NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 2.811 2.749 -0.062 -2.2% 2.937
High 2.819 2.791 -0.028 -1.0% 2.956
Low 2.737 2.733 -0.004 -0.1% 2.733
Close 2.749 2.778 0.029 1.1% 2.778
Range 0.082 0.058 -0.024 -29.3% 0.223
ATR 0.058 0.058 0.000 0.0% 0.000
Volume 25,999 22,859 -3,140 -12.1% 110,338
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.941 2.918 2.810
R3 2.883 2.860 2.794
R2 2.825 2.825 2.789
R1 2.802 2.802 2.783 2.814
PP 2.767 2.767 2.767 2.773
S1 2.744 2.744 2.773 2.756
S2 2.709 2.709 2.767
S3 2.651 2.686 2.762
S4 2.593 2.628 2.746
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.491 3.358 2.901
R3 3.268 3.135 2.839
R2 3.045 3.045 2.819
R1 2.912 2.912 2.798 2.867
PP 2.822 2.822 2.822 2.800
S1 2.689 2.689 2.758 2.644
S2 2.599 2.599 2.737
S3 2.376 2.466 2.717
S4 2.153 2.243 2.655
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.956 2.733 0.223 8.0% 0.069 2.5% 20% False True 22,067
10 2.956 2.733 0.223 8.0% 0.057 2.1% 20% False True 16,724
20 3.062 2.733 0.329 11.8% 0.053 1.9% 14% False True 13,591
40 3.238 2.733 0.505 18.2% 0.051 1.9% 9% False True 10,821
60 3.290 2.733 0.557 20.1% 0.055 2.0% 8% False True 9,736
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 False
Bear Hook False
Bull Hook False
Stretch 0.011
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.038
2.618 2.943
1.618 2.885
1.000 2.849
0.618 2.827
HIGH 2.791
0.618 2.769
0.500 2.762
0.382 2.755
LOW 2.733
0.618 2.697
1.000 2.675
1.618 2.639
2.618 2.581
4.250 2.487
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 2.773 2.805
PP 2.767 2.796
S1 2.762 2.787

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

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