NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 14-Sep-2015
Day Change Summary
Previous Current
11-Sep-2015 14-Sep-2015 Change Change % Previous Week
Open 3.018 3.022 0.004 0.1% 2.997
High 3.049 3.087 0.038 1.2% 3.069
Low 2.993 3.022 0.029 1.0% 2.993
Close 3.022 3.077 0.055 1.8% 3.022
Range 0.056 0.065 0.009 16.1% 0.076
ATR 0.061 0.061 0.000 0.5% 0.000
Volume 17,547 27,290 9,743 55.5% 97,697
Daily Pivots for day following 14-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.257 3.232 3.113
R3 3.192 3.167 3.095
R2 3.127 3.127 3.089
R1 3.102 3.102 3.083 3.115
PP 3.062 3.062 3.062 3.068
S1 3.037 3.037 3.071 3.050
S2 2.997 2.997 3.065
S3 2.932 2.972 3.059
S4 2.867 2.907 3.041
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 3.087 2.993 0.094 3.1% 0.056 1.8% 89% True False 24,997
10 3.087 2.953 0.134 4.4% 0.055 1.8% 93% True False 23,799
20 3.182 2.953 0.229 7.4% 0.056 1.8% 54% False False 22,041
40 3.343 2.953 0.390 12.7% 0.060 2.0% 32% False False 20,984
60 3.343 2.953 0.390 12.7% 0.062 2.0% 32% False False 19,184
80 3.430 2.953 0.477 15.5% 0.065 2.1% 26% False False 18,150
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.363
2.618 3.257
1.618 3.192
1.000 3.152
0.618 3.127
HIGH 3.087
0.618 3.062
0.500 3.055
0.382 3.047
LOW 3.022
0.618 2.982
1.000 2.957
1.618 2.917
2.618 2.852
4.250 2.746
Fisher Pivots for day following 14-Sep-2015
Pivot 1 day 3 day
R1 3.070 3.065
PP 3.062 3.052
S1 3.055 3.040

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

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