NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	2.824	2.760	-0.064	-2.3%	2.863
High	2.831	2.768	-0.063	-2.2%	2.907
Low	2.776	2.744	-0.032	-1.2%	2.776
Close	2.777	2.755	-0.022	-0.8%	2.777
Range	0.055	0.024	-0.031	-56.4%	0.131
ATR	0.039	0.039	0.000	-1.1%	0.000
Volume	1,105	1,949	844	76.4%	8,036

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.828	2.815	2.768
R3	2.804	2.791	2.762
R2	2.780	2.780	2.759
R1	2.767	2.767	2.757	2.762
PP	2.756	2.756	2.756	2.753
S1	2.743	2.743	2.753	2.738
S2	2.732	2.732	2.751
S3	2.708	2.719	2.748
S4	2.684	2.695	2.742

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.213	3.126	2.849
R3	3.082	2.995	2.813
R2	2.951	2.951	2.801
R1	2.864	2.864	2.789	2.842
PP	2.820	2.820	2.820	2.809
S1	2.733	2.733	2.765	2.711
S2	2.689	2.689	2.753
S3	2.558	2.602	2.741
S4	2.427	2.471	2.705

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.907	2.744	0.163	5.9%	0.036	1.3%	7%	False	True	1,650
10	2.907	2.744	0.163	5.9%	0.035	1.3%	7%	False	True	1,751

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	0.006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.870
2.618	2.831
1.618	2.807
1.000	2.792
0.618	2.783
HIGH	2.768
0.618	2.759
0.500	2.756
0.382	2.753
LOW	2.744
0.618	2.729
1.000	2.720
1.618	2.705
2.618	2.681
4.250	2.642

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	2.756	2.791
PP	2.756	2.779
S1	2.755	2.767

Download as Excel Spreadsheet

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

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