NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 2.520 2.549 0.029 1.2% 2.800
High 2.577 2.556 -0.021 -0.8% 2.820
Low 2.491 2.443 -0.048 -1.9% 2.617
Close 2.534 2.470 -0.064 -2.5% 2.626
Range 0.086 0.113 0.027 31.4% 0.203
ATR 0.063 0.067 0.004 5.6% 0.000
Volume 23,175 38,281 15,106 65.2% 114,636
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.829 2.762 2.532
R3 2.716 2.649 2.501
R2 2.603 2.603 2.491
R1 2.536 2.536 2.480 2.513
PP 2.490 2.490 2.490 2.478
S1 2.423 2.423 2.460 2.400
S2 2.377 2.377 2.449
S3 2.264 2.310 2.439
S4 2.151 2.197 2.408
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.297 3.164 2.738
R3 3.094 2.961 2.682
R2 2.891 2.891 2.663
R1 2.758 2.758 2.645 2.723
PP 2.688 2.688 2.688 2.670
S1 2.555 2.555 2.607 2.520
S2 2.485 2.485 2.589
S3 2.282 2.352 2.570
S4 2.079 2.149 2.514
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.749 2.443 0.306 12.4% 0.088 3.6% 9% False True 29,314
10 2.887 2.443 0.444 18.0% 0.071 2.9% 6% False True 26,159
20 2.887 2.443 0.444 18.0% 0.061 2.5% 6% False True 23,373
40 3.062 2.443 0.619 25.1% 0.056 2.3% 4% False True 17,960
60 3.238 2.443 0.795 32.2% 0.055 2.2% 3% False True 14,572
80 3.290 2.443 0.847 34.3% 0.056 2.3% 3% False True 12,719
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 0.011
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 3.036
2.618 2.852
1.618 2.739
1.000 2.669
0.618 2.626
HIGH 2.556
0.618 2.513
0.500 2.500
0.382 2.486
LOW 2.443
0.618 2.373
1.000 2.330
1.618 2.260
2.618 2.147
4.250 1.963
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 2.500 2.525
PP 2.490 2.506
S1 2.480 2.488

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

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