NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	3.013	3.013	0.000	0.0%	3.020
High	3.020	3.041	0.021	0.7%	3.054
Low	2.983	2.997	0.014	0.5%	2.981
Close	3.016	3.017	0.001	0.0%	3.048
Range	0.037	0.044	0.007	18.9%	0.073
ATR	0.062	0.061	-0.001	-2.1%	0.000
Volume	17,031	20,921	3,890	22.8%	94,087

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.150	3.128	3.041
R3	3.106	3.084	3.029
R2	3.062	3.062	3.025
R1	3.040	3.040	3.021	3.051
PP	3.018	3.018	3.018	3.024
S1	2.996	2.996	3.013	3.007
S2	2.974	2.974	3.009
S3	2.930	2.952	3.005
S4	2.886	2.908	2.993

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	2.983	0.071	2.4%	0.046	1.5%	48%	False	False	17,790
10	3.146	2.981	0.165	5.5%	0.055	1.8%	22%	False	False	20,401
20	3.293	2.981	0.312	10.3%	0.057	1.9%	12%	False	False	22,648
40	3.343	2.981	0.362	12.0%	0.061	2.0%	10%	False	False	19,612
60	3.383	2.981	0.402	13.3%	0.065	2.2%	9%	False	False	18,157

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.228
2.618	3.156
1.618	3.112
1.000	3.085
0.618	3.068
HIGH	3.041
0.618	3.024
0.500	3.019
0.382	3.014
LOW	2.997
0.618	2.970
1.000	2.953
1.618	2.926
2.618	2.882
4.250	2.810

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	3.019	3.019
PP	3.018	3.018
S1	3.018	3.018

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