NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 3.016 3.026 0.010 0.3% 3.180
High 3.041 3.044 0.003 0.1% 3.182
Low 3.004 2.984 -0.020 -0.7% 3.040
Close 3.038 3.006 -0.032 -1.1% 3.043
Range 0.037 0.060 0.023 62.2% 0.142
ATR 0.063 0.063 0.000 -0.4% 0.000
Volume 18,036 22,633 4,597 25.5% 108,749
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.191 3.159 3.039
R3 3.131 3.099 3.023
R2 3.071 3.071 3.017
R1 3.039 3.039 3.012 3.025
PP 3.011 3.011 3.011 3.005
S1 2.979 2.979 3.001 2.965
S2 2.951 2.951 2.995
S3 2.891 2.919 2.990
S4 2.831 2.859 2.973
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 3.131 2.981 0.150 5.0% 0.059 1.9% 17% False False 19,919
10 3.222 2.981 0.241 8.0% 0.055 1.8% 10% False False 20,401
20 3.293 2.981 0.312 10.4% 0.060 2.0% 8% False False 23,290
40 3.343 2.981 0.362 12.0% 0.064 2.1% 7% False False 19,472
60 3.383 2.981 0.402 13.4% 0.066 2.2% 6% False False 18,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.299
2.618 3.201
1.618 3.141
1.000 3.104
0.618 3.081
HIGH 3.044
0.618 3.021
0.500 3.014
0.382 3.007
LOW 2.984
0.618 2.947
1.000 2.924
1.618 2.887
2.618 2.827
4.250 2.729
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 3.014 3.013
PP 3.011 3.010
S1 3.009 3.008

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

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