NYMEX Natural Gas Future February 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 3.046 3.075 0.029 1.0% 3.001
High 3.085 3.097 0.012 0.4% 3.070
Low 3.028 3.055 0.027 0.9% 2.996
Close 3.076 3.061 -0.015 -0.5% 3.025
Range 0.057 0.042 -0.015 -26.3% 0.074
ATR 0.057 0.056 -0.001 -1.9% 0.000
Volume 9,281 6,522 -2,759 -29.7% 32,636
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.197 3.171 3.084
R3 3.155 3.129 3.073
R2 3.113 3.113 3.069
R1 3.087 3.087 3.065 3.079
PP 3.071 3.071 3.071 3.067
S1 3.045 3.045 3.057 3.037
S2 3.029 3.029 3.053
S3 2.987 3.003 3.049
S4 2.945 2.961 3.038
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.252 3.213 3.066
R3 3.178 3.139 3.045
R2 3.104 3.104 3.039
R1 3.065 3.065 3.032 3.085
PP 3.030 3.030 3.030 3.040
S1 2.991 2.991 3.018 3.011
S2 2.956 2.956 3.011
S3 2.882 2.917 3.005
S4 2.808 2.843 2.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.097 2.996 0.101 3.3% 0.049 1.6% 64% True False 8,013
10 3.097 2.955 0.142 4.6% 0.051 1.7% 75% True False 7,940
20 3.141 2.955 0.186 6.1% 0.051 1.7% 57% False False 6,272
40 3.333 2.955 0.378 12.3% 0.054 1.8% 28% False False 5,211
60 3.333 2.955 0.378 12.3% 0.055 1.8% 28% False False 4,499
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 0.009
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.276
2.618 3.207
1.618 3.165
1.000 3.139
0.618 3.123
HIGH 3.097
0.618 3.081
0.500 3.076
0.382 3.071
LOW 3.055
0.618 3.029
1.000 3.013
1.618 2.987
2.618 2.945
4.250 2.877
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 3.076 3.056
PP 3.071 3.051
S1 3.066 3.047

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

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