NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 2.954 2.950 -0.004 -0.1% 2.922
High 2.967 2.987 0.020 0.7% 2.967
Low 2.890 2.926 0.036 1.2% 2.870
Close 2.918 2.951 0.033 1.1% 2.918
Range 0.077 0.061 -0.016 -20.8% 0.097
ATR 0.060 0.061 0.001 1.1% 0.000
Volume 27,323 33,934 6,611 24.2% 126,120
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.138 3.105 2.985
R3 3.077 3.044 2.968
R2 3.016 3.016 2.962
R1 2.983 2.983 2.957 3.000
PP 2.955 2.955 2.955 2.963
S1 2.922 2.922 2.945 2.939
S2 2.894 2.894 2.940
S3 2.833 2.861 2.934
S4 2.772 2.800 2.917
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.209 3.161 2.971
R3 3.112 3.064 2.945
R2 3.015 3.015 2.936
R1 2.967 2.967 2.927 2.943
PP 2.918 2.918 2.918 2.906
S1 2.870 2.870 2.909 2.846
S2 2.821 2.821 2.900
S3 2.724 2.773 2.891
S4 2.627 2.676 2.865
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.987 2.870 0.117 4.0% 0.057 1.9% 69% True False 27,608
10 3.103 2.870 0.233 7.9% 0.057 1.9% 35% False False 23,497
20 3.103 2.870 0.233 7.9% 0.056 1.9% 35% False False 23,648
40 3.293 2.870 0.423 14.3% 0.057 1.9% 19% False False 23,340
60 3.343 2.870 0.473 16.0% 0.061 2.1% 17% False False 20,764
80 3.383 2.870 0.513 17.4% 0.063 2.1% 16% False False 19,483
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 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.246
2.618 3.147
1.618 3.086
1.000 3.048
0.618 3.025
HIGH 2.987
0.618 2.964
0.500 2.957
0.382 2.949
LOW 2.926
0.618 2.888
1.000 2.865
1.618 2.827
2.618 2.766
4.250 2.667
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 2.957 2.944
PP 2.955 2.936
S1 2.953 2.929

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

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