NYMEX Natural Gas Future February 2016

Trading Metrics calculated at close of trading on 14-Oct-2015

Day Change Summary
	Previous	Current
	13-Oct-2015	14-Oct-2015	Change	Change %	Previous Week
Open	2.896	2.873	-0.023	-0.8%	2.817
High	2.907	2.900	-0.007	-0.2%	2.878
Low	2.856	2.853	-0.003	-0.1%	2.788
Close	2.869	2.881	0.012	0.4%	2.863
Range	0.051	0.047	-0.004	-7.8%	0.090
ATR	0.057	0.056	-0.001	-1.3%	0.000
Volume	14,958	13,142	-1,816	-12.1%	58,855

Daily Pivots for day following 14-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.019	2.997	2.907
R3	2.972	2.950	2.894
R2	2.925	2.925	2.890
R1	2.903	2.903	2.885	2.914
PP	2.878	2.878	2.878	2.884
S1	2.856	2.856	2.877	2.867
S2	2.831	2.831	2.872
S3	2.784	2.809	2.868
S4	2.737	2.762	2.855

Weekly Pivots for week ending 09-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.113	3.078	2.913
R3	3.023	2.988	2.888
R2	2.933	2.933	2.880
R1	2.898	2.898	2.871	2.916
PP	2.843	2.843	2.843	2.852
S1	2.808	2.808	2.855	2.826
S2	2.753	2.753	2.847
S3	2.663	2.718	2.838
S4	2.573	2.628	2.814

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.915	2.810	0.105	3.6%	0.053	1.8%	68%	False	False	12,527
10	2.915	2.760	0.155	5.4%	0.055	1.9%	78%	False	False	12,882
20	3.013	2.760	0.253	8.8%	0.056	1.9%	48%	False	False	11,290
40	3.141	2.760	0.381	13.2%	0.054	1.9%	32%	False	False	8,949
60	3.333	2.760	0.573	19.9%	0.055	1.9%	21%	False	False	7,359
80	3.333	2.760	0.573	19.9%	0.056	1.9%	21%	False	False	6,279

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.100
2.618	3.023
1.618	2.976
1.000	2.947
0.618	2.929
HIGH	2.900
0.618	2.882
0.500	2.877
0.382	2.871
LOW	2.853
0.618	2.824
1.000	2.806
1.618	2.777
2.618	2.730
4.250	2.653

Fisher Pivots for day following 14-Oct-2015
Pivot	1 day	3 day
R1	2.880	2.884
PP	2.878	2.883
S1	2.877	2.882

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