NYMEX Natural Gas Future January 2016

Trading Metrics calculated at close of trading on 02-Sep-2015

Day Change Summary
	Previous	Current
	01-Sep-2015	02-Sep-2015	Change	Change %	Previous Week
Open	3.013	3.007	-0.006	-0.2%	3.020
High	3.041	3.007	-0.034	-1.1%	3.054
Low	2.997	2.957	-0.040	-1.3%	2.981
Close	3.017	2.969	-0.048	-1.6%	3.048
Range	0.044	0.050	0.006	13.6%	0.073
ATR	0.061	0.061	0.000	-0.1%	0.000
Volume	20,921	18,488	-2,433	-11.6%	94,087

Daily Pivots for day following 02-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.128	3.098	2.997
R3	3.078	3.048	2.983
R2	3.028	3.028	2.978
R1	2.998	2.998	2.974	2.988
PP	2.978	2.978	2.978	2.973
S1	2.948	2.948	2.964	2.938
S2	2.928	2.928	2.960
S3	2.878	2.898	2.955
S4	2.828	2.848	2.942

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	2.957	0.097	3.3%	0.049	1.7%	12%	False	True	17,880
10	3.146	2.957	0.189	6.4%	0.056	1.9%	6%	False	True	19,179
20	3.293	2.957	0.336	11.3%	0.056	1.9%	4%	False	True	22,096
40	3.343	2.957	0.386	13.0%	0.062	2.1%	3%	False	True	19,731
60	3.383	2.957	0.426	14.3%	0.064	2.1%	3%	False	True	18,100
80	3.483	2.957	0.526	17.7%	0.067	2.2%	2%	False	True	17,049

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.220
2.618	3.138
1.618	3.088
1.000	3.057
0.618	3.038
HIGH	3.007
0.618	2.988
0.500	2.982
0.382	2.976
LOW	2.957
0.618	2.926
1.000	2.907
1.618	2.876
2.618	2.826
4.250	2.745

Fisher Pivots for day following 02-Sep-2015
Pivot	1 day	3 day
R1	2.982	2.999
PP	2.978	2.989
S1	2.973	2.979

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