NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 2.734 2.750 0.016 0.6% 2.656
High 2.773 2.764 -0.009 -0.3% 2.736
Low 2.716 2.706 -0.010 -0.4% 2.643
Close 2.752 2.721 -0.031 -1.1% 2.718
Range 0.057 0.058 0.001 1.8% 0.093
ATR 0.065 0.065 -0.001 -0.8% 0.000
Volume 63,515 76,668 13,153 20.7% 318,420
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.904 2.871 2.753
R3 2.846 2.813 2.737
R2 2.788 2.788 2.732
R1 2.755 2.755 2.726 2.743
PP 2.730 2.730 2.730 2.724
S1 2.697 2.697 2.716 2.685
S2 2.672 2.672 2.710
S3 2.614 2.639 2.705
S4 2.556 2.581 2.689
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.978 2.941 2.769
R3 2.885 2.848 2.744
R2 2.792 2.792 2.735
R1 2.755 2.755 2.727 2.774
PP 2.699 2.699 2.699 2.708
S1 2.662 2.662 2.709 2.681
S2 2.606 2.606 2.701
S3 2.513 2.569 2.692
S4 2.420 2.476 2.667
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.773 2.658 0.115 4.2% 0.060 2.2% 55% False False 71,429
10 2.786 2.607 0.179 6.6% 0.067 2.5% 64% False False 60,626
20 2.959 2.607 0.352 12.9% 0.065 2.4% 32% False False 43,833
40 3.049 2.607 0.442 16.2% 0.061 2.3% 26% False False 32,075
60 3.237 2.607 0.630 23.2% 0.063 2.3% 18% False False 27,176
80 3.237 2.607 0.630 23.2% 0.063 2.3% 18% False False 23,679
100 3.292 2.607 0.685 25.2% 0.066 2.4% 17% False False 20,956
120 3.391 2.607 0.784 28.8% 0.067 2.5% 15% False False 18,678
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 2 trading days
Fibonacci Retracements and Extensions
4.250 3.011
2.618 2.916
1.618 2.858
1.000 2.822
0.618 2.800
HIGH 2.764
0.618 2.742
0.500 2.735
0.382 2.728
LOW 2.706
0.618 2.670
1.000 2.648
1.618 2.612
2.618 2.554
4.250 2.460
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 2.735 2.723
PP 2.730 2.722
S1 2.726 2.722

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

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