NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 3.074 3.033 -0.041 -1.3% 3.116
High 3.084 3.045 -0.039 -1.3% 3.197
Low 3.030 2.990 -0.040 -1.3% 3.081
Close 3.038 3.000 -0.038 -1.3% 3.098
Range 0.054 0.055 0.001 1.9% 0.116
ATR 0.069 0.068 -0.001 -1.5% 0.000
Volume 8,446 11,945 3,499 41.4% 126,748
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.177 3.143 3.030
R3 3.122 3.088 3.015
R2 3.067 3.067 3.010
R1 3.033 3.033 3.005 3.023
PP 3.012 3.012 3.012 3.006
S1 2.978 2.978 2.995 2.968
S2 2.957 2.957 2.990
S3 2.902 2.923 2.985
S4 2.847 2.868 2.970
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 2.990 0.207 6.9% 0.065 2.2% 5% False True 20,837
10 3.197 2.990 0.207 6.9% 0.062 2.1% 5% False True 21,397
20 3.237 2.990 0.247 8.2% 0.066 2.2% 4% False True 17,381
40 3.237 2.990 0.247 8.2% 0.065 2.2% 4% False True 15,400
60 3.283 2.969 0.314 10.5% 0.070 2.3% 10% False False 13,624
80 3.391 2.946 0.445 14.8% 0.071 2.4% 12% False False 12,057
100 3.391 2.927 0.464 15.5% 0.068 2.3% 16% False False 10,601
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.279
2.618 3.189
1.618 3.134
1.000 3.100
0.618 3.079
HIGH 3.045
0.618 3.024
0.500 3.018
0.382 3.011
LOW 2.990
0.618 2.956
1.000 2.935
1.618 2.901
2.618 2.846
4.250 2.756
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 3.018 3.057
PP 3.012 3.038
S1 3.006 3.019

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

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