NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 02-Nov-2015
Day Change Summary
Previous Current
30-Oct-2015 02-Nov-2015 Change Change % Previous Week
Open 2.420 2.459 0.039 1.6% 2.606
High 2.512 2.473 -0.039 -1.6% 2.606
Low 2.368 2.434 0.066 2.8% 2.368
Close 2.502 2.466 -0.036 -1.4% 2.502
Range 0.144 0.039 -0.105 -72.9% 0.238
ATR 0.076 0.075 -0.001 -0.8% 0.000
Volume 41,094 27,631 -13,463 -32.8% 162,376
Daily Pivots for day following 02-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.575 2.559 2.487
R3 2.536 2.520 2.477
R2 2.497 2.497 2.473
R1 2.481 2.481 2.470 2.489
PP 2.458 2.458 2.458 2.462
S1 2.442 2.442 2.462 2.450
S2 2.419 2.419 2.459
S3 2.380 2.403 2.455
S4 2.341 2.364 2.445
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 3.206 3.092 2.633
R3 2.968 2.854 2.567
R2 2.730 2.730 2.546
R1 2.616 2.616 2.524 2.554
PP 2.492 2.492 2.492 2.461
S1 2.378 2.378 2.480 2.316
S2 2.254 2.254 2.458
S3 2.016 2.140 2.437
S4 1.778 1.902 2.371
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.577 2.368 0.209 8.5% 0.101 4.1% 47% False False 31,203
10 2.820 2.368 0.452 18.3% 0.087 3.5% 22% False False 29,178
20 2.887 2.368 0.519 21.0% 0.068 2.7% 19% False False 24,850
40 3.062 2.368 0.694 28.1% 0.061 2.5% 14% False False 19,435
60 3.238 2.368 0.870 35.3% 0.057 2.3% 11% False False 15,672
80 3.290 2.368 0.922 37.4% 0.058 2.3% 11% False False 13,620
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2.639
2.618 2.575
1.618 2.536
1.000 2.512
0.618 2.497
HIGH 2.473
0.618 2.458
0.500 2.454
0.382 2.449
LOW 2.434
0.618 2.410
1.000 2.395
1.618 2.371
2.618 2.332
4.250 2.268
Fisher Pivots for day following 02-Nov-2015
Pivot 1 day 3 day
R1 2.462 2.461
PP 2.458 2.455
S1 2.454 2.450

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

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