NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 2.334 2.388 0.054 2.3% 2.627
High 2.409 2.402 -0.007 -0.3% 2.631
Low 2.294 2.326 0.032 1.4% 2.343
Close 2.405 2.392 -0.013 -0.5% 2.353
Range 0.115 0.076 -0.039 -33.9% 0.288
ATR 0.085 0.084 0.000 -0.5% 0.000
Volume 25,863 30,443 4,580 17.7% 151,039
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.601 2.573 2.434
R3 2.525 2.497 2.413
R2 2.449 2.449 2.406
R1 2.421 2.421 2.399 2.435
PP 2.373 2.373 2.373 2.381
S1 2.345 2.345 2.385 2.359
S2 2.297 2.297 2.378
S3 2.221 2.269 2.371
S4 2.145 2.193 2.350
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 3.306 3.118 2.511
R3 3.018 2.830 2.432
R2 2.730 2.730 2.406
R1 2.542 2.542 2.379 2.492
PP 2.442 2.442 2.442 2.418
S1 2.254 2.254 2.327 2.204
S2 2.154 2.154 2.300
S3 1.866 1.966 2.274
S4 1.578 1.678 2.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.605 2.294 0.311 13.0% 0.100 4.2% 32% False False 29,963
10 2.631 2.294 0.337 14.1% 0.086 3.6% 29% False False 30,621
20 2.631 2.294 0.337 14.1% 0.088 3.7% 29% False False 31,569
40 2.887 2.294 0.593 24.8% 0.074 3.1% 17% False False 27,025
60 3.062 2.294 0.768 32.1% 0.066 2.7% 13% False False 22,011
80 3.238 2.294 0.944 39.5% 0.062 2.6% 10% False False 18,451
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 0.020
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 2.725
2.618 2.601
1.618 2.525
1.000 2.478
0.618 2.449
HIGH 2.402
0.618 2.373
0.500 2.364
0.382 2.355
LOW 2.326
0.618 2.279
1.000 2.250
1.618 2.203
2.618 2.127
4.250 2.003
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 2.383 2.388
PP 2.373 2.384
S1 2.364 2.380

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

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