NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 21-Oct-2015
Day Change Summary
Previous Current
20-Oct-2015 21-Oct-2015 Change Change % Previous Week
Open 2.679 2.692 0.013 0.5% 2.760
High 2.704 2.692 -0.012 -0.4% 2.760
Low 2.678 2.637 -0.041 -1.5% 2.666
Close 2.687 2.653 -0.034 -1.3% 2.671
Range 0.026 0.055 0.029 111.5% 0.094
ATR 0.040 0.041 0.001 2.8% 0.000
Volume 2,475 4,093 1,618 65.4% 14,641
Daily Pivots for day following 21-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.826 2.794 2.683
R3 2.771 2.739 2.668
R2 2.716 2.716 2.663
R1 2.684 2.684 2.658 2.673
PP 2.661 2.661 2.661 2.655
S1 2.629 2.629 2.648 2.618
S2 2.606 2.606 2.643
S3 2.551 2.574 2.638
S4 2.496 2.519 2.623
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.981 2.920 2.723
R3 2.887 2.826 2.697
R2 2.793 2.793 2.688
R1 2.732 2.732 2.680 2.716
PP 2.699 2.699 2.699 2.691
S1 2.638 2.638 2.662 2.622
S2 2.605 2.605 2.654
S3 2.511 2.544 2.645
S4 2.417 2.450 2.619
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.753 2.637 0.116 4.4% 0.040 1.5% 14% False True 3,109
10 2.760 2.637 0.123 4.6% 0.039 1.5% 13% False True 2,898
20 2.809 2.631 0.178 6.7% 0.045 1.7% 12% False False 3,271
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 0.006
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.926
2.618 2.836
1.618 2.781
1.000 2.747
0.618 2.726
HIGH 2.692
0.618 2.671
0.500 2.665
0.382 2.658
LOW 2.637
0.618 2.603
1.000 2.582
1.618 2.548
2.618 2.493
4.250 2.403
Fisher Pivots for day following 21-Oct-2015
Pivot 1 day 3 day
R1 2.665 2.671
PP 2.661 2.665
S1 2.657 2.659

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

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