NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 2.761 2.700 -0.061 -2.2% 2.813
High 2.786 2.714 -0.072 -2.6% 2.852
Low 2.694 2.618 -0.076 -2.8% 2.751
Close 2.701 2.631 -0.070 -2.6% 2.802
Range 0.092 0.096 0.004 4.3% 0.101
ATR 0.067 0.069 0.002 3.1% 0.000
Volume 44,872 57,466 12,594 28.1% 129,996
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.942 2.883 2.684
R3 2.846 2.787 2.657
R2 2.750 2.750 2.649
R1 2.691 2.691 2.640 2.673
PP 2.654 2.654 2.654 2.645
S1 2.595 2.595 2.622 2.577
S2 2.558 2.558 2.613
S3 2.462 2.499 2.605
S4 2.366 2.403 2.578
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.105 3.054 2.858
R3 3.004 2.953 2.830
R2 2.903 2.903 2.821
R1 2.852 2.852 2.811 2.827
PP 2.802 2.802 2.802 2.789
S1 2.751 2.751 2.793 2.726
S2 2.701 2.701 2.783
S3 2.600 2.650 2.774
S4 2.499 2.549 2.746
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.875 2.618 0.257 9.8% 0.083 3.1% 5% False True 43,416
10 2.902 2.618 0.284 10.8% 0.068 2.6% 5% False True 32,538
20 2.998 2.618 0.380 14.4% 0.065 2.5% 3% False True 28,031
40 3.197 2.618 0.579 22.0% 0.062 2.3% 2% False True 23,928
60 3.237 2.618 0.619 23.5% 0.064 2.4% 2% False True 20,671
80 3.283 2.618 0.665 25.3% 0.065 2.5% 2% False True 18,627
100 3.391 2.618 0.773 29.4% 0.068 2.6% 2% False True 16,631
120 3.391 2.618 0.773 29.4% 0.067 2.6% 2% False True 14,816
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 0.018
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 3.122
2.618 2.965
1.618 2.869
1.000 2.810
0.618 2.773
HIGH 2.714
0.618 2.677
0.500 2.666
0.382 2.655
LOW 2.618
0.618 2.559
1.000 2.522
1.618 2.463
2.618 2.367
4.250 2.210
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 2.666 2.730
PP 2.654 2.697
S1 2.643 2.664

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

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