NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 02-Oct-2015

Day Change Summary
	Previous	Current
	01-Oct-2015	02-Oct-2015	Change	Change %	Previous Week
Open	2.522	2.429	-0.093	-3.7%	2.674
High	2.541	2.471	-0.070	-2.8%	2.720
Low	2.420	2.403	-0.017	-0.7%	2.403
Close	2.433	2.451	0.018	0.7%	2.451
Range	0.121	0.068	-0.053	-43.8%	0.317
ATR	0.076	0.075	-0.001	-0.7%	0.000
Volume	165,222	113,070	-52,152	-31.6%	673,801

Daily Pivots for day following 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.646	2.616	2.488
R3	2.578	2.548	2.470
R2	2.510	2.510	2.463
R1	2.480	2.480	2.457	2.495
PP	2.442	2.442	2.442	2.449
S1	2.412	2.412	2.445	2.427
S2	2.374	2.374	2.439
S3	2.306	2.344	2.432
S4	2.238	2.276	2.414

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.476	3.280	2.625
R3	3.159	2.963	2.538
R2	2.842	2.842	2.509
R1	2.646	2.646	2.480	2.586
PP	2.525	2.525	2.525	2.494
S1	2.329	2.329	2.422	2.269
S2	2.208	2.208	2.393
S3	1.891	2.012	2.364
S4	1.574	1.695	2.277

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.720	2.403	0.317	12.9%	0.091	3.7%	15%	False	True	134,760
10	2.720	2.403	0.317	12.9%	0.074	3.0%	15%	False	True	117,147
20	2.859	2.403	0.456	18.6%	0.070	2.9%	11%	False	True	92,157
40	3.052	2.403	0.649	26.5%	0.066	2.7%	7%	False	True	66,591
60	3.079	2.403	0.676	27.6%	0.069	2.8%	7%	False	True	52,974
80	3.118	2.403	0.715	29.2%	0.071	2.9%	7%	False	True	44,440
100	3.254	2.403	0.851	34.7%	0.074	3.0%	6%	False	True	38,502
120	3.254	2.403	0.851	34.7%	0.074	3.0%	6%	False	True	33,467

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.760
2.618	2.649
1.618	2.581
1.000	2.539
0.618	2.513
HIGH	2.471
0.618	2.445
0.500	2.437
0.382	2.429
LOW	2.403
0.618	2.361
1.000	2.335
1.618	2.293
2.618	2.225
4.250	2.114

Fisher Pivots for day following 02-Oct-2015
Pivot	1 day	3 day
R1	2.446	2.507
PP	2.442	2.488
S1	2.437	2.470

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