NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 29-Oct-2015
Day Change Summary
Previous Current
28-Oct-2015 29-Oct-2015 Change Change % Previous Week
Open 2.540 2.461 -0.079 -3.1% 2.823
High 2.552 2.531 -0.021 -0.8% 2.842
Low 2.431 2.402 -0.029 -1.2% 2.623
Close 2.461 2.423 -0.038 -1.5% 2.632
Range 0.121 0.129 0.008 6.6% 0.219
ATR 0.074 0.078 0.004 5.4% 0.000
Volume 71,126 49,098 -22,028 -31.0% 213,589
Daily Pivots for day following 29-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.839 2.760 2.494
R3 2.710 2.631 2.458
R2 2.581 2.581 2.447
R1 2.502 2.502 2.435 2.477
PP 2.452 2.452 2.452 2.440
S1 2.373 2.373 2.411 2.348
S2 2.323 2.323 2.399
S3 2.194 2.244 2.388
S4 2.065 2.115 2.352
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.356 3.213 2.752
R3 3.137 2.994 2.692
R2 2.918 2.918 2.672
R1 2.775 2.775 2.652 2.737
PP 2.699 2.699 2.699 2.680
S1 2.556 2.556 2.612 2.518
S2 2.480 2.480 2.592
S3 2.261 2.337 2.572
S4 2.042 2.118 2.512
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.708 2.402 0.306 12.6% 0.103 4.2% 7% False True 54,159
10 2.842 2.402 0.440 18.2% 0.080 3.3% 5% False True 47,443
20 2.918 2.402 0.516 21.3% 0.069 2.8% 4% False True 51,117
40 3.103 2.402 0.701 28.9% 0.065 2.7% 3% False True 38,832
60 3.293 2.402 0.891 36.8% 0.062 2.6% 2% False True 33,253
80 3.343 2.402 0.941 38.8% 0.063 2.6% 2% False True 29,281
100 3.383 2.402 0.981 40.5% 0.064 2.7% 2% False True 26,393
120 3.483 2.402 1.081 44.6% 0.066 2.7% 2% False True 24,310
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 0.017
Widest range in 121 trading days
Fibonacci Retracements and Extensions
4.250 3.079
2.618 2.869
1.618 2.740
1.000 2.660
0.618 2.611
HIGH 2.531
0.618 2.482
0.500 2.467
0.382 2.451
LOW 2.402
0.618 2.322
1.000 2.273
1.618 2.193
2.618 2.064
4.250 1.854
Fisher Pivots for day following 29-Oct-2015
Pivot 1 day 3 day
R1 2.467 2.492
PP 2.452 2.469
S1 2.438 2.446

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

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