NYMEX Natural Gas Future November 2015


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 2.074 2.096 0.022 1.1% 2.464
High 2.115 2.104 -0.011 -0.5% 2.499
Low 1.948 2.006 0.058 3.0% 2.275
Close 2.092 2.033 -0.059 -2.8% 2.286
Range 0.167 0.098 -0.069 -41.3% 0.224
ATR 0.094 0.094 0.000 0.3% 0.000
Volume 76,120 11,326 -64,794 -85.1% 646,465
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.342 2.285 2.087
R3 2.244 2.187 2.060
R2 2.146 2.146 2.051
R1 2.089 2.089 2.042 2.069
PP 2.048 2.048 2.048 2.037
S1 1.991 1.991 2.024 1.971
S2 1.950 1.950 2.015
S3 1.852 1.893 2.006
S4 1.754 1.795 1.979
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.025 2.880 2.409
R3 2.801 2.656 2.348
R2 2.577 2.577 2.327
R1 2.432 2.432 2.307 2.393
PP 2.353 2.353 2.353 2.334
S1 2.208 2.208 2.265 2.169
S2 2.129 2.129 2.245
S3 1.905 1.984 2.224
S4 1.681 1.760 2.163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.435 1.948 0.487 24.0% 0.126 6.2% 17% False False 93,422
10 2.578 1.948 0.630 31.0% 0.103 5.1% 13% False False 116,576
20 2.578 1.948 0.630 31.0% 0.086 4.2% 13% False False 129,667
40 2.859 1.948 0.911 44.8% 0.078 3.8% 9% False False 105,724
60 3.052 1.948 1.104 54.3% 0.073 3.6% 8% False False 84,478
80 3.079 1.948 1.131 55.6% 0.073 3.6% 8% False False 69,210
100 3.118 1.948 1.170 57.6% 0.074 3.6% 7% False False 59,176
120 3.254 1.948 1.306 64.2% 0.076 3.7% 7% False False 51,669
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.521
2.618 2.361
1.618 2.263
1.000 2.202
0.618 2.165
HIGH 2.104
0.618 2.067
0.500 2.055
0.382 2.043
LOW 2.006
0.618 1.945
1.000 1.908
1.618 1.847
2.618 1.749
4.250 1.590
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 2.055 2.093
PP 2.048 2.073
S1 2.040 2.053

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

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