NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 3.075 3.056 -0.019 -0.6% 3.001
High 3.097 3.063 -0.034 -1.1% 3.070
Low 3.055 2.999 -0.056 -1.8% 2.996
Close 3.061 3.002 -0.059 -1.9% 3.025
Range 0.042 0.064 0.022 52.4% 0.074
ATR 0.056 0.056 0.001 1.1% 0.000
Volume 6,522 9,834 3,312 50.8% 32,636
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.213 3.172 3.037
R3 3.149 3.108 3.020
R2 3.085 3.085 3.014
R1 3.044 3.044 3.008 3.033
PP 3.021 3.021 3.021 3.016
S1 2.980 2.980 2.996 2.969
S2 2.957 2.957 2.990
S3 2.893 2.916 2.984
S4 2.829 2.852 2.967
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 3.4% 0.054 1.8% 6% False False 8,461
10 3.097 2.955 0.142 4.7% 0.053 1.8% 33% False False 8,491
20 3.141 2.955 0.186 6.2% 0.051 1.7% 25% False False 6,608
40 3.333 2.955 0.378 12.6% 0.055 1.8% 12% False False 5,393
60 3.333 2.955 0.378 12.6% 0.056 1.9% 12% False False 4,609
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.335
2.618 3.231
1.618 3.167
1.000 3.127
0.618 3.103
HIGH 3.063
0.618 3.039
0.500 3.031
0.382 3.023
LOW 2.999
0.618 2.959
1.000 2.935
1.618 2.895
2.618 2.831
4.250 2.727
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 3.031 3.048
PP 3.021 3.033
S1 3.012 3.017

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

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