NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 3.022 3.086 0.064 2.1% 2.997
High 3.087 3.103 0.016 0.5% 3.069
Low 3.022 3.054 0.032 1.1% 2.993
Close 3.077 3.060 -0.017 -0.6% 3.022
Range 0.065 0.049 -0.016 -24.6% 0.076
ATR 0.061 0.060 -0.001 -1.4% 0.000
Volume 27,290 23,601 -3,689 -13.5% 97,697
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.219 3.189 3.087
R3 3.170 3.140 3.073
R2 3.121 3.121 3.069
R1 3.091 3.091 3.064 3.082
PP 3.072 3.072 3.072 3.068
S1 3.042 3.042 3.056 3.033
S2 3.023 3.023 3.051
S3 2.974 2.993 3.047
S4 2.925 2.944 3.033
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 3.103 2.993 0.110 3.6% 0.055 1.8% 61% True False 24,457
10 3.103 2.953 0.150 4.9% 0.056 1.8% 71% True False 24,456
20 3.146 2.953 0.193 6.3% 0.056 1.8% 55% False False 22,346
40 3.343 2.953 0.390 12.7% 0.060 2.0% 27% False False 21,246
60 3.343 2.953 0.390 12.7% 0.062 2.0% 27% False False 19,387
80 3.389 2.953 0.436 14.2% 0.065 2.1% 25% False False 18,281
Crabel Price Patterns
NR True
NR4 True
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 0.008
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.311
2.618 3.231
1.618 3.182
1.000 3.152
0.618 3.133
HIGH 3.103
0.618 3.084
0.500 3.079
0.382 3.073
LOW 3.054
0.618 3.024
1.000 3.005
1.618 2.975
2.618 2.926
4.250 2.846
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 3.079 3.056
PP 3.072 3.052
S1 3.066 3.048

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

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