NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 3.004 2.957 -0.047 -1.6% 3.029
High 3.004 3.050 0.046 1.5% 3.049
Low 2.961 2.955 -0.006 -0.2% 2.981
Close 2.972 3.041 0.069 2.3% 3.045
Range 0.043 0.095 0.052 120.9% 0.068
ATR 0.056 0.059 0.003 5.0% 0.000
Volume 5,697 15,468 9,771 171.5% 23,226
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.300 3.266 3.093
R3 3.205 3.171 3.067
R2 3.110 3.110 3.058
R1 3.076 3.076 3.050 3.093
PP 3.015 3.015 3.015 3.024
S1 2.981 2.981 3.032 2.998
S2 2.920 2.920 3.024
S3 2.825 2.886 3.015
S4 2.730 2.791 2.989
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.229 3.205 3.082
R3 3.161 3.137 3.064
R2 3.093 3.093 3.057
R1 3.069 3.069 3.051 3.081
PP 3.025 3.025 3.025 3.031
S1 3.001 3.001 3.039 3.013
S2 2.957 2.957 3.033
S3 2.889 2.933 3.026
S4 2.821 2.865 3.008
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.050 2.955 0.095 3.1% 0.052 1.7% 91% True True 6,457
10 3.123 2.955 0.168 5.5% 0.052 1.7% 51% False True 5,777
20 3.282 2.955 0.327 10.8% 0.052 1.7% 26% False True 5,331
40 3.333 2.955 0.378 12.4% 0.056 1.9% 23% False True 4,499
60 3.370 2.955 0.415 13.6% 0.057 1.9% 21% False True 3,922
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 0.007
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3.454
2.618 3.299
1.618 3.204
1.000 3.145
0.618 3.109
HIGH 3.050
0.618 3.014
0.500 3.003
0.382 2.991
LOW 2.955
0.618 2.896
1.000 2.860
1.618 2.801
2.618 2.706
4.250 2.551
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 3.028 3.028
PP 3.015 3.015
S1 3.003 3.003

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

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