NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 11-Sep-2015
Day Change Summary
Previous Current
10-Sep-2015 11-Sep-2015 Change Change % Previous Week
Open 2.981 2.977 -0.004 -0.1% 2.972
High 3.034 3.013 -0.021 -0.7% 3.034
Low 2.981 2.963 -0.018 -0.6% 2.963
Close 2.994 2.990 -0.004 -0.1% 2.990
Range 0.053 0.050 -0.003 -5.7% 0.071
ATR 0.054 0.054 0.000 -0.6% 0.000
Volume 12,717 9,339 -3,378 -26.6% 44,331
Daily Pivots for day following 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.139 3.114 3.018
R3 3.089 3.064 3.004
R2 3.039 3.039 2.999
R1 3.014 3.014 2.995 3.027
PP 2.989 2.989 2.989 2.995
S1 2.964 2.964 2.985 2.977
S2 2.939 2.939 2.981
S3 2.889 2.914 2.976
S4 2.839 2.864 2.963
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.209 3.170 3.029
R3 3.138 3.099 3.010
R2 3.067 3.067 3.003
R1 3.028 3.028 2.997 3.048
PP 2.996 2.996 2.996 3.005
S1 2.957 2.957 2.983 2.977
S2 2.925 2.925 2.977
S3 2.854 2.886 2.970
S4 2.783 2.815 2.951
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.034 2.963 0.071 2.4% 0.041 1.4% 38% False True 10,384
10 3.034 2.923 0.111 3.7% 0.045 1.5% 60% False False 10,193
20 3.166 2.923 0.243 8.1% 0.047 1.6% 28% False False 8,472
40 3.290 2.923 0.367 12.3% 0.054 1.8% 18% False False 7,967
Crabel Price Patterns
NR True
NR4 False
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 0.006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.226
2.618 3.144
1.618 3.094
1.000 3.063
0.618 3.044
HIGH 3.013
0.618 2.994
0.500 2.988
0.382 2.982
LOW 2.963
0.618 2.932
1.000 2.913
1.618 2.882
2.618 2.832
4.250 2.751
Fisher Pivots for day following 11-Sep-2015
Pivot 1 day 3 day
R1 2.989 2.999
PP 2.989 2.996
S1 2.988 2.993

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

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