NYMEX Natural Gas Future January 2016


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 2.823 2.821 -0.002 -0.1% 2.865
High 2.835 2.842 0.007 0.2% 2.918
Low 2.799 2.804 0.005 0.2% 2.791
Close 2.807 2.815 0.008 0.3% 2.799
Range 0.036 0.038 0.002 5.6% 0.127
ATR 0.059 0.058 -0.002 -2.6% 0.000
Volume 27,318 40,245 12,927 47.3% 274,005
Daily Pivots for day following 20-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.934 2.913 2.836
R3 2.896 2.875 2.825
R2 2.858 2.858 2.822
R1 2.837 2.837 2.818 2.829
PP 2.820 2.820 2.820 2.816
S1 2.799 2.799 2.812 2.791
S2 2.782 2.782 2.808
S3 2.744 2.761 2.805
S4 2.706 2.723 2.794
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.217 3.135 2.869
R3 3.090 3.008 2.834
R2 2.963 2.963 2.822
R1 2.881 2.881 2.811 2.859
PP 2.836 2.836 2.836 2.825
S1 2.754 2.754 2.787 2.732
S2 2.709 2.709 2.776
S3 2.582 2.627 2.764
S4 2.455 2.500 2.729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.918 2.791 0.127 4.5% 0.053 1.9% 19% False False 44,701
10 2.918 2.791 0.127 4.5% 0.054 1.9% 19% False False 53,492
20 2.987 2.745 0.242 8.6% 0.060 2.1% 29% False False 44,495
40 3.103 2.745 0.358 12.7% 0.057 2.0% 20% False False 32,890
60 3.293 2.745 0.548 19.5% 0.059 2.1% 13% False False 29,379
80 3.343 2.745 0.598 21.2% 0.061 2.2% 12% False False 25,995
100 3.383 2.745 0.638 22.7% 0.063 2.2% 11% False False 23,807
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 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.004
2.618 2.941
1.618 2.903
1.000 2.880
0.618 2.865
HIGH 2.842
0.618 2.827
0.500 2.823
0.382 2.819
LOW 2.804
0.618 2.781
1.000 2.766
1.618 2.743
2.618 2.705
4.250 2.643
Fisher Pivots for day following 20-Oct-2015
Pivot 1 day 3 day
R1 2.823 2.817
PP 2.820 2.816
S1 2.818 2.816

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

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