As announced on their homepage, Nightmare will be releasing a DVD to their Nightmarish Reality tour final show at Budokan! The DVD will come in two versions: the regular edition and the limited edition. They will also be releasing a concert CD of the event.
The regular edition will be DVD only. The limited edition will include beautiful photographs of the band during the show. The DVDs will be released on June 6th. The regular edition will cost 5,775 yen (roughly $63 USD); the limited edition will cost 8,400 yen (roughly $90 USD).
This is as much detail as their homepage is releasing for now, so check back for more details.
CD Japan already have the DVDs on pre-order.
Source: OHP