NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 2.910 2.907 -0.003 -0.1% 2.916
High 2.911 2.931 0.020 0.7% 2.947
Low 2.872 2.885 0.013 0.5% 2.878
Close 2.905 2.907 0.002 0.1% 2.939
Range 0.039 0.046 0.007 17.9% 0.069
ATR 0.064 0.063 -0.001 -2.0% 0.000
Volume 13,498 17,457 3,959 29.3% 98,055
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.046 3.022 2.932
R3 3.000 2.976 2.920
R2 2.954 2.954 2.915
R1 2.930 2.930 2.911 2.930
PP 2.908 2.908 2.908 2.908
S1 2.884 2.884 2.903 2.884
S2 2.862 2.862 2.899
S3 2.816 2.838 2.894
S4 2.770 2.792 2.882
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.128 3.103 2.977
R3 3.059 3.034 2.958
R2 2.990 2.990 2.952
R1 2.965 2.965 2.945 2.978
PP 2.921 2.921 2.921 2.928
S1 2.896 2.896 2.933 2.909
S2 2.852 2.852 2.926
S3 2.783 2.827 2.920
S4 2.714 2.758 2.901
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.947 2.872 0.075 2.6% 0.047 1.6% 47% False False 17,587
10 3.049 2.872 0.177 6.1% 0.057 1.9% 20% False False 18,356
20 3.197 2.872 0.325 11.2% 0.059 2.0% 11% False False 19,876
40 3.237 2.872 0.365 12.6% 0.063 2.2% 10% False False 16,776
60 3.283 2.872 0.411 14.1% 0.066 2.3% 9% False False 15,306
80 3.391 2.872 0.519 17.9% 0.070 2.4% 7% False False 13,664
100 3.391 2.872 0.519 17.9% 0.068 2.3% 7% False False 11,989
120 3.391 2.872 0.519 17.9% 0.067 2.3% 7% False False 10,698
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.127
2.618 3.051
1.618 3.005
1.000 2.977
0.618 2.959
HIGH 2.931
0.618 2.913
0.500 2.908
0.382 2.903
LOW 2.885
0.618 2.857
1.000 2.839
1.618 2.811
2.618 2.765
4.250 2.690
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 2.908 2.909
PP 2.908 2.908
S1 2.907 2.908

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

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