NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 3.004 3.013 0.009 0.3% 3.020
High 3.054 3.020 -0.034 -1.1% 3.054
Low 3.000 2.983 -0.017 -0.6% 2.981
Close 3.048 3.016 -0.032 -1.0% 3.048
Range 0.054 0.037 -0.017 -31.5% 0.073
ATR 0.062 0.062 0.000 0.3% 0.000
Volume 10,331 17,031 6,700 64.9% 94,087
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.117 3.104 3.036
R3 3.080 3.067 3.026
R2 3.043 3.043 3.023
R1 3.030 3.030 3.019 3.037
PP 3.006 3.006 3.006 3.010
S1 2.993 2.993 3.013 3.000
S2 2.969 2.969 3.009
S3 2.932 2.956 3.006
S4 2.895 2.919 2.996
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.247 3.220 3.088
R3 3.174 3.147 3.068
R2 3.101 3.101 3.061
R1 3.074 3.074 3.055 3.088
PP 3.028 3.028 3.028 3.034
S1 3.001 3.001 3.041 3.015
S2 2.955 2.955 3.035
S3 2.882 2.928 3.028
S4 2.809 2.855 3.008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.054 2.981 0.073 2.4% 0.048 1.6% 48% False False 18,202
10 3.146 2.981 0.165 5.5% 0.056 1.8% 21% False False 20,235
20 3.293 2.981 0.312 10.3% 0.057 1.9% 11% False False 22,912
40 3.343 2.981 0.362 12.0% 0.062 2.1% 10% False False 19,466
60 3.383 2.981 0.402 13.3% 0.066 2.2% 9% False False 18,120
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 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.177
2.618 3.117
1.618 3.080
1.000 3.057
0.618 3.043
HIGH 3.020
0.618 3.006
0.500 3.002
0.382 2.997
LOW 2.983
0.618 2.960
1.000 2.946
1.618 2.923
2.618 2.886
4.250 2.826
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 3.011 3.019
PP 3.006 3.018
S1 3.002 3.017

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

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