NYMEX Natural Gas Future March 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 2.890 2.875 -0.015 -0.5% 3.009
High 2.896 2.901 0.005 0.2% 3.062
Low 2.867 2.874 0.007 0.2% 2.906
Close 2.877 2.877 0.000 0.0% 2.907
Range 0.029 0.027 -0.002 -6.9% 0.156
ATR 0.054 0.052 -0.002 -3.5% 0.000
Volume 13,487 6,934 -6,553 -48.6% 52,667
Daily Pivots for day following 22-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.965 2.948 2.892
R3 2.938 2.921 2.884
R2 2.911 2.911 2.882
R1 2.894 2.894 2.879 2.903
PP 2.884 2.884 2.884 2.888
S1 2.867 2.867 2.875 2.876
S2 2.857 2.857 2.872
S3 2.830 2.840 2.870
S4 2.803 2.813 2.862
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 3.026 2.867 0.159 5.5% 0.047 1.6% 6% False False 9,317
10 3.062 2.867 0.195 6.8% 0.047 1.6% 5% False False 10,573
20 3.062 2.867 0.195 6.8% 0.045 1.6% 5% False False 9,760
40 3.238 2.867 0.371 12.9% 0.051 1.8% 3% False False 8,742
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 0.008
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 3.016
2.618 2.972
1.618 2.945
1.000 2.928
0.618 2.918
HIGH 2.901
0.618 2.891
0.500 2.888
0.382 2.884
LOW 2.874
0.618 2.857
1.000 2.847
1.618 2.830
2.618 2.803
4.250 2.759
Fisher Pivots for day following 22-Sep-2015
Pivot 1 day 3 day
R1 2.888 2.917
PP 2.884 2.904
S1 2.881 2.890

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

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