NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 29-Sep-2015
Day Change Summary
Previous Current
28-Sep-2015 29-Sep-2015 Change Change % Previous Week
Open 2.950 2.950 0.000 0.0% 2.922
High 2.987 2.958 -0.029 -1.0% 2.967
Low 2.926 2.879 -0.047 -1.6% 2.870
Close 2.951 2.884 -0.067 -2.3% 2.918
Range 0.061 0.079 0.018 29.5% 0.097
ATR 0.061 0.062 0.001 2.2% 0.000
Volume 33,934 28,996 -4,938 -14.6% 126,120
Daily Pivots for day following 29-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.144 3.093 2.927
R3 3.065 3.014 2.906
R2 2.986 2.986 2.898
R1 2.935 2.935 2.891 2.921
PP 2.907 2.907 2.907 2.900
S1 2.856 2.856 2.877 2.842
S2 2.828 2.828 2.870
S3 2.749 2.777 2.862
S4 2.670 2.698 2.841
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 4.1% 0.067 2.3% 12% False False 30,050
10 3.068 2.870 0.198 6.9% 0.060 2.1% 7% False False 24,036
20 3.103 2.870 0.233 8.1% 0.058 2.0% 6% False False 24,246
40 3.293 2.870 0.423 14.7% 0.058 2.0% 3% False False 23,579
60 3.343 2.870 0.473 16.4% 0.061 2.1% 3% False False 21,059
80 3.383 2.870 0.513 17.8% 0.064 2.2% 3% False False 19,652
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.294
2.618 3.165
1.618 3.086
1.000 3.037
0.618 3.007
HIGH 2.958
0.618 2.928
0.500 2.919
0.382 2.909
LOW 2.879
0.618 2.830
1.000 2.800
1.618 2.751
2.618 2.672
4.250 2.543
Fisher Pivots for day following 29-Sep-2015
Pivot 1 day 3 day
R1 2.919 2.933
PP 2.907 2.917
S1 2.896 2.900

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

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