NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 3.162 3.172 0.010 0.3% 3.113
High 3.178 3.184 0.006 0.2% 3.176
Low 3.151 3.135 -0.016 -0.5% 3.070
Close 3.178 3.175 -0.003 -0.1% 3.134
Range 0.027 0.049 0.022 81.5% 0.106
ATR 0.060 0.059 -0.001 -1.3% 0.000
Volume 8,114 6,707 -1,407 -17.3% 45,591
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.312 3.292 3.202
R3 3.263 3.243 3.188
R2 3.214 3.214 3.184
R1 3.194 3.194 3.179 3.204
PP 3.165 3.165 3.165 3.170
S1 3.145 3.145 3.171 3.155
S2 3.116 3.116 3.166
S3 3.067 3.096 3.162
S4 3.018 3.047 3.148
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.445 3.395 3.192
R3 3.339 3.289 3.163
R2 3.233 3.233 3.153
R1 3.183 3.183 3.144 3.208
PP 3.127 3.127 3.127 3.139
S1 3.077 3.077 3.124 3.102
S2 3.021 3.021 3.115
S3 2.915 2.971 3.105
S4 2.809 2.865 3.076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.184 3.070 0.114 3.6% 0.053 1.7% 92% True False 8,673
10 3.238 3.070 0.168 5.3% 0.058 1.8% 63% False False 7,722
20 3.290 3.070 0.220 6.9% 0.058 1.8% 48% False False 6,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.392
2.618 3.312
1.618 3.263
1.000 3.233
0.618 3.214
HIGH 3.184
0.618 3.165
0.500 3.160
0.382 3.154
LOW 3.135
0.618 3.105
1.000 3.086
1.618 3.056
2.618 3.007
4.250 2.927
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 3.170 3.164
PP 3.165 3.153
S1 3.160 3.143

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

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