NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 08-Sep-2015
Day Change Summary
Previous Current
04-Sep-2015 08-Sep-2015 Change Change % Previous Week
Open 3.032 2.997 -0.035 -1.2% 3.013
High 3.032 3.054 0.022 0.7% 3.051
Low 2.997 2.997 0.000 0.0% 2.953
Close 3.007 3.049 0.042 1.4% 3.007
Range 0.035 0.057 0.022 62.9% 0.098
ATR 0.062 0.062 0.000 -0.6% 0.000
Volume 22,977 26,303 3,326 14.5% 113,012
Daily Pivots for day following 08-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.204 3.184 3.080
R3 3.147 3.127 3.065
R2 3.090 3.090 3.059
R1 3.070 3.070 3.054 3.080
PP 3.033 3.033 3.033 3.039
S1 3.013 3.013 3.044 3.023
S2 2.976 2.976 3.039
S3 2.919 2.956 3.033
S4 2.862 2.899 3.018
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 3.054 2.953 0.101 3.3% 0.057 1.9% 95% True False 24,456
10 3.054 2.953 0.101 3.3% 0.052 1.7% 95% True False 21,329
20 3.293 2.953 0.340 11.2% 0.057 1.9% 28% False False 22,736
40 3.343 2.953 0.390 12.8% 0.061 2.0% 25% False False 20,428
60 3.383 2.953 0.430 14.1% 0.064 2.1% 22% False False 18,573
80 3.483 2.953 0.530 17.4% 0.066 2.2% 18% False False 17,484
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 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.296
2.618 3.203
1.618 3.146
1.000 3.111
0.618 3.089
HIGH 3.054
0.618 3.032
0.500 3.026
0.382 3.019
LOW 2.997
0.618 2.962
1.000 2.940
1.618 2.905
2.618 2.848
4.250 2.755
Fisher Pivots for day following 08-Sep-2015
Pivot 1 day 3 day
R1 3.041 3.034
PP 3.033 3.019
S1 3.026 3.004

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

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