NYMEX Natural Gas Future November 2015

Trading Metrics calculated at close of trading on 20-Oct-2015

Day Change Summary
	Previous	Current
	19-Oct-2015	20-Oct-2015	Change	Change %	Previous Week
Open	2.464	2.453	-0.011	-0.4%	2.520
High	2.481	2.499	0.018	0.7%	2.578
Low	2.435	2.444	0.009	0.4%	2.410
Close	2.442	2.476	0.034	1.4%	2.430
Range	0.046	0.055	0.009	19.6%	0.168
ATR	0.072	0.071	-0.001	-1.5%	0.000
Volume	95,860	147,317	51,457	53.7%	730,110

Daily Pivots for day following 20-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.638	2.612	2.506
R3	2.583	2.557	2.491
R2	2.528	2.528	2.486
R1	2.502	2.502	2.481	2.515
PP	2.473	2.473	2.473	2.480
S1	2.447	2.447	2.471	2.460
S2	2.418	2.418	2.466
S3	2.363	2.392	2.461
S4	2.308	2.337	2.446

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.977	2.871	2.522
R3	2.809	2.703	2.476
R2	2.641	2.641	2.461
R1	2.535	2.535	2.445	2.504
PP	2.473	2.473	2.473	2.457
S1	2.367	2.367	2.415	2.336
S2	2.305	2.305	2.399
S3	2.137	2.199	2.384
S4	1.969	2.031	2.338

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.578	2.410	0.168	6.8%	0.071	2.9%	39%	False	False	137,730
10	2.578	2.410	0.168	6.8%	0.068	2.7%	39%	False	False	144,690
20	2.720	2.403	0.317	12.8%	0.073	2.9%	23%	False	False	135,090
40	2.859	2.403	0.456	18.4%	0.066	2.7%	16%	False	False	95,002
60	3.052	2.403	0.649	26.2%	0.068	2.7%	11%	False	False	76,490
80	3.079	2.403	0.676	27.3%	0.069	2.8%	11%	False	False	62,783
100	3.118	2.403	0.715	28.9%	0.071	2.9%	10%	False	False	53,843
120	3.254	2.403	0.851	34.4%	0.074	3.0%	9%	False	False	46,925

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.733
2.618	2.643
1.618	2.588
1.000	2.554
0.618	2.533
HIGH	2.499
0.618	2.478
0.500	2.472
0.382	2.465
LOW	2.444
0.618	2.410
1.000	2.389
1.618	2.355
2.618	2.300
4.250	2.210

Fisher Pivots for day following 20-Oct-2015
Pivot	1 day	3 day
R1	2.475	2.469
PP	2.473	2.462
S1	2.472	2.455

Download as Excel Spreadsheet

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

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