NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 2.981 2.945 -0.036 -1.2% 2.997
High 3.002 2.957 -0.045 -1.5% 3.012
Low 2.961 2.930 -0.031 -1.0% 2.944
Close 2.981 2.939 -0.042 -1.4% 3.008
Range 0.041 0.027 -0.014 -34.1% 0.068
ATR 0.055 0.055 0.000 -0.5% 0.000
Volume 9,167 7,581 -1,586 -17.3% 30,950
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.023 3.008 2.954
R3 2.996 2.981 2.946
R2 2.969 2.969 2.944
R1 2.954 2.954 2.941 2.948
PP 2.942 2.942 2.942 2.939
S1 2.927 2.927 2.937 2.921
S2 2.915 2.915 2.934
S3 2.888 2.900 2.932
S4 2.861 2.873 2.924
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.192 3.168 3.045
R3 3.124 3.100 3.027
R2 3.056 3.056 3.020
R1 3.032 3.032 3.014 3.044
PP 2.988 2.988 2.988 2.994
S1 2.964 2.964 3.002 2.976
S2 2.920 2.920 2.996
S3 2.852 2.896 2.989
S4 2.784 2.828 2.971
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.012 2.930 0.082 2.8% 0.042 1.4% 11% False True 7,503
10 3.099 2.930 0.169 5.8% 0.049 1.7% 5% False True 6,996
20 3.238 2.930 0.308 10.5% 0.050 1.7% 3% False True 7,531
40 3.290 2.930 0.360 12.2% 0.055 1.9% 3% False True 7,501
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.010
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 3.072
2.618 3.028
1.618 3.001
1.000 2.984
0.618 2.974
HIGH 2.957
0.618 2.947
0.500 2.944
0.382 2.940
LOW 2.930
0.618 2.913
1.000 2.903
1.618 2.886
2.618 2.859
4.250 2.815
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 2.944 2.966
PP 2.942 2.957
S1 2.941 2.948

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

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