NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 2.880 2.886 0.006 0.2% 3.009
High 2.891 2.936 0.045 1.6% 3.062
Low 2.869 2.853 -0.016 -0.6% 2.906
Close 2.882 2.935 0.053 1.8% 2.907
Range 0.022 0.083 0.061 277.3% 0.156
ATR 0.050 0.052 0.002 4.8% 0.000
Volume 7,855 14,982 7,127 90.7% 52,667
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.157 3.129 2.981
R3 3.074 3.046 2.958
R2 2.991 2.991 2.950
R1 2.963 2.963 2.943 2.977
PP 2.908 2.908 2.908 2.915
S1 2.880 2.880 2.927 2.894
S2 2.825 2.825 2.920
S3 2.742 2.797 2.912
S4 2.659 2.714 2.889
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.426 3.323 2.993
R3 3.270 3.167 2.950
R2 3.114 3.114 2.936
R1 3.011 3.011 2.921 2.985
PP 2.958 2.958 2.958 2.945
S1 2.855 2.855 2.893 2.829
S2 2.802 2.802 2.878
S3 2.646 2.699 2.864
S4 2.490 2.543 2.821
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.967 2.853 0.114 3.9% 0.044 1.5% 72% False True 10,525
10 3.062 2.853 0.209 7.1% 0.049 1.7% 39% False True 10,526
20 3.062 2.853 0.209 7.1% 0.047 1.6% 39% False True 10,287
40 3.238 2.853 0.385 13.1% 0.051 1.8% 21% False True 9,008
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 3.289
2.618 3.153
1.618 3.070
1.000 3.019
0.618 2.987
HIGH 2.936
0.618 2.904
0.500 2.895
0.382 2.885
LOW 2.853
0.618 2.802
1.000 2.770
1.618 2.719
2.618 2.636
4.250 2.500
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 2.922 2.922
PP 2.908 2.908
S1 2.895 2.895

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

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