NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 3.187 3.101 -0.086 -2.7% 3.116
High 3.197 3.124 -0.073 -2.3% 3.197
Low 3.084 3.081 -0.003 -0.1% 3.081
Close 3.085 3.098 0.013 0.4% 3.098
Range 0.113 0.043 -0.070 -61.9% 0.116
ATR 0.071 0.069 -0.002 -2.8% 0.000
Volume 31,185 30,412 -773 -2.5% 126,748
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.230 3.207 3.122
R3 3.187 3.164 3.110
R2 3.144 3.144 3.106
R1 3.121 3.121 3.102 3.111
PP 3.101 3.101 3.101 3.096
S1 3.078 3.078 3.094 3.068
S2 3.058 3.058 3.090
S3 3.015 3.035 3.086
S4 2.972 2.992 3.074
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.473 3.402 3.162
R3 3.357 3.286 3.130
R2 3.241 3.241 3.119
R1 3.170 3.170 3.109 3.148
PP 3.125 3.125 3.125 3.114
S1 3.054 3.054 3.087 3.032
S2 3.009 3.009 3.077
S3 2.893 2.938 3.066
S4 2.777 2.822 3.034
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.197 3.081 0.116 3.7% 0.060 1.9% 15% False True 25,349
10 3.197 3.014 0.183 5.9% 0.063 2.0% 46% False False 22,480
20 3.237 3.014 0.223 7.2% 0.067 2.2% 38% False False 17,394
40 3.237 3.014 0.223 7.2% 0.066 2.1% 38% False False 15,359
60 3.345 2.969 0.376 12.1% 0.070 2.3% 34% False False 13,531
80 3.391 2.946 0.445 14.4% 0.071 2.3% 34% False False 11,913
100 3.391 2.927 0.464 15.0% 0.068 2.2% 37% False False 10,457
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 0.018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.307
2.618 3.237
1.618 3.194
1.000 3.167
0.618 3.151
HIGH 3.124
0.618 3.108
0.500 3.103
0.382 3.097
LOW 3.081
0.618 3.054
1.000 3.038
1.618 3.011
2.618 2.968
4.250 2.898
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 3.103 3.139
PP 3.101 3.125
S1 3.100 3.112

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

View Archives - Comment on this page... - Back to Index of Symbols