NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 24-Aug-2015

Day Change Summary
	Previous	Current
	21-Aug-2015	24-Aug-2015	Change	Change %	Previous Week
Open	3.130	3.020	-0.110	-3.5%	3.180
High	3.131	3.048	-0.083	-2.7%	3.182
Low	3.040	2.993	-0.047	-1.5%	3.040
Close	3.043	2.996	-0.047	-1.5%	3.043
Range	0.091	0.055	-0.036	-39.6%	0.142
ATR	0.067	0.066	-0.001	-1.3%	0.000
Volume	15,840	20,104	4,264	26.9%	108,749

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.177	3.142	3.026
R3	3.122	3.087	3.011
R2	3.067	3.067	3.006
R1	3.032	3.032	3.001	3.022
PP	3.012	3.012	3.012	3.008
S1	2.977	2.977	2.991	2.967
S2	2.957	2.957	2.986
S3	2.902	2.922	2.981
S4	2.847	2.867	2.966

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	3.146	2.993	0.153	5.1%	0.063	2.1%	2%	False	True	22,268
10	3.293	2.993	0.300	10.0%	0.062	2.1%	1%	False	True	24,143
20	3.293	2.993	0.300	10.0%	0.063	2.1%	1%	False	True	22,357
40	3.343	2.993	0.350	11.7%	0.066	2.2%	1%	False	True	19,100
60	3.383	2.993	0.390	13.0%	0.067	2.2%	1%	False	True	17,751

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	0.011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.282
2.618	3.192
1.618	3.137
1.000	3.103
0.618	3.082
HIGH	3.048
0.618	3.027
0.500	3.021
0.382	3.014
LOW	2.993
0.618	2.959
1.000	2.938
1.618	2.904
2.618	2.849
4.250	2.759

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	3.021	3.070
PP	3.012	3.045
S1	3.004	3.021

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