NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 09-Sep-2015
Day Change Summary
Previous Current
08-Sep-2015 09-Sep-2015 Change Change % Previous Week
Open 2.997 3.032 0.035 1.2% 3.013
High 3.054 3.041 -0.013 -0.4% 3.051
Low 2.997 2.995 -0.002 -0.1% 2.953
Close 3.049 3.007 -0.042 -1.4% 3.007
Range 0.057 0.046 -0.011 -19.3% 0.098
ATR 0.062 0.061 -0.001 -0.9% 0.000
Volume 26,303 22,636 -3,667 -13.9% 113,012
Daily Pivots for day following 09-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.152 3.126 3.032
R3 3.106 3.080 3.020
R2 3.060 3.060 3.015
R1 3.034 3.034 3.011 3.024
PP 3.014 3.014 3.014 3.010
S1 2.988 2.988 3.003 2.978
S2 2.968 2.968 2.999
S3 2.922 2.942 2.994
S4 2.876 2.896 2.982
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 3.4% 0.057 1.9% 53% False False 24,799
10 3.054 2.953 0.101 3.4% 0.052 1.7% 53% False False 21,295
20 3.293 2.953 0.340 11.3% 0.057 1.9% 16% False False 22,858
40 3.343 2.953 0.390 13.0% 0.060 2.0% 14% False False 20,296
60 3.383 2.953 0.430 14.3% 0.063 2.1% 13% False False 18,708
80 3.483 2.953 0.530 17.6% 0.066 2.2% 10% False False 17,667
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.237
2.618 3.161
1.618 3.115
1.000 3.087
0.618 3.069
HIGH 3.041
0.618 3.023
0.500 3.018
0.382 3.013
LOW 2.995
0.618 2.967
1.000 2.949
1.618 2.921
2.618 2.875
4.250 2.800
Fisher Pivots for day following 09-Sep-2015
Pivot 1 day 3 day
R1 3.018 3.025
PP 3.014 3.019
S1 3.011 3.013

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

View Archives - Comment on this page... - Back to Index of Symbols