NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 2.975 2.993 0.018 0.6% 3.128
High 2.996 3.003 0.007 0.2% 3.131
Low 2.968 2.946 -0.022 -0.7% 3.002
Close 2.996 2.967 -0.029 -1.0% 3.006
Range 0.028 0.057 0.029 103.6% 0.129
ATR 0.056 0.056 0.000 0.1% 0.000
Volume 4,966 7,890 2,924 58.9% 37,953
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.143 3.112 2.998
R3 3.086 3.055 2.983
R2 3.029 3.029 2.977
R1 2.998 2.998 2.972 2.985
PP 2.972 2.972 2.972 2.966
S1 2.941 2.941 2.962 2.928
S2 2.915 2.915 2.957
S3 2.858 2.884 2.951
S4 2.801 2.827 2.936
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.433 3.349 3.077
R3 3.304 3.220 3.041
R2 3.175 3.175 3.030
R1 3.091 3.091 3.018 3.069
PP 3.046 3.046 3.046 3.035
S1 2.962 2.962 2.994 2.940
S2 2.917 2.917 2.982
S3 2.788 2.833 2.971
S4 2.659 2.704 2.935
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.081 2.944 0.137 4.6% 0.053 1.8% 17% False False 6,657
10 3.166 2.944 0.222 7.5% 0.049 1.6% 10% False False 6,751
20 3.238 2.944 0.294 9.9% 0.054 1.8% 8% False False 7,801
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.245
2.618 3.152
1.618 3.095
1.000 3.060
0.618 3.038
HIGH 3.003
0.618 2.981
0.500 2.975
0.382 2.968
LOW 2.946
0.618 2.911
1.000 2.889
1.618 2.854
2.618 2.797
4.250 2.704
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 2.975 2.974
PP 2.972 2.971
S1 2.970 2.969

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

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