NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 3.128 3.209 0.081 2.6% 3.100
High 3.212 3.316 0.104 3.2% 3.191
Low 3.128 3.203 0.075 2.4% 3.060
Close 3.209 3.316 0.107 3.3% 3.103
Range 0.084 0.113 0.029 34.5% 0.131
ATR 0.078 0.081 0.002 3.2% 0.000
Volume 18,713 21,864 3,151 16.8% 68,906
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.617 3.580 3.378
R3 3.504 3.467 3.347
R2 3.391 3.391 3.337
R1 3.354 3.354 3.326 3.373
PP 3.278 3.278 3.278 3.288
S1 3.241 3.241 3.306 3.260
S2 3.165 3.165 3.295
S3 3.052 3.128 3.285
S4 2.939 3.015 3.254
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 3.511 3.438 3.175
R3 3.380 3.307 3.139
R2 3.249 3.249 3.127
R1 3.176 3.176 3.115 3.213
PP 3.118 3.118 3.118 3.136
S1 3.045 3.045 3.091 3.082
S2 2.987 2.987 3.079
S3 2.856 2.914 3.067
S4 2.725 2.783 3.031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.316 3.060 0.256 7.7% 0.077 2.3% 100% True False 17,177
10 3.318 3.060 0.258 7.8% 0.078 2.3% 99% False False 15,141
20 3.483 3.060 0.423 12.8% 0.076 2.3% 61% False False 13,896
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 0.011
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.796
2.618 3.612
1.618 3.499
1.000 3.429
0.618 3.386
HIGH 3.316
0.618 3.273
0.500 3.260
0.382 3.246
LOW 3.203
0.618 3.133
1.000 3.090
1.618 3.020
2.618 2.907
4.250 2.723
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 3.297 3.279
PP 3.278 3.241
S1 3.260 3.204

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

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