NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 04-Sep-2015
Day Change Summary
Previous Current
03-Sep-2015 04-Sep-2015 Change Change % Previous Week
Open 2.962 3.032 0.070 2.4% 3.013
High 3.051 3.032 -0.019 -0.6% 3.051
Low 2.953 2.997 0.044 1.5% 2.953
Close 3.042 3.007 -0.035 -1.2% 3.007
Range 0.098 0.035 -0.063 -64.3% 0.098
ATR 0.064 0.062 -0.001 -2.1% 0.000
Volume 33,595 22,977 -10,618 -31.6% 113,012
Daily Pivots for day following 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.117 3.097 3.026
R3 3.082 3.062 3.017
R2 3.047 3.047 3.013
R1 3.027 3.027 3.010 3.020
PP 3.012 3.012 3.012 3.008
S1 2.992 2.992 3.004 2.985
S2 2.977 2.977 3.001
S3 2.942 2.957 2.997
S4 2.907 2.922 2.988
Weekly Pivots for week ending 04-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.298 3.250 3.061
R3 3.200 3.152 3.034
R2 3.102 3.102 3.025
R1 3.054 3.054 3.016 3.029
PP 3.004 3.004 3.004 2.991
S1 2.956 2.956 2.998 2.931
S2 2.906 2.906 2.989
S3 2.808 2.858 2.980
S4 2.710 2.760 2.953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.051 2.953 0.098 3.3% 0.053 1.8% 55% False False 22,602
10 3.054 2.953 0.101 3.4% 0.052 1.7% 53% False False 20,709
20 3.293 2.953 0.340 11.3% 0.056 1.9% 16% False False 22,556
40 3.343 2.953 0.390 13.0% 0.062 2.0% 14% False False 20,235
60 3.383 2.953 0.430 14.3% 0.064 2.1% 13% False False 18,323
80 3.483 2.953 0.530 17.6% 0.066 2.2% 10% False False 17,375
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 3.181
2.618 3.124
1.618 3.089
1.000 3.067
0.618 3.054
HIGH 3.032
0.618 3.019
0.500 3.015
0.382 3.010
LOW 2.997
0.618 2.975
1.000 2.962
1.618 2.940
2.618 2.905
4.250 2.848
Fisher Pivots for day following 04-Sep-2015
Pivot 1 day 3 day
R1 3.015 3.005
PP 3.012 3.004
S1 3.010 3.002

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

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