NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 12-Aug-2015

Day Change Summary
	Previous	Current
	11-Aug-2015	12-Aug-2015	Change	Change %	Previous Week
Open	3.219	3.231	0.012	0.4%	3.155
High	3.227	3.280	0.053	1.6%	3.221
Low	3.184	3.230	0.046	1.4%	3.116
Close	3.222	3.279	0.057	1.8%	3.179
Range	0.043	0.050	0.007	16.3%	0.105
ATR	0.061	0.060	0.000	-0.3%	0.000
Volume	2,996	6,001	3,005	100.3%	24,014

Daily Pivots for day following 12-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.413	3.396	3.307
R3	3.363	3.346	3.293
R2	3.313	3.313	3.288
R1	3.296	3.296	3.284	3.305
PP	3.263	3.263	3.263	3.267
S1	3.246	3.246	3.274	3.255
S2	3.213	3.213	3.270
S3	3.163	3.196	3.265
S4	3.113	3.146	3.252

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.487	3.438	3.237
R3	3.382	3.333	3.208
R2	3.277	3.277	3.198
R1	3.228	3.228	3.189	3.253
PP	3.172	3.172	3.172	3.184
S1	3.123	3.123	3.169	3.148
S2	3.067	3.067	3.160
S3	2.962	3.018	3.150
S4	2.857	2.913	3.121

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.280	3.116	0.164	5.0%	0.049	1.5%	99%	True	False	4,731
10	3.280	3.116	0.164	5.0%	0.058	1.8%	99%	True	False	4,378
20	3.333	3.116	0.217	6.6%	0.057	1.7%	75%	False	False	3,744
40	3.370	3.116	0.254	7.7%	0.058	1.8%	64%	False	False	3,421

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.493
2.618	3.411
1.618	3.361
1.000	3.330
0.618	3.311
HIGH	3.280
0.618	3.261
0.500	3.255
0.382	3.249
LOW	3.230
0.618	3.199
1.000	3.180
1.618	3.149
2.618	3.099
4.250	3.018

Fisher Pivots for day following 12-Aug-2015
Pivot	1 day	3 day
R1	3.271	3.263
PP	3.263	3.248
S1	3.255	3.232

Download as Excel Spreadsheet

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

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