NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 2.716 2.746 0.030 1.1% 2.656
High 2.752 2.780 0.028 1.0% 2.736
Low 2.701 2.679 -0.022 -0.8% 2.643
Close 2.732 2.686 -0.046 -1.7% 2.718
Range 0.051 0.101 0.050 98.0% 0.093
ATR 0.064 0.066 0.003 4.2% 0.000
Volume 79,111 94,051 14,940 18.9% 318,420
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.018 2.953 2.742
R3 2.917 2.852 2.714
R2 2.816 2.816 2.705
R1 2.751 2.751 2.695 2.733
PP 2.715 2.715 2.715 2.706
S1 2.650 2.650 2.677 2.632
S2 2.614 2.614 2.667
S3 2.513 2.549 2.658
S4 2.412 2.448 2.630
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 2.780 2.673 0.107 4.0% 0.066 2.5% 12% True False 75,006
10 2.780 2.607 0.173 6.4% 0.063 2.3% 46% True False 67,708
20 2.902 2.607 0.295 11.0% 0.066 2.4% 27% False False 50,123
40 3.049 2.607 0.442 16.5% 0.063 2.3% 18% False False 35,776
60 3.237 2.607 0.630 23.5% 0.064 2.4% 13% False False 29,693
80 3.237 2.607 0.630 23.5% 0.064 2.4% 13% False False 25,620
100 3.283 2.607 0.676 25.2% 0.067 2.5% 12% False False 22,577
120 3.391 2.607 0.784 29.2% 0.068 2.5% 10% False False 20,048
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 3.209
2.618 3.044
1.618 2.943
1.000 2.881
0.618 2.842
HIGH 2.780
0.618 2.741
0.500 2.730
0.382 2.718
LOW 2.679
0.618 2.617
1.000 2.578
1.618 2.516
2.618 2.415
4.250 2.250
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 2.730 2.730
PP 2.715 2.715
S1 2.701 2.701

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

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