NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 18-Sep-2015
Day Change Summary
Previous Current
17-Sep-2015 18-Sep-2015 Change Change % Previous Week
Open 2.904 2.877 -0.027 -0.9% 2.915
High 2.908 2.902 -0.006 -0.2% 2.998
Low 2.840 2.830 -0.010 -0.4% 2.830
Close 2.884 2.831 -0.053 -1.8% 2.831
Range 0.068 0.072 0.004 5.9% 0.168
ATR 0.064 0.064 0.001 0.9% 0.000
Volume 27,728 19,931 -7,797 -28.1% 108,793
Daily Pivots for day following 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.070 3.023 2.871
R3 2.998 2.951 2.851
R2 2.926 2.926 2.844
R1 2.879 2.879 2.838 2.867
PP 2.854 2.854 2.854 2.848
S1 2.807 2.807 2.824 2.795
S2 2.782 2.782 2.818
S3 2.710 2.735 2.811
S4 2.638 2.663 2.791
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.390 3.279 2.923
R3 3.222 3.111 2.877
R2 3.054 3.054 2.862
R1 2.943 2.943 2.846 2.915
PP 2.886 2.886 2.886 2.872
S1 2.775 2.775 2.816 2.747
S2 2.718 2.718 2.800
S3 2.550 2.607 2.785
S4 2.382 2.439 2.739
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.998 2.830 0.168 5.9% 0.066 2.3% 1% False True 21,758
10 2.998 2.830 0.168 5.9% 0.059 2.1% 1% False True 23,814
20 3.031 2.830 0.201 7.1% 0.059 2.1% 0% False True 21,341
40 3.198 2.830 0.368 13.0% 0.061 2.2% 0% False True 19,579
60 3.237 2.830 0.407 14.4% 0.063 2.2% 0% False True 17,644
80 3.283 2.830 0.453 16.0% 0.067 2.4% 0% False True 15,880
100 3.391 2.830 0.561 19.8% 0.069 2.4% 0% False True 14,178
120 3.391 2.830 0.561 19.8% 0.067 2.4% 0% False True 12,608
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 3.208
2.618 3.090
1.618 3.018
1.000 2.974
0.618 2.946
HIGH 2.902
0.618 2.874
0.500 2.866
0.382 2.858
LOW 2.830
0.618 2.786
1.000 2.758
1.618 2.714
2.618 2.642
4.250 2.524
Fisher Pivots for day following 18-Sep-2015
Pivot 1 day 3 day
R1 2.866 2.895
PP 2.854 2.873
S1 2.843 2.852

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

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