NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 3.013 3.018 0.005 0.2% 2.997
High 3.069 3.049 -0.020 -0.7% 3.069
Low 3.012 2.993 -0.019 -0.6% 2.993
Close 3.024 3.022 -0.002 -0.1% 3.022
Range 0.057 0.056 -0.001 -1.8% 0.076
ATR 0.061 0.061 0.000 -0.6% 0.000
Volume 31,211 17,547 -13,664 -43.8% 97,697
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.189 3.162 3.053
R3 3.133 3.106 3.037
R2 3.077 3.077 3.032
R1 3.050 3.050 3.027 3.064
PP 3.021 3.021 3.021 3.028
S1 2.994 2.994 3.017 3.008
S2 2.965 2.965 3.012
S3 2.909 2.938 3.007
S4 2.853 2.882 2.991
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.256 3.215 3.064
R3 3.180 3.139 3.043
R2 3.104 3.104 3.036
R1 3.063 3.063 3.029 3.084
PP 3.028 3.028 3.028 3.038
S1 2.987 2.987 3.015 3.008
S2 2.952 2.952 3.008
S3 2.876 2.911 3.001
S4 2.800 2.835 2.980
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.069 2.993 0.076 2.5% 0.050 1.7% 38% False True 24,134
10 3.069 2.953 0.116 3.8% 0.053 1.8% 59% False False 22,104
20 3.222 2.953 0.269 8.9% 0.054 1.8% 26% False False 21,252
40 3.343 2.953 0.390 12.9% 0.060 2.0% 18% False False 20,567
60 3.343 2.953 0.390 12.9% 0.062 2.1% 18% False False 18,969
80 3.430 2.953 0.477 15.8% 0.065 2.2% 14% False False 17,975
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.287
2.618 3.196
1.618 3.140
1.000 3.105
0.618 3.084
HIGH 3.049
0.618 3.028
0.500 3.021
0.382 3.014
LOW 2.993
0.618 2.958
1.000 2.937
1.618 2.902
2.618 2.846
4.250 2.755
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 3.022 3.031
PP 3.021 3.028
S1 3.021 3.025

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

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