NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 2.815 2.800 -0.015 -0.5% 2.850
High 2.819 2.870 0.051 1.8% 2.866
Low 2.796 2.793 -0.003 -0.1% 2.801
Close 2.810 2.861 0.051 1.8% 2.861
Range 0.023 0.077 0.054 234.8% 0.065
ATR 0.045 0.048 0.002 5.0% 0.000
Volume 8,065 16,678 8,613 106.8% 30,672
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.072 3.044 2.903
R3 2.995 2.967 2.882
R2 2.918 2.918 2.875
R1 2.890 2.890 2.868 2.904
PP 2.841 2.841 2.841 2.849
S1 2.813 2.813 2.854 2.827
S2 2.764 2.764 2.847
S3 2.687 2.736 2.840
S4 2.610 2.659 2.819
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.038 3.014 2.897
R3 2.973 2.949 2.879
R2 2.908 2.908 2.873
R1 2.884 2.884 2.867 2.896
PP 2.843 2.843 2.843 2.849
S1 2.819 2.819 2.855 2.831
S2 2.778 2.778 2.849
S3 2.713 2.754 2.843
S4 2.648 2.689 2.825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.870 2.793 0.077 2.7% 0.040 1.4% 88% True True 9,240
10 2.933 2.793 0.140 4.9% 0.044 1.5% 49% False True 8,049
20 3.056 2.793 0.263 9.2% 0.043 1.5% 26% False True 8,071
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 0.007
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3.197
2.618 3.072
1.618 2.995
1.000 2.947
0.618 2.918
HIGH 2.870
0.618 2.841
0.500 2.832
0.382 2.822
LOW 2.793
0.618 2.745
1.000 2.716
1.618 2.668
2.618 2.591
4.250 2.466
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 2.851 2.851
PP 2.841 2.841
S1 2.832 2.832

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

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