NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 20-Oct-2015
Day Change Summary
Previous Current
19-Oct-2015 20-Oct-2015 Change Change % Previous Week
Open 2.678 2.667 -0.011 -0.4% 2.734
High 2.693 2.699 0.006 0.2% 2.780
Low 2.650 2.654 0.004 0.2% 2.642
Close 2.657 2.671 0.014 0.5% 2.650
Range 0.043 0.045 0.002 4.7% 0.138
ATR 0.064 0.062 -0.001 -2.1% 0.000
Volume 54,028 87,293 33,265 61.6% 393,701
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.810 2.785 2.696
R3 2.765 2.740 2.683
R2 2.720 2.720 2.679
R1 2.695 2.695 2.675 2.708
PP 2.675 2.675 2.675 2.681
S1 2.650 2.650 2.667 2.663
S2 2.630 2.630 2.663
S3 2.585 2.605 2.659
S4 2.540 2.560 2.646
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% 0.059 2.2% 21% False False 78,967
10 2.780 2.642 0.138 5.2% 0.060 2.2% 21% False False 75,198
20 2.875 2.607 0.268 10.0% 0.066 2.5% 24% False False 57,834
40 2.998 2.607 0.391 14.6% 0.060 2.3% 16% False False 39,839
60 3.198 2.607 0.591 22.1% 0.062 2.3% 11% False False 32,702
80 3.237 2.607 0.630 23.6% 0.063 2.4% 10% False False 28,028
100 3.283 2.607 0.676 25.3% 0.065 2.4% 9% False False 24,606
120 3.391 2.607 0.784 29.4% 0.067 2.5% 8% False False 21,795
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 2.890
2.618 2.817
1.618 2.772
1.000 2.744
0.618 2.727
HIGH 2.699
0.618 2.682
0.500 2.677
0.382 2.671
LOW 2.654
0.618 2.626
1.000 2.609
1.618 2.581
2.618 2.536
4.250 2.463
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 2.677 2.671
PP 2.675 2.671
S1 2.673 2.671

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

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