NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 3.136 3.187 0.051 1.6% 3.055
High 3.195 3.197 0.002 0.1% 3.128
Low 3.135 3.084 -0.051 -1.6% 3.014
Close 3.193 3.085 -0.108 -3.4% 3.082
Range 0.060 0.113 0.053 88.3% 0.114
ATR 0.068 0.071 0.003 4.7% 0.000
Volume 22,201 31,185 8,984 40.5% 98,052
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.461 3.386 3.147
R3 3.348 3.273 3.116
R2 3.235 3.235 3.106
R1 3.160 3.160 3.095 3.141
PP 3.122 3.122 3.122 3.113
S1 3.047 3.047 3.075 3.028
S2 3.009 3.009 3.064
S3 2.896 2.934 3.054
S4 2.783 2.821 3.023
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.417 3.363 3.145
R3 3.303 3.249 3.113
R2 3.189 3.189 3.103
R1 3.135 3.135 3.092 3.162
PP 3.075 3.075 3.075 3.088
S1 3.021 3.021 3.072 3.048
S2 2.961 2.961 3.061
S3 2.847 2.907 3.051
S4 2.733 2.793 3.019
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.197 3.052 0.145 4.7% 0.061 2.0% 23% True False 23,841
10 3.197 3.014 0.183 5.9% 0.065 2.1% 39% True False 20,842
20 3.237 3.014 0.223 7.2% 0.067 2.2% 32% False False 16,602
40 3.237 3.014 0.223 7.2% 0.066 2.1% 32% False False 15,027
60 3.345 2.969 0.376 12.2% 0.071 2.3% 31% False False 13,218
80 3.391 2.946 0.445 14.4% 0.071 2.3% 31% False False 11,565
100 3.391 2.927 0.464 15.0% 0.068 2.2% 34% False False 10,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.677
2.618 3.493
1.618 3.380
1.000 3.310
0.618 3.267
HIGH 3.197
0.618 3.154
0.500 3.141
0.382 3.127
LOW 3.084
0.618 3.014
1.000 2.971
1.618 2.901
2.618 2.788
4.250 2.604
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 3.141 3.141
PP 3.122 3.122
S1 3.104 3.104

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

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