NYMEX Natural Gas Future January 2016

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

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	2.491	2.400	-0.091	-3.7%	2.595
High	2.510	2.412	-0.098	-3.9%	2.600
Low	2.393	2.278	-0.115	-4.8%	2.278
Close	2.412	2.291	-0.121	-5.0%	2.291
Range	0.117	0.134	0.017	14.5%	0.322
ATR	0.087	0.090	0.003	3.9%	0.000
Volume	113,300	144,176	30,876	27.3%	523,883

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.729	2.644	2.365
R3	2.595	2.510	2.328
R2	2.461	2.461	2.316
R1	2.376	2.376	2.303	2.352
PP	2.327	2.327	2.327	2.315
S1	2.242	2.242	2.279	2.218
S2	2.193	2.193	2.266
S3	2.059	2.108	2.254
S4	1.925	1.974	2.217

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.356	3.145	2.468
R3	3.034	2.823	2.380
R2	2.712	2.712	2.350
R1	2.501	2.501	2.321	2.446
PP	2.390	2.390	2.390	2.362
S1	2.179	2.179	2.261	2.124
S2	2.068	2.068	2.232
S3	1.746	1.857	2.202
S4	1.424	1.535	2.114

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.600	2.278	0.322	14.1%	0.104	4.5%	4%	False	True	104,776
10	2.600	2.278	0.322	14.1%	0.093	4.1%	4%	False	True	102,040
20	2.600	2.278	0.322	14.1%	0.093	4.1%	4%	False	True	83,869
40	2.987	2.278	0.709	30.9%	0.078	3.4%	2%	False	True	65,650
60	3.103	2.278	0.825	36.0%	0.071	3.1%	2%	False	True	51,256
80	3.293	2.278	1.015	44.3%	0.068	3.0%	1%	False	True	44,264
100	3.343	2.278	1.065	46.5%	0.068	3.0%	1%	False	True	38,542
120	3.383	2.278	1.105	48.2%	0.068	3.0%	1%	False	True	34,734

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	0.019
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2.982
2.618	2.763
1.618	2.629
1.000	2.546
0.618	2.495
HIGH	2.412
0.618	2.361
0.500	2.345
0.382	2.329
LOW	2.278
0.618	2.195
1.000	2.144
1.618	2.061
2.618	1.927
4.250	1.709

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	2.345	2.421
PP	2.327	2.378
S1	2.309	2.334

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