NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 3.213 3.214 0.001 0.0% 3.160
High 3.233 3.245 0.012 0.4% 3.232
Low 3.205 3.190 -0.015 -0.5% 3.114
Close 3.233 3.229 -0.004 -0.1% 3.186
Range 0.028 0.055 0.027 96.4% 0.118
ATR 0.068 0.067 -0.001 -1.3% 0.000
Volume 22,705 20,195 -2,510 -11.1% 122,523
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.386 3.363 3.259
R3 3.331 3.308 3.244
R2 3.276 3.276 3.239
R1 3.253 3.253 3.234 3.265
PP 3.221 3.221 3.221 3.227
S1 3.198 3.198 3.224 3.210
S2 3.166 3.166 3.219
S3 3.111 3.143 3.214
S4 3.056 3.088 3.199
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.531 3.477 3.251
R3 3.413 3.359 3.218
R2 3.295 3.295 3.208
R1 3.241 3.241 3.197 3.268
PP 3.177 3.177 3.177 3.191
S1 3.123 3.123 3.175 3.150
S2 3.059 3.059 3.164
S3 2.941 3.005 3.154
S4 2.823 2.887 3.121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.245 3.114 0.131 4.1% 0.059 1.8% 88% True False 23,961
10 3.290 3.114 0.176 5.5% 0.063 2.0% 65% False False 21,347
20 3.343 3.114 0.229 7.1% 0.063 2.0% 50% False False 17,734
40 3.383 3.114 0.269 8.3% 0.066 2.0% 43% False False 16,634
60 3.483 3.060 0.423 13.1% 0.069 2.1% 40% False False 15,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.479
2.618 3.389
1.618 3.334
1.000 3.300
0.618 3.279
HIGH 3.245
0.618 3.224
0.500 3.218
0.382 3.211
LOW 3.190
0.618 3.156
1.000 3.135
1.618 3.101
2.618 3.046
4.250 2.956
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 3.225 3.219
PP 3.221 3.209
S1 3.218 3.200

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

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