NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 3.020 3.003 -0.017 -0.6% 3.180
High 3.048 3.031 -0.017 -0.6% 3.182
Low 2.993 2.981 -0.012 -0.4% 3.040
Close 2.996 3.017 0.021 0.7% 3.043
Range 0.055 0.050 -0.005 -9.1% 0.142
ATR 0.066 0.065 -0.001 -1.8% 0.000
Volume 20,104 22,983 2,879 14.3% 108,749
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.160 3.138 3.045
R3 3.110 3.088 3.031
R2 3.060 3.060 3.026
R1 3.038 3.038 3.022 3.049
PP 3.010 3.010 3.010 3.015
S1 2.988 2.988 3.012 2.999
S2 2.960 2.960 3.008
S3 2.910 2.938 3.003
S4 2.860 2.888 2.990
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 3.514 3.421 3.121
R3 3.372 3.279 3.082
R2 3.230 3.230 3.069
R1 3.137 3.137 3.056 3.113
PP 3.088 3.088 3.088 3.076
S1 2.995 2.995 3.030 2.971
S2 2.946 2.946 3.017
S3 2.804 2.853 3.004
S4 2.662 2.711 2.965
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.146 2.981 0.165 5.5% 0.063 2.1% 22% False True 23,013
10 3.293 2.981 0.312 10.3% 0.062 2.1% 12% False True 24,421
20 3.293 2.981 0.312 10.3% 0.063 2.1% 12% False True 22,884
40 3.343 2.981 0.362 12.0% 0.065 2.2% 10% False True 19,242
60 3.383 2.981 0.402 13.3% 0.067 2.2% 9% False True 18,011
Crabel Price Patterns
NR True
NR4 True
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 0.011
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.244
2.618 3.162
1.618 3.112
1.000 3.081
0.618 3.062
HIGH 3.031
0.618 3.012
0.500 3.006
0.382 3.000
LOW 2.981
0.618 2.950
1.000 2.931
1.618 2.900
2.618 2.850
4.250 2.769
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 3.013 3.056
PP 3.010 3.043
S1 3.006 3.030

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

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