NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 2.832 2.746 -0.086 -3.0% 2.865
High 2.832 2.768 -0.064 -2.3% 2.918
Low 2.735 2.699 -0.036 -1.3% 2.791
Close 2.750 2.721 -0.029 -1.1% 2.799
Range 0.097 0.069 -0.028 -28.9% 0.127
ATR 0.061 0.061 0.001 1.0% 0.000
Volume 45,632 51,672 6,040 13.2% 274,005
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.936 2.898 2.759
R3 2.867 2.829 2.740
R2 2.798 2.798 2.734
R1 2.760 2.760 2.727 2.745
PP 2.729 2.729 2.729 2.722
S1 2.691 2.691 2.715 2.676
S2 2.660 2.660 2.708
S3 2.591 2.622 2.702
S4 2.522 2.553 2.683
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 2.842 2.699 0.143 5.3% 0.058 2.1% 15% False True 40,727
10 2.918 2.699 0.219 8.0% 0.060 2.2% 10% False True 49,269
20 2.987 2.699 0.288 10.6% 0.063 2.3% 8% False True 46,360
40 3.103 2.699 0.404 14.8% 0.059 2.2% 5% False True 34,297
60 3.293 2.699 0.594 21.8% 0.060 2.2% 4% False True 30,543
80 3.343 2.699 0.644 23.7% 0.062 2.3% 3% False True 26,810
100 3.383 2.699 0.684 25.1% 0.063 2.3% 3% False True 24,544
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.061
2.618 2.949
1.618 2.880
1.000 2.837
0.618 2.811
HIGH 2.768
0.618 2.742
0.500 2.734
0.382 2.725
LOW 2.699
0.618 2.656
1.000 2.630
1.618 2.587
2.618 2.518
4.250 2.406
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 2.734 2.771
PP 2.729 2.754
S1 2.725 2.738

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

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