NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 16-Oct-2015
Day Change Summary
Previous Current
15-Oct-2015 16-Oct-2015 Change Change % Previous Week
Open 2.860 2.812 -0.048 -1.7% 2.858
High 2.887 2.813 -0.074 -2.6% 2.887
Low 2.803 2.776 -0.027 -1.0% 2.776
Close 2.808 2.782 -0.026 -0.9% 2.782
Range 0.084 0.037 -0.047 -56.0% 0.111
ATR 0.055 0.054 -0.001 -2.4% 0.000
Volume 35,379 16,131 -19,248 -54.4% 109,423
Daily Pivots for day following 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.901 2.879 2.802
R3 2.864 2.842 2.792
R2 2.827 2.827 2.789
R1 2.805 2.805 2.785 2.798
PP 2.790 2.790 2.790 2.787
S1 2.768 2.768 2.779 2.761
S2 2.753 2.753 2.775
S3 2.716 2.731 2.772
S4 2.679 2.694 2.762
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.148 3.076 2.843
R3 3.037 2.965 2.813
R2 2.926 2.926 2.802
R1 2.854 2.854 2.792 2.835
PP 2.815 2.815 2.815 2.805
S1 2.743 2.743 2.772 2.724
S2 2.704 2.704 2.762
S3 2.593 2.632 2.751
S4 2.482 2.521 2.721
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.887 2.776 0.111 4.0% 0.051 1.8% 5% False True 21,884
10 2.887 2.759 0.128 4.6% 0.050 1.8% 18% False False 20,852
20 2.956 2.733 0.223 8.0% 0.053 1.9% 22% False False 18,788
40 3.081 2.733 0.348 12.5% 0.051 1.8% 14% False False 14,091
60 3.238 2.733 0.505 18.2% 0.053 1.9% 10% False False 11,882
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.012
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.970
2.618 2.910
1.618 2.873
1.000 2.850
0.618 2.836
HIGH 2.813
0.618 2.799
0.500 2.795
0.382 2.790
LOW 2.776
0.618 2.753
1.000 2.739
1.618 2.716
2.618 2.679
4.250 2.619
Fisher Pivots for day following 16-Oct-2015
Pivot 1 day 3 day
R1 2.795 2.832
PP 2.790 2.815
S1 2.786 2.799

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

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