NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 3.007 2.962 -0.045 -1.5% 3.020
High 3.007 3.051 0.044 1.5% 3.054
Low 2.957 2.953 -0.004 -0.1% 2.981
Close 2.969 3.042 0.073 2.5% 3.048
Range 0.050 0.098 0.048 96.0% 0.073
ATR 0.061 0.064 0.003 4.3% 0.000
Volume 18,488 33,595 15,107 81.7% 94,087
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.309 3.274 3.096
R3 3.211 3.176 3.069
R2 3.113 3.113 3.060
R1 3.078 3.078 3.051 3.096
PP 3.015 3.015 3.015 3.024
S1 2.980 2.980 3.033 2.998
S2 2.917 2.917 3.024
S3 2.819 2.882 3.015
S4 2.721 2.784 2.988
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 2.953 0.101 3.3% 0.057 1.9% 88% False True 20,073
10 3.131 2.953 0.178 5.9% 0.058 1.9% 50% False True 19,996
20 3.293 2.953 0.340 11.2% 0.056 1.9% 26% False True 22,519
40 3.343 2.953 0.390 12.8% 0.062 2.0% 23% False True 20,041
60 3.383 2.953 0.430 14.1% 0.064 2.1% 21% False True 18,278
80 3.483 2.953 0.530 17.4% 0.067 2.2% 17% False True 17,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3.468
2.618 3.308
1.618 3.210
1.000 3.149
0.618 3.112
HIGH 3.051
0.618 3.014
0.500 3.002
0.382 2.990
LOW 2.953
0.618 2.892
1.000 2.855
1.618 2.794
2.618 2.696
4.250 2.537
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 3.029 3.029
PP 3.015 3.015
S1 3.002 3.002

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

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