NYMEX Natural Gas Future May 2016

Trading Metrics calculated at close of trading on 26-Oct-2015

Day Change Summary
	Previous	Current
	23-Oct-2015	26-Oct-2015	Change	Change %	Previous Week
Open	2.637	2.530	-0.107	-4.1%	2.683
High	2.637	2.542	-0.095	-3.6%	2.704
Low	2.570	2.475	-0.095	-3.7%	2.570
Close	2.574	2.483	-0.091	-3.5%	2.574
Range	0.067	0.067	0.000	0.0%	0.134
ATR	0.042	0.046	0.004	9.6%	0.000
Volume	4,710	7,966	3,256	69.1%	17,266

Daily Pivots for day following 26-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.701	2.659	2.520
R3	2.634	2.592	2.501
R2	2.567	2.567	2.495
R1	2.525	2.525	2.489	2.513
PP	2.500	2.500	2.500	2.494
S1	2.458	2.458	2.477	2.446
S2	2.433	2.433	2.471
S3	2.366	2.391	2.465
S4	2.299	2.324	2.446

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	3.018	2.930	2.648
R3	2.884	2.796	2.611
R2	2.750	2.750	2.599
R1	2.662	2.662	2.586	2.639
PP	2.616	2.616	2.616	2.605
S1	2.528	2.528	2.562	2.505
S2	2.482	2.482	2.549
S3	2.348	2.394	2.537
S4	2.214	2.260	2.500

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.704	2.475	0.229	9.2%	0.050	2.0%	3%	False	True	4,545
10	2.753	2.475	0.278	11.2%	0.043	1.7%	3%	False	True	3,746
20	2.790	2.475	0.315	12.7%	0.044	1.8%	3%	False	True	3,728

Crabel Price Patterns
NR	False
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	0.008

Fibonacci Retracements and Extensions
4.250	2.827
2.618	2.717
1.618	2.650
1.000	2.609
0.618	2.583
HIGH	2.542
0.618	2.516
0.500	2.509
0.382	2.501
LOW	2.475
0.618	2.434
1.000	2.408
1.618	2.367
2.618	2.300
4.250	2.190

Fisher Pivots for day following 26-Oct-2015
Pivot	1 day	3 day
R1	2.509	2.568
PP	2.500	2.539
S1	2.492	2.511

Download as Excel Spreadsheet

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

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