NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 3.172 3.196 0.024 0.8% 3.113
High 3.184 3.233 0.049 1.5% 3.176
Low 3.135 3.183 0.048 1.5% 3.070
Close 3.175 3.231 0.056 1.8% 3.134
Range 0.049 0.050 0.001 2.0% 0.106
ATR 0.059 0.059 0.000 -0.1% 0.000
Volume 6,707 12,058 5,351 79.8% 45,591
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.366 3.348 3.259
R3 3.316 3.298 3.245
R2 3.266 3.266 3.240
R1 3.248 3.248 3.236 3.257
PP 3.216 3.216 3.216 3.220
S1 3.198 3.198 3.226 3.207
S2 3.166 3.166 3.222
S3 3.116 3.148 3.217
S4 3.066 3.098 3.204
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.445 3.395 3.192
R3 3.339 3.289 3.163
R2 3.233 3.233 3.153
R1 3.183 3.183 3.144 3.208
PP 3.127 3.127 3.127 3.139
S1 3.077 3.077 3.124 3.102
S2 3.021 3.021 3.115
S3 2.915 2.971 3.105
S4 2.809 2.865 3.076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.233 3.070 0.163 5.0% 0.050 1.5% 99% True False 8,510
10 3.233 3.070 0.163 5.0% 0.058 1.8% 99% True False 8,402
20 3.290 3.070 0.220 6.8% 0.058 1.8% 73% False False 7,292
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.015
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.446
2.618 3.364
1.618 3.314
1.000 3.283
0.618 3.264
HIGH 3.233
0.618 3.214
0.500 3.208
0.382 3.202
LOW 3.183
0.618 3.152
1.000 3.133
1.618 3.102
2.618 3.052
4.250 2.971
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 3.223 3.215
PP 3.216 3.200
S1 3.208 3.184

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

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