NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 19-Oct-2015
Day Change Summary
Previous Current
16-Oct-2015 19-Oct-2015 Change Change % Previous Week
Open 2.683 2.678 -0.005 -0.2% 2.734
High 2.695 2.693 -0.002 -0.1% 2.780
Low 2.642 2.650 0.008 0.3% 2.642
Close 2.650 2.657 0.007 0.3% 2.650
Range 0.053 0.043 -0.010 -18.9% 0.138
ATR 0.065 0.064 -0.002 -2.4% 0.000
Volume 80,356 54,028 -26,328 -32.8% 393,701
Daily Pivots for day following 19-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.796 2.769 2.681
R3 2.753 2.726 2.669
R2 2.710 2.710 2.665
R1 2.683 2.683 2.661 2.675
PP 2.667 2.667 2.667 2.663
S1 2.640 2.640 2.653 2.632
S2 2.624 2.624 2.649
S3 2.581 2.597 2.645
S4 2.538 2.554 2.633
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.105 3.015 2.726
R3 2.967 2.877 2.688
R2 2.829 2.829 2.675
R1 2.739 2.739 2.663 2.715
PP 2.691 2.691 2.691 2.679
S1 2.601 2.601 2.637 2.577
S2 2.553 2.553 2.625
S3 2.415 2.463 2.612
S4 2.277 2.325 2.574
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.780 2.642 0.138 5.2% 0.061 2.3% 11% False False 76,842
10 2.780 2.642 0.138 5.2% 0.060 2.2% 11% False False 72,936
20 2.875 2.607 0.268 10.1% 0.065 2.4% 19% False False 54,718
40 2.998 2.607 0.391 14.7% 0.061 2.3% 13% False False 38,101
60 3.198 2.607 0.591 22.2% 0.062 2.4% 8% False False 31,453
80 3.237 2.607 0.630 23.7% 0.064 2.4% 8% False False 27,129
100 3.283 2.607 0.676 25.4% 0.066 2.5% 7% False False 23,830
120 3.391 2.607 0.784 29.5% 0.068 2.6% 6% False False 21,092
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 2.876
2.618 2.806
1.618 2.763
1.000 2.736
0.618 2.720
HIGH 2.693
0.618 2.677
0.500 2.672
0.382 2.666
LOW 2.650
0.618 2.623
1.000 2.607
1.618 2.580
2.618 2.537
4.250 2.467
Fisher Pivots for day following 19-Oct-2015
Pivot 1 day 3 day
R1 2.672 2.711
PP 2.667 2.693
S1 2.662 2.675

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

View Archives - Comment on this page... - Back to Index of Symbols