NYMEX Natural Gas Future April 2016

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	2.553	2.493	-0.060	-2.4%	2.509
High	2.557	2.519	-0.038	-1.5%	2.542
Low	2.494	2.430	-0.064	-2.6%	2.414
Close	2.506	2.444	-0.062	-2.5%	2.529
Range	0.063	0.089	0.026	41.3%	0.128
ATR	0.065	0.067	0.002	2.6%	0.000
Volume	25,248	27,807	2,559	10.1%	128,243

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.731	2.677	2.493
R3	2.642	2.588	2.468
R2	2.553	2.553	2.460
R1	2.499	2.499	2.452	2.482
PP	2.464	2.464	2.464	2.456
S1	2.410	2.410	2.436	2.393
S2	2.375	2.375	2.428
S3	2.286	2.321	2.420
S4	2.197	2.232	2.395

Weekly Pivots for week ending 13-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.879	2.832	2.599
R3	2.751	2.704	2.564
R2	2.623	2.623	2.552
R1	2.576	2.576	2.541	2.600
PP	2.495	2.495	2.495	2.507
S1	2.448	2.448	2.517	2.472
S2	2.367	2.367	2.506
S3	2.239	2.320	2.494
S4	2.111	2.192	2.459

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.581	2.430	0.151	6.2%	0.070	2.9%	9%	False	True	23,594
10	2.581	2.414	0.167	6.8%	0.067	2.7%	18%	False	False	24,978
20	2.619	2.337	0.282	11.5%	0.072	3.0%	38%	False	False	24,342
40	2.811	2.337	0.474	19.4%	0.060	2.4%	23%	False	False	20,208
60	2.912	2.337	0.575	23.5%	0.053	2.2%	19%	False	False	16,693

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	2.897
2.618	2.752
1.618	2.663
1.000	2.608
0.618	2.574
HIGH	2.519
0.618	2.485
0.500	2.475
0.382	2.464
LOW	2.430
0.618	2.375
1.000	2.341
1.618	2.286
2.618	2.197
4.250	2.052

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	2.475	2.494
PP	2.464	2.477
S1	2.454	2.461

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