
Low 2.379 2.356 -0.023 -1.0% 2.410
Close 2.404 2.386 -0.018 -0.7% 2.430
Range 0.114 0.079 -0.035 -30.7% 0.168
ATR 0.074 0.074 0.000 0.5% 0.000
Volume 156,828 138,906 -17,922 -11.4% 730,110
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.629 2.587 2.429
R3 2.550 2.508 2.408
R2 2.471 2.471 2.400
R1 2.429 2.429 2.393 2.411
PP 2.392 2.392 2.392 2.383
S1 2.350 2.350 2.379 2.332
S2 2.313 2.313 2.372
S3 2.234 2.271 2.364
S4 2.155 2.192 2.343
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 2.499 2.356 0.143 6.0% 0.070 2.9% 21% False True 131,632
10 2.578 2.356 0.222 9.3% 0.072 3.0% 14% False True 140,305
20 2.720 2.356 0.364 15.3% 0.076 3.2% 8% False True 139,584
40 2.859 2.356 0.503 21.1% 0.069 2.9% 6% False True 100,500
60 3.052 2.356 0.696 29.2% 0.069 2.9% 4% False True 80,817
80 3.079 2.356 0.723 30.3% 0.070 2.9% 4% False True 65,950
100 3.118 2.356 0.762 31.9% 0.072 3.0% 4% False True 56,553
120 3.254 2.356 0.898 37.6% 0.074 3.1% 3% False True 49,201
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 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.771
2.618 2.642
1.618 2.563
1.000 2.514
0.618 2.484
HIGH 2.435
0.618 2.405
0.500 2.396
0.382 2.386
LOW 2.356
0.618 2.307
1.000 2.277
1.618 2.228
2.618 2.149
4.250 2.020
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 2.396 2.428
PP 2.392 2.414
S1 2.389 2.400

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

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