NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 2.526 2.506 -0.020 -0.8% 2.459
High 2.542 2.541 -0.001 0.0% 2.580
Low 2.480 2.477 -0.003 -0.1% 2.434
Close 2.494 2.497 0.003 0.1% 2.548
Range 0.062 0.064 0.002 3.2% 0.146
ATR 0.076 0.075 -0.001 -1.1% 0.000
Volume 37,154 31,602 -5,552 -14.9% 149,982
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.697 2.661 2.532
R3 2.633 2.597 2.515
R2 2.569 2.569 2.509
R1 2.533 2.533 2.503 2.519
PP 2.505 2.505 2.505 2.498
S1 2.469 2.469 2.491 2.455
S2 2.441 2.441 2.485
S3 2.377 2.405 2.479
S4 2.313 2.341 2.462
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.959 2.899 2.628
R3 2.813 2.753 2.588
R2 2.667 2.667 2.575
R1 2.607 2.607 2.561 2.637
PP 2.521 2.521 2.521 2.536
S1 2.461 2.461 2.535 2.491
S2 2.375 2.375 2.521
S3 2.229 2.315 2.508
S4 2.083 2.169 2.468
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.580 2.449 0.131 5.2% 0.075 3.0% 37% False False 34,601
10 2.580 2.368 0.212 8.5% 0.079 3.2% 61% False False 32,981
20 2.820 2.368 0.452 18.1% 0.077 3.1% 29% False False 29,092
40 2.967 2.368 0.599 24.0% 0.066 2.6% 22% False False 23,771
60 3.099 2.368 0.731 29.3% 0.060 2.4% 18% False False 18,940
80 3.290 2.368 0.922 36.9% 0.060 2.4% 14% False False 16,082
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.813
2.618 2.709
1.618 2.645
1.000 2.605
0.618 2.581
HIGH 2.541
0.618 2.517
0.500 2.509
0.382 2.501
LOW 2.477
0.618 2.437
1.000 2.413
1.618 2.373
2.618 2.309
4.250 2.205
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 2.509 2.507
PP 2.505 2.504
S1 2.501 2.500

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

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