NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 2.902 2.907 0.005 0.2% 3.022
High 2.923 2.961 0.038 1.3% 3.103
Low 2.897 2.870 -0.027 -0.9% 2.940
Close 2.907 2.958 0.051 1.8% 2.941
Range 0.026 0.091 0.065 250.0% 0.163
ATR 0.056 0.059 0.002 4.5% 0.000
Volume 18,422 41,579 23,157 125.7% 102,206
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.203 3.171 3.008
R3 3.112 3.080 2.983
R2 3.021 3.021 2.975
R1 2.989 2.989 2.966 3.005
PP 2.930 2.930 2.930 2.938
S1 2.898 2.898 2.950 2.914
S2 2.839 2.839 2.941
S3 2.748 2.807 2.933
S4 2.657 2.716 2.908
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.484 3.375 3.031
R3 3.321 3.212 2.986
R2 3.158 3.158 2.971
R1 3.049 3.049 2.956 3.022
PP 2.995 2.995 2.995 2.981
S1 2.886 2.886 2.926 2.859
S2 2.832 2.832 2.911
S3 2.669 2.723 2.896
S4 2.506 2.560 2.851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.005 2.870 0.135 4.6% 0.049 1.7% 65% False True 23,320
10 3.103 2.870 0.233 7.9% 0.055 1.9% 38% False True 21,855
20 3.103 2.870 0.233 7.9% 0.054 1.8% 38% False True 22,233
40 3.293 2.870 0.423 14.3% 0.058 2.0% 21% False True 22,634
60 3.343 2.870 0.473 16.0% 0.061 2.1% 19% False True 20,293
80 3.383 2.870 0.513 17.3% 0.063 2.1% 17% False True 19,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.348
2.618 3.199
1.618 3.108
1.000 3.052
0.618 3.017
HIGH 2.961
0.618 2.926
0.500 2.916
0.382 2.905
LOW 2.870
0.618 2.814
1.000 2.779
1.618 2.723
2.618 2.632
4.250 2.483
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 2.944 2.944
PP 2.930 2.930
S1 2.916 2.916

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

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