NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 10-Sep-2015
Day Change Summary
Previous Current
09-Sep-2015 10-Sep-2015 Change Change % Previous Week
Open 3.032 3.013 -0.019 -0.6% 3.013
High 3.041 3.069 0.028 0.9% 3.051
Low 2.995 3.012 0.017 0.6% 2.953
Close 3.007 3.024 0.017 0.6% 3.007
Range 0.046 0.057 0.011 23.9% 0.098
ATR 0.061 0.061 0.000 0.1% 0.000
Volume 22,636 31,211 8,575 37.9% 113,012
Daily Pivots for day following 10-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.206 3.172 3.055
R3 3.149 3.115 3.040
R2 3.092 3.092 3.034
R1 3.058 3.058 3.029 3.075
PP 3.035 3.035 3.035 3.044
S1 3.001 3.001 3.019 3.018
S2 2.978 2.978 3.014
S3 2.921 2.944 3.008
S4 2.864 2.887 2.993
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 3.069 2.953 0.116 3.8% 0.059 1.9% 61% True False 27,344
10 3.069 2.953 0.116 3.8% 0.054 1.8% 61% True False 22,612
20 3.293 2.953 0.340 11.2% 0.057 1.9% 21% False False 22,172
40 3.343 2.953 0.390 12.9% 0.060 2.0% 18% False False 20,631
60 3.383 2.953 0.430 14.2% 0.062 2.1% 17% False False 19,033
80 3.483 2.953 0.530 17.5% 0.066 2.2% 13% False False 17,975
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 0.006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.311
2.618 3.218
1.618 3.161
1.000 3.126
0.618 3.104
HIGH 3.069
0.618 3.047
0.500 3.041
0.382 3.034
LOW 3.012
0.618 2.977
1.000 2.955
1.618 2.920
2.618 2.863
4.250 2.770
Fisher Pivots for day following 10-Sep-2015
Pivot 1 day 3 day
R1 3.041 3.032
PP 3.035 3.029
S1 3.030 3.027

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

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