NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 3.003 3.016 0.013 0.4% 3.180
High 3.031 3.041 0.010 0.3% 3.182
Low 2.981 3.004 0.023 0.8% 3.040
Close 3.017 3.038 0.021 0.7% 3.043
Range 0.050 0.037 -0.013 -26.0% 0.142
ATR 0.065 0.063 -0.002 -3.1% 0.000
Volume 22,983 18,036 -4,947 -21.5% 108,749
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.139 3.125 3.058
R3 3.102 3.088 3.048
R2 3.065 3.065 3.045
R1 3.051 3.051 3.041 3.058
PP 3.028 3.028 3.028 3.031
S1 3.014 3.014 3.035 3.021
S2 2.991 2.991 3.031
S3 2.954 2.977 3.028
S4 2.917 2.940 3.018
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 2.981 0.165 5.4% 0.063 2.1% 35% False False 20,478
10 3.293 2.981 0.312 10.3% 0.060 2.0% 18% False False 21,732
20 3.293 2.981 0.312 10.3% 0.062 2.0% 18% False False 23,035
40 3.343 2.981 0.362 11.9% 0.065 2.1% 16% False False 19,323
60 3.383 2.981 0.402 13.2% 0.066 2.2% 14% False False 18,042
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.198
2.618 3.138
1.618 3.101
1.000 3.078
0.618 3.064
HIGH 3.041
0.618 3.027
0.500 3.023
0.382 3.018
LOW 3.004
0.618 2.981
1.000 2.967
1.618 2.944
2.618 2.907
4.250 2.847
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 3.033 3.030
PP 3.028 3.022
S1 3.023 3.015

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

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