NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 04-Sep-2015

Day Change Summary
	Previous	Current
	03-Sep-2015	04-Sep-2015	Change	Change %	Previous Week
Open	2.925	2.990	0.065	2.2%	2.978
High	3.013	2.990	-0.023	-0.8%	3.013
Low	2.923	2.967	0.044	1.5%	2.923
Close	3.002	2.977	-0.025	-0.8%	2.977
Range	0.090	0.023	-0.067	-74.4%	0.090
ATR	0.057	0.056	-0.002	-2.8%	0.000
Volume	20,382	7,592	-12,790	-62.8%	52,738

Daily Pivots for day following 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.047	3.035	2.990
R3	3.024	3.012	2.983
R2	3.001	3.001	2.981
R1	2.989	2.989	2.979	2.984
PP	2.978	2.978	2.978	2.975
S1	2.966	2.966	2.975	2.961
S2	2.955	2.955	2.973
S3	2.932	2.943	2.971
S4	2.909	2.920	2.964

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.241	3.199	3.027
R3	3.151	3.109	3.002
R2	3.061	3.061	2.994
R1	3.019	3.019	2.985	2.995
PP	2.971	2.971	2.971	2.959
S1	2.929	2.929	2.969	2.905
S2	2.881	2.881	2.961
S3	2.791	2.839	2.952
S4	2.701	2.749	2.928

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.013	2.923	0.090	3.0%	0.043	1.5%	60%	False	False	10,547
10	3.013	2.923	0.090	3.0%	0.045	1.5%	60%	False	False	8,368
20	3.238	2.923	0.315	10.6%	0.049	1.7%	17%	False	False	8,146
40	3.290	2.923	0.367	12.3%	0.055	1.9%	15%	False	False	7,806

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Narrowest range in 44 trading days

Fibonacci Retracements and Extensions
4.250	3.088
2.618	3.050
1.618	3.027
1.000	3.013
0.618	3.004
HIGH	2.990
0.618	2.981
0.500	2.979
0.382	2.976
LOW	2.967
0.618	2.953
1.000	2.944
1.618	2.930
2.618	2.907
4.250	2.869

Fisher Pivots for day following 04-Sep-2015
Pivot	1 day	3 day
R1	2.979	2.974
PP	2.978	2.971
S1	2.978	2.968

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols