NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	2.566	2.450	-0.116	-4.5%	2.678
High	2.570	2.450	-0.120	-4.7%	2.699
Low	2.483	2.342	-0.141	-5.7%	2.483
Close	2.493	2.353	-0.140	-5.6%	2.493
Range	0.087	0.108	0.021	24.1%	0.216
ATR	0.068	0.074	0.006	8.7%	0.000
Volume	108,385	191,169	82,784	76.4%	464,519

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.706	2.637	2.412
R3	2.598	2.529	2.383
R2	2.490	2.490	2.373
R1	2.421	2.421	2.363	2.402
PP	2.382	2.382	2.382	2.372
S1	2.313	2.313	2.343	2.294
S2	2.274	2.274	2.333
S3	2.166	2.205	2.323
S4	2.058	2.097	2.294

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.206	3.066	2.612
R3	2.990	2.850	2.552
R2	2.774	2.774	2.533
R1	2.634	2.634	2.513	2.596
PP	2.558	2.558	2.558	2.540
S1	2.418	2.418	2.473	2.380
S2	2.342	2.342	2.453
S3	2.126	2.202	2.434
S4	1.910	1.986	2.374

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.699	2.342	0.357	15.2%	0.083	3.5%	3%	False	True	120,332
10	2.780	2.342	0.438	18.6%	0.072	3.1%	3%	False	True	98,587
20	2.842	2.342	0.500	21.2%	0.071	3.0%	2%	False	True	77,596
40	2.998	2.342	0.656	27.9%	0.064	2.7%	2%	False	True	50,691
60	3.197	2.342	0.855	36.3%	0.063	2.7%	1%	False	True	40,424
80	3.237	2.342	0.895	38.0%	0.064	2.7%	1%	False	True	33,640
100	3.283	2.342	0.941	40.0%	0.066	2.8%	1%	False	True	29,372
120	3.391	2.342	1.049	44.6%	0.069	2.9%	1%	False	True	25,834

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	0.014
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	2.909
2.618	2.733
1.618	2.625
1.000	2.558
0.618	2.517
HIGH	2.450
0.618	2.409
0.500	2.396
0.382	2.383
LOW	2.342
0.618	2.275
1.000	2.234
1.618	2.167
2.618	2.059
4.250	1.883

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	2.396	2.483
PP	2.382	2.440
S1	2.367	2.396

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