NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 01-Oct-2015
Day Change Summary
Previous Current
30-Sep-2015 01-Oct-2015 Change Change % Previous Week
Open 2.727 2.688 -0.039 -1.4% 2.760
High 2.753 2.696 -0.057 -2.1% 2.804
Low 2.689 2.634 -0.055 -2.0% 2.732
Close 2.695 2.639 -0.056 -2.1% 2.766
Range 0.064 0.062 -0.002 -3.1% 0.072
ATR 0.043 0.044 0.001 3.2% 0.000
Volume 4,681 3,970 -711 -15.2% 8,900
Daily Pivots for day following 01-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.842 2.803 2.673
R3 2.780 2.741 2.656
R2 2.718 2.718 2.650
R1 2.679 2.679 2.645 2.668
PP 2.656 2.656 2.656 2.651
S1 2.617 2.617 2.633 2.606
S2 2.594 2.594 2.628
S3 2.532 2.555 2.622
S4 2.470 2.493 2.605
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 2.634 0.175 6.6% 0.057 2.2% 3% False True 3,316
10 2.831 2.634 0.197 7.5% 0.047 1.8% 3% False True 2,503
20 2.907 2.634 0.273 10.3% 0.042 1.6% 2% False True 2,176
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.960
2.618 2.858
1.618 2.796
1.000 2.758
0.618 2.734
HIGH 2.696
0.618 2.672
0.500 2.665
0.382 2.658
LOW 2.634
0.618 2.596
1.000 2.572
1.618 2.534
2.618 2.472
4.250 2.371
Fisher Pivots for day following 01-Oct-2015
Pivot 1 day 3 day
R1 2.665 2.712
PP 2.656 2.688
S1 2.648 2.663

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

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