NYMEX Natural Gas Future April 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	2.486	2.482	-0.004	-0.2%	2.408
High	2.507	2.510	0.003	0.1%	2.524
Low	2.454	2.450	-0.004	-0.2%	2.399
Close	2.468	2.474	0.006	0.2%	2.502
Range	0.053	0.060	0.007	13.2%	0.125
ATR	0.064	0.064	0.000	-0.4%	0.000
Volume	30,231	24,070	-6,161	-20.4%	110,198

Daily Pivots for day following 12-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.658	2.626	2.507
R3	2.598	2.566	2.491
R2	2.538	2.538	2.485
R1	2.506	2.506	2.480	2.492
PP	2.478	2.478	2.478	2.471
S1	2.446	2.446	2.469	2.432
S2	2.418	2.418	2.463
S3	2.358	2.386	2.458
S4	2.298	2.326	2.441

Weekly Pivots for week ending 06-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.850	2.801	2.571
R3	2.725	2.676	2.536
R2	2.600	2.600	2.525
R1	2.551	2.551	2.513	2.576
PP	2.475	2.475	2.475	2.487
S1	2.426	2.426	2.491	2.451
S2	2.350	2.350	2.479
S3	2.225	2.301	2.468
S4	2.100	2.176	2.433

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.524	2.414	0.110	4.4%	0.065	2.6%	55%	False	False	26,363
10	2.524	2.337	0.187	7.6%	0.067	2.7%	73%	False	False	24,483
20	2.691	2.337	0.354	14.3%	0.064	2.6%	39%	False	False	22,954
40	2.833	2.337	0.496	20.0%	0.056	2.3%	28%	False	False	18,505
60	2.948	2.337	0.611	24.7%	0.051	2.1%	22%	False	False	15,302

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.765
2.618	2.667
1.618	2.607
1.000	2.570
0.618	2.547
HIGH	2.510
0.618	2.487
0.500	2.480
0.382	2.473
LOW	2.450
0.618	2.413
1.000	2.390
1.618	2.353
2.618	2.293
4.250	2.195

Fisher Pivots for day following 12-Nov-2015
Pivot	1 day	3 day
R1	2.480	2.476
PP	2.478	2.475
S1	2.476	2.475

Download as Excel Spreadsheet

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

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