NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 2.787 2.727 -0.060 -2.2% 2.760
High 2.790 2.753 -0.037 -1.3% 2.804
Low 2.733 2.689 -0.044 -1.6% 2.732
Close 2.735 2.695 -0.040 -1.5% 2.766
Range 0.057 0.064 0.007 12.3% 0.072
ATR 0.041 0.043 0.002 3.9% 0.000
Volume 3,411 4,681 1,270 37.2% 8,900
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.904 2.864 2.730
R3 2.840 2.800 2.713
R2 2.776 2.776 2.707
R1 2.736 2.736 2.701 2.724
PP 2.712 2.712 2.712 2.707
S1 2.672 2.672 2.689 2.660
S2 2.648 2.648 2.683
S3 2.584 2.608 2.677
S4 2.520 2.544 2.660
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 2.689 0.120 4.5% 0.059 2.2% 5% False True 3,025
10 2.838 2.689 0.149 5.5% 0.043 1.6% 4% False True 2,237
20 2.907 2.689 0.218 8.1% 0.040 1.5% 3% False True 2,101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.025
2.618 2.921
1.618 2.857
1.000 2.817
0.618 2.793
HIGH 2.753
0.618 2.729
0.500 2.721
0.382 2.713
LOW 2.689
0.618 2.649
1.000 2.625
1.618 2.585
2.618 2.521
4.250 2.417
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 2.721 2.749
PP 2.712 2.731
S1 2.704 2.713

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

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