NYMEX Natural Gas Future March 2016

Trading Metrics calculated at close of trading on 18-Nov-2015

Day Change Summary
	Previous	Current
	17-Nov-2015	18-Nov-2015	Change	Change %	Previous Week
Open	2.561	2.586	0.025	1.0%	2.559
High	2.596	2.605	0.009	0.3%	2.580
Low	2.510	2.527	0.017	0.7%	2.449
Close	2.577	2.544	-0.033	-1.3%	2.567
Range	0.086	0.078	-0.008	-9.3%	0.131
ATR	0.077	0.077	0.000	0.1%	0.000
Volume	29,690	26,580	-3,110	-10.5%	168,848

Daily Pivots for day following 18-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.793	2.746	2.587
R3	2.715	2.668	2.565
R2	2.637	2.637	2.558
R1	2.590	2.590	2.551	2.575
PP	2.559	2.559	2.559	2.551
S1	2.512	2.512	2.537	2.497
S2	2.481	2.481	2.530
S3	2.403	2.434	2.523
S4	2.325	2.356	2.501

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.925	2.877	2.639
R3	2.794	2.746	2.603
R2	2.663	2.663	2.591
R1	2.615	2.615	2.579	2.639
PP	2.532	2.532	2.532	2.544
S1	2.484	2.484	2.555	2.508
S2	2.401	2.401	2.543
S3	2.270	2.353	2.531
S4	2.139	2.222	2.495

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.631	2.477	0.154	6.1%	0.075	2.9%	44%	False	False	29,165
10	2.631	2.449	0.182	7.2%	0.080	3.2%	52%	False	False	32,715
20	2.749	2.368	0.381	15.0%	0.083	3.3%	46%	False	False	30,822
40	2.956	2.368	0.588	23.1%	0.070	2.8%	30%	False	False	25,686
60	3.062	2.368	0.694	27.3%	0.061	2.4%	25%	False	False	20,386
80	3.238	2.368	0.870	34.2%	0.060	2.4%	20%	False	False	17,225

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.937
2.618	2.809
1.618	2.731
1.000	2.683
0.618	2.653
HIGH	2.605
0.618	2.575
0.500	2.566
0.382	2.557
LOW	2.527
0.618	2.479
1.000	2.449
1.618	2.401
2.618	2.323
4.250	2.196

Fisher Pivots for day following 18-Nov-2015
Pivot	1 day	3 day
R1	2.566	2.571
PP	2.559	2.562
S1	2.551	2.553

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols