NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 2.729 2.690 -0.039 -1.4% 2.800
High 2.749 2.695 -0.054 -2.0% 2.820
Low 2.690 2.617 -0.073 -2.7% 2.617
Close 2.709 2.626 -0.083 -3.1% 2.626
Range 0.059 0.078 0.019 32.2% 0.203
ATR 0.054 0.057 0.003 5.0% 0.000
Volume 27,936 23,189 -4,747 -17.0% 114,636
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.880 2.831 2.669
R3 2.802 2.753 2.647
R2 2.724 2.724 2.640
R1 2.675 2.675 2.633 2.661
PP 2.646 2.646 2.646 2.639
S1 2.597 2.597 2.619 2.583
S2 2.568 2.568 2.612
S3 2.490 2.519 2.605
S4 2.412 2.441 2.583
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.297 3.164 2.738
R3 3.094 2.961 2.682
R2 2.891 2.891 2.663
R1 2.758 2.758 2.645 2.723
PP 2.688 2.688 2.688 2.670
S1 2.555 2.555 2.607 2.520
S2 2.485 2.485 2.589
S3 2.282 2.352 2.570
S4 2.079 2.149 2.514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.820 2.617 0.203 7.7% 0.058 2.2% 4% False True 22,927
10 2.887 2.617 0.270 10.3% 0.055 2.1% 3% False True 22,405
20 2.956 2.617 0.339 12.9% 0.057 2.2% 3% False True 21,674
40 3.062 2.617 0.445 16.9% 0.052 2.0% 2% False True 16,125
60 3.238 2.617 0.621 23.6% 0.053 2.0% 1% False True 13,350
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.027
2.618 2.899
1.618 2.821
1.000 2.773
0.618 2.743
HIGH 2.695
0.618 2.665
0.500 2.656
0.382 2.647
LOW 2.617
0.618 2.569
1.000 2.539
1.618 2.491
2.618 2.413
4.250 2.286
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 2.656 2.712
PP 2.646 2.683
S1 2.636 2.655

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

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