NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 3.080 3.130 0.050 1.6% 3.180
High 3.146 3.131 -0.015 -0.5% 3.182
Low 3.062 3.040 -0.022 -0.7% 3.040
Close 3.126 3.043 -0.083 -2.7% 3.043
Range 0.084 0.091 0.007 8.3% 0.142
ATR 0.065 0.067 0.002 2.8% 0.000
Volume 25,428 15,840 -9,588 -37.7% 108,749
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.344 3.285 3.093
R3 3.253 3.194 3.068
R2 3.162 3.162 3.060
R1 3.103 3.103 3.051 3.087
PP 3.071 3.071 3.071 3.064
S1 3.012 3.012 3.035 2.996
S2 2.980 2.980 3.026
S3 2.889 2.921 3.018
S4 2.798 2.830 2.993
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.514 3.421 3.121
R3 3.372 3.279 3.082
R2 3.230 3.230 3.069
R1 3.137 3.137 3.056 3.113
PP 3.088 3.088 3.088 3.076
S1 2.995 2.995 3.030 2.971
S2 2.946 2.946 3.017
S3 2.804 2.853 3.004
S4 2.662 2.711 2.965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.182 3.040 0.142 4.7% 0.062 2.0% 2% False True 21,749
10 3.293 3.040 0.253 8.3% 0.060 2.0% 1% False True 24,403
20 3.293 3.040 0.253 8.3% 0.064 2.1% 1% False True 21,838
40 3.343 3.040 0.303 10.0% 0.066 2.2% 1% False True 18,964
60 3.383 3.040 0.343 11.3% 0.067 2.2% 1% False True 17,619
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.518
2.618 3.369
1.618 3.278
1.000 3.222
0.618 3.187
HIGH 3.131
0.618 3.096
0.500 3.086
0.382 3.075
LOW 3.040
0.618 2.984
1.000 2.949
1.618 2.893
2.618 2.802
4.250 2.653
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 3.086 3.093
PP 3.071 3.076
S1 3.057 3.060

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

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