NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 2.493 2.458 -0.035 -1.4% 2.606
High 2.519 2.564 0.045 1.8% 2.606
Low 2.455 2.450 -0.005 -0.2% 2.368
Close 2.460 2.551 0.091 3.7% 2.502
Range 0.064 0.114 0.050 78.1% 0.238
ATR 0.073 0.076 0.003 4.0% 0.000
Volume 25,895 39,919 14,024 54.2% 162,376
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.864 2.821 2.614
R3 2.750 2.707 2.582
R2 2.636 2.636 2.572
R1 2.593 2.593 2.561 2.615
PP 2.522 2.522 2.522 2.532
S1 2.479 2.479 2.541 2.501
S2 2.408 2.408 2.530
S3 2.294 2.365 2.520
S4 2.180 2.251 2.488
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 2.564 2.368 0.196 7.7% 0.082 3.2% 93% True False 31,360
10 2.695 2.368 0.327 12.8% 0.091 3.6% 56% False False 30,127
20 2.887 2.368 0.519 20.3% 0.072 2.8% 35% False False 26,034
40 3.062 2.368 0.694 27.2% 0.063 2.5% 26% False False 20,762
60 3.238 2.368 0.870 34.1% 0.058 2.3% 21% False False 16,692
80 3.290 2.368 0.922 36.1% 0.058 2.3% 20% False False 14,342
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.049
2.618 2.862
1.618 2.748
1.000 2.678
0.618 2.634
HIGH 2.564
0.618 2.520
0.500 2.507
0.382 2.494
LOW 2.450
0.618 2.380
1.000 2.336
1.618 2.266
2.618 2.152
4.250 1.966
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 2.536 2.536
PP 2.522 2.522
S1 2.507 2.507

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

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