NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 2.945 2.925 -0.020 -0.7% 2.997
High 2.957 3.013 0.056 1.9% 3.012
Low 2.930 2.923 -0.007 -0.2% 2.944
Close 2.939 3.002 0.063 2.1% 3.008
Range 0.027 0.090 0.063 233.3% 0.068
ATR 0.055 0.057 0.003 4.6% 0.000
Volume 7,581 20,382 12,801 168.9% 30,950
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.249 3.216 3.052
R3 3.159 3.126 3.027
R2 3.069 3.069 3.019
R1 3.036 3.036 3.010 3.053
PP 2.979 2.979 2.979 2.988
S1 2.946 2.946 2.994 2.963
S2 2.889 2.889 2.986
S3 2.799 2.856 2.977
S4 2.709 2.766 2.953
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.192 3.168 3.045
R3 3.124 3.100 3.027
R2 3.056 3.056 3.020
R1 3.032 3.032 3.014 3.044
PP 2.988 2.988 2.988 2.994
S1 2.964 2.964 3.002 2.976
S2 2.920 2.920 2.996
S3 2.852 2.896 2.989
S4 2.784 2.828 2.971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.013 2.923 0.090 3.0% 0.049 1.6% 88% True True 10,002
10 3.081 2.923 0.158 5.3% 0.051 1.7% 50% False True 8,329
20 3.238 2.923 0.315 10.5% 0.050 1.7% 25% False True 8,051
40 3.290 2.923 0.367 12.2% 0.056 1.9% 22% False True 7,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3.396
2.618 3.249
1.618 3.159
1.000 3.103
0.618 3.069
HIGH 3.013
0.618 2.979
0.500 2.968
0.382 2.957
LOW 2.923
0.618 2.867
1.000 2.833
1.618 2.777
2.618 2.687
4.250 2.541
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 2.991 2.991
PP 2.979 2.979
S1 2.968 2.968

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

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