NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 2.907 2.895 -0.012 -0.4% 2.916
High 2.931 2.895 -0.036 -1.2% 2.947
Low 2.885 2.845 -0.040 -1.4% 2.878
Close 2.907 2.857 -0.050 -1.7% 2.939
Range 0.046 0.050 0.004 8.7% 0.069
ATR 0.063 0.063 0.000 -0.1% 0.000
Volume 17,457 22,936 5,479 31.4% 98,055
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.016 2.986 2.885
R3 2.966 2.936 2.871
R2 2.916 2.916 2.866
R1 2.886 2.886 2.862 2.876
PP 2.866 2.866 2.866 2.861
S1 2.836 2.836 2.852 2.826
S2 2.816 2.816 2.848
S3 2.766 2.786 2.843
S4 2.716 2.736 2.830
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 2.845 0.102 3.6% 0.051 1.8% 12% False True 18,468
10 3.049 2.845 0.204 7.1% 0.058 2.0% 6% False True 19,332
20 3.197 2.845 0.352 12.3% 0.058 2.0% 3% False True 19,825
40 3.237 2.845 0.392 13.7% 0.063 2.2% 3% False True 16,991
60 3.283 2.845 0.438 15.3% 0.065 2.3% 3% False True 15,492
80 3.391 2.845 0.546 19.1% 0.069 2.4% 2% False True 13,781
100 3.391 2.845 0.546 19.1% 0.068 2.4% 2% False True 12,173
120 3.391 2.845 0.546 19.1% 0.067 2.3% 2% False True 10,851
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 True
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.108
2.618 3.026
1.618 2.976
1.000 2.945
0.618 2.926
HIGH 2.895
0.618 2.876
0.500 2.870
0.382 2.864
LOW 2.845
0.618 2.814
1.000 2.795
1.618 2.764
2.618 2.714
4.250 2.633
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 2.870 2.888
PP 2.866 2.878
S1 2.861 2.867

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

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