NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 2.803 2.787 -0.016 -0.6% 2.760
High 2.809 2.790 -0.019 -0.7% 2.804
Low 2.765 2.733 -0.032 -1.2% 2.732
Close 2.789 2.735 -0.054 -1.9% 2.766
Range 0.044 0.057 0.013 29.5% 0.072
ATR 0.040 0.041 0.001 3.0% 0.000
Volume 2,969 3,411 442 14.9% 8,900
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.924 2.886 2.766
R3 2.867 2.829 2.751
R2 2.810 2.810 2.745
R1 2.772 2.772 2.740 2.763
PP 2.753 2.753 2.753 2.748
S1 2.715 2.715 2.730 2.706
S2 2.696 2.696 2.725
S3 2.639 2.658 2.719
S4 2.582 2.601 2.704
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.983 2.947 2.806
R3 2.911 2.875 2.786
R2 2.839 2.839 2.779
R1 2.803 2.803 2.773 2.821
PP 2.767 2.767 2.767 2.777
S1 2.731 2.731 2.759 2.749
S2 2.695 2.695 2.753
S3 2.623 2.659 2.746
S4 2.551 2.587 2.726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.809 2.732 0.077 2.8% 0.049 1.8% 4% False False 2,437
10 2.871 2.732 0.139 5.1% 0.041 1.5% 2% False False 1,940
20 2.907 2.732 0.175 6.4% 0.038 1.4% 2% False False 2,041
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 0.007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.032
2.618 2.939
1.618 2.882
1.000 2.847
0.618 2.825
HIGH 2.790
0.618 2.768
0.500 2.762
0.382 2.755
LOW 2.733
0.618 2.698
1.000 2.676
1.618 2.641
2.618 2.584
4.250 2.491
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 2.762 2.771
PP 2.753 2.759
S1 2.744 2.747

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

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