NYMEX Natural Gas Future December 2015

Trading Metrics calculated at close of trading on 25-Nov-2015

Day Change Summary
	Previous	Current
	24-Nov-2015	25-Nov-2015	Change	Change %	Previous Week
Open	2.206	2.196	-0.010	-0.5%	2.449
High	2.218	2.235	0.017	0.8%	2.460
Low	2.130	2.133	0.003	0.1%	2.123
Close	2.200	2.206	0.006	0.3%	2.145
Range	0.088	0.102	0.014	15.9%	0.337
ATR	0.104	0.104	0.000	-0.1%	0.000
Volume	57,912	57,912	0	0.0%	670,316

Daily Pivots for day following 25-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.497	2.454	2.262
R3	2.395	2.352	2.234
R2	2.293	2.293	2.225
R1	2.250	2.250	2.215	2.272
PP	2.191	2.191	2.191	2.202
S1	2.148	2.148	2.197	2.170
S2	2.089	2.089	2.187
S3	1.987	2.046	2.178
S4	1.885	1.944	2.150

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.254	3.036	2.330
R3	2.917	2.699	2.238
R2	2.580	2.580	2.207
R1	2.362	2.362	2.176	2.303
PP	2.243	2.243	2.243	2.213
S1	2.025	2.025	2.114	1.966
S2	1.906	1.906	2.083
S3	1.569	1.688	2.052
S4	1.232	1.351	1.960

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.376	2.051	0.325	14.7%	0.128	5.8%	48%	False	False	96,554
10	2.460	2.051	0.409	18.5%	0.115	5.2%	38%	False	False	118,866
20	2.460	2.051	0.409	18.5%	0.105	4.8%	38%	False	False	136,313
40	2.780	2.051	0.729	33.0%	0.089	4.0%	21%	False	False	113,014
60	2.998	2.051	0.947	42.9%	0.080	3.6%	16%	False	False	84,111
80	3.197	2.051	1.146	51.9%	0.075	3.4%	14%	False	False	68,052
100	3.237	2.051	1.186	53.8%	0.073	3.3%	13%	False	False	57,177
120	3.283	2.051	1.232	55.8%	0.073	3.3%	13%	False	False	49,709

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	0.031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.669
2.618	2.502
1.618	2.400
1.000	2.337
0.618	2.298
HIGH	2.235
0.618	2.196
0.500	2.184
0.382	2.172
LOW	2.133
0.618	2.070
1.000	2.031
1.618	1.968
2.618	1.866
4.250	1.700

Fisher Pivots for day following 25-Nov-2015
Pivot	1 day	3 day
R1	2.199	2.185
PP	2.191	2.164
S1	2.184	2.143

Download as Excel Spreadsheet

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

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