NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 18-Sep-2015

Day Change Summary
	Previous	Current
	17-Sep-2015	18-Sep-2015	Change	Change %	Previous Week
Open	2.747	2.721	-0.026	-0.9%	2.775
High	2.754	2.744	-0.010	-0.4%	2.859
Low	2.683	2.674	-0.009	-0.3%	2.674
Close	2.728	2.676	-0.052	-1.9%	2.676
Range	0.071	0.070	-0.001	-1.4%	0.185
ATR	0.069	0.069	0.000	0.1%	0.000
Volume	65,114	71,653	6,539	10.0%	358,729

Daily Pivots for day following 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.908	2.862	2.715
R3	2.838	2.792	2.695
R2	2.768	2.768	2.689
R1	2.722	2.722	2.682	2.710
PP	2.698	2.698	2.698	2.692
S1	2.652	2.652	2.670	2.640
S2	2.628	2.628	2.663
S3	2.558	2.582	2.657
S4	2.488	2.512	2.638

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.291	3.169	2.778
R3	3.106	2.984	2.727
R2	2.921	2.921	2.710
R1	2.799	2.799	2.693	2.768
PP	2.736	2.736	2.736	2.721
S1	2.614	2.614	2.659	2.583
S2	2.551	2.551	2.642
S3	2.366	2.429	2.625
S4	2.181	2.244	2.574

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.859	2.674	0.185	6.9%	0.070	2.6%	1%	False	True	71,745
10	2.859	2.674	0.185	6.9%	0.066	2.5%	1%	False	True	67,167
20	2.879	2.674	0.205	7.7%	0.064	2.4%	1%	False	True	50,236
40	3.052	2.674	0.378	14.1%	0.066	2.5%	1%	False	True	44,297
60	3.079	2.674	0.405	15.1%	0.069	2.6%	0%	False	True	36,667
80	3.118	2.674	0.444	16.6%	0.073	2.7%	0%	False	True	31,893
100	3.254	2.674	0.580	21.7%	0.075	2.8%	0%	False	True	27,795
120	3.254	2.674	0.580	21.7%	0.072	2.7%	0%	False	True	24,163

Crabel Price Patterns
NR	True
NR4	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	3.042
2.618	2.927
1.618	2.857
1.000	2.814
0.618	2.787
HIGH	2.744
0.618	2.717
0.500	2.709
0.382	2.701
LOW	2.674
0.618	2.631
1.000	2.604
1.618	2.561
2.618	2.491
4.250	2.377

Fisher Pivots for day following 18-Sep-2015
Pivot	1 day	3 day
R1	2.709	2.742
PP	2.698	2.720
S1	2.687	2.698

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols