NYMEX Natural Gas Future January 2017


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 3.328 3.330 0.002 0.1% 3.268
High 3.334 3.431 0.097 2.9% 3.363
Low 3.293 3.327 0.034 1.0% 3.260
Close 3.322 3.410 0.088 2.6% 3.333
Range 0.041 0.104 0.063 153.7% 0.103
ATR 0.073 0.076 0.003 3.5% 0.000
Volume 29,829 52,845 23,016 77.2% 195,440
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.701 3.660 3.467
R3 3.597 3.556 3.439
R2 3.493 3.493 3.429
R1 3.452 3.452 3.420 3.473
PP 3.389 3.389 3.389 3.400
S1 3.348 3.348 3.400 3.369
S2 3.285 3.285 3.391
S3 3.181 3.244 3.381
S4 3.077 3.140 3.353
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 3.628 3.583 3.390
R3 3.525 3.480 3.361
R2 3.422 3.422 3.352
R1 3.377 3.377 3.342 3.400
PP 3.319 3.319 3.319 3.330
S1 3.274 3.274 3.324 3.297
S2 3.216 3.216 3.314
S3 3.113 3.171 3.305
S4 3.010 3.068 3.276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.431 3.260 0.171 5.0% 0.079 2.3% 88% True False 35,342
10 3.431 3.169 0.262 7.7% 0.073 2.1% 92% True False 39,650
20 3.431 3.142 0.289 8.5% 0.076 2.2% 93% True False 34,862
40 3.447 3.142 0.305 8.9% 0.074 2.2% 88% False False 32,043
60 3.496 3.142 0.354 10.4% 0.075 2.2% 76% False False 28,036
80 3.496 3.063 0.433 12.7% 0.072 2.1% 80% False False 26,917
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.873
2.618 3.703
1.618 3.599
1.000 3.535
0.618 3.495
HIGH 3.431
0.618 3.391
0.500 3.379
0.382 3.367
LOW 3.327
0.618 3.263
1.000 3.223
1.618 3.159
2.618 3.055
4.250 2.885
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 3.400 3.390
PP 3.389 3.371
S1 3.379 3.351

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

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