NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 22-Sep-2015
Day Change Summary
Previous Current
21-Sep-2015 22-Sep-2015 Change Change % Previous Week
Open 2.922 2.905 -0.017 -0.6% 3.022
High 2.929 2.931 0.002 0.1% 3.103
Low 2.897 2.900 0.003 0.1% 2.940
Close 2.907 2.905 -0.002 -0.1% 2.941
Range 0.032 0.031 -0.001 -3.1% 0.163
ATR 0.060 0.058 -0.002 -3.5% 0.000
Volume 22,010 16,786 -5,224 -23.7% 102,206
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.005 2.986 2.922
R3 2.974 2.955 2.914
R2 2.943 2.943 2.911
R1 2.924 2.924 2.908 2.921
PP 2.912 2.912 2.912 2.910
S1 2.893 2.893 2.902 2.890
S2 2.881 2.881 2.899
S3 2.850 2.862 2.896
S4 2.819 2.831 2.888
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.484 3.375 3.031
R3 3.321 3.212 2.986
R2 3.158 3.158 2.971
R1 3.049 3.049 2.956 3.022
PP 2.995 2.995 2.995 2.981
S1 2.886 2.886 2.926 2.859
S2 2.832 2.832 2.911
S3 2.669 2.723 2.896
S4 2.506 2.560 2.851
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.068 2.897 0.171 5.9% 0.053 1.8% 5% False False 18,022
10 3.103 2.897 0.206 7.1% 0.054 1.8% 4% False False 21,239
20 3.103 2.897 0.206 7.1% 0.053 1.8% 4% False False 21,284
40 3.293 2.897 0.396 13.6% 0.058 2.0% 2% False False 21,820
60 3.343 2.897 0.446 15.4% 0.061 2.1% 2% False False 19,828
80 3.383 2.897 0.486 16.7% 0.064 2.2% 2% False False 18,635
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 3.063
2.618 3.012
1.618 2.981
1.000 2.962
0.618 2.950
HIGH 2.931
0.618 2.919
0.500 2.916
0.382 2.912
LOW 2.900
0.618 2.881
1.000 2.869
1.618 2.850
2.618 2.819
4.250 2.768
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 2.916 2.951
PP 2.912 2.936
S1 2.909 2.920

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

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