NYMEX Natural Gas Future April 2016


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 2.900 2.876 -0.024 -0.8% 2.837
High 2.912 2.876 -0.036 -1.2% 2.889
Low 2.873 2.826 -0.047 -1.6% 2.830
Close 2.880 2.830 -0.050 -1.7% 2.854
Range 0.039 0.050 0.011 28.2% 0.059
ATR 0.045 0.045 0.001 1.5% 0.000
Volume 11,075 9,263 -1,812 -16.4% 44,549
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 2.994 2.962 2.858
R3 2.944 2.912 2.844
R2 2.894 2.894 2.839
R1 2.862 2.862 2.835 2.853
PP 2.844 2.844 2.844 2.840
S1 2.812 2.812 2.825 2.803
S2 2.794 2.794 2.821
S3 2.744 2.762 2.816
S4 2.694 2.712 2.803
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 3.035 3.003 2.886
R3 2.976 2.944 2.870
R2 2.917 2.917 2.865
R1 2.885 2.885 2.859 2.901
PP 2.858 2.858 2.858 2.866
S1 2.826 2.826 2.849 2.842
S2 2.799 2.799 2.843
S3 2.740 2.767 2.838
S4 2.681 2.708 2.822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.912 2.826 0.086 3.0% 0.044 1.5% 5% False True 10,291
10 2.912 2.793 0.119 4.2% 0.041 1.4% 31% False False 10,873
20 2.948 2.793 0.155 5.5% 0.042 1.5% 24% False False 8,899
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.006
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.089
2.618 3.007
1.618 2.957
1.000 2.926
0.618 2.907
HIGH 2.876
0.618 2.857
0.500 2.851
0.382 2.845
LOW 2.826
0.618 2.795
1.000 2.776
1.618 2.745
2.618 2.695
4.250 2.614
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 2.851 2.869
PP 2.844 2.856
S1 2.837 2.843

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

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