NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 27-Oct-2015
Day Change Summary
Previous Current
26-Oct-2015 27-Oct-2015 Change Change % Previous Week
Open 2.530 2.475 -0.055 -2.2% 2.683
High 2.542 2.527 -0.015 -0.6% 2.704
Low 2.475 2.450 -0.025 -1.0% 2.570
Close 2.483 2.502 0.019 0.8% 2.574
Range 0.067 0.077 0.010 14.9% 0.134
ATR 0.046 0.049 0.002 4.7% 0.000
Volume 7,966 5,717 -2,249 -28.2% 17,266
Daily Pivots for day following 27-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.724 2.690 2.544
R3 2.647 2.613 2.523
R2 2.570 2.570 2.516
R1 2.536 2.536 2.509 2.553
PP 2.493 2.493 2.493 2.502
S1 2.459 2.459 2.495 2.476
S2 2.416 2.416 2.488
S3 2.339 2.382 2.481
S4 2.262 2.305 2.460
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 2.692 2.450 0.242 9.7% 0.060 2.4% 21% False True 5,193
10 2.753 2.450 0.303 12.1% 0.048 1.9% 17% False True 4,031
20 2.760 2.450 0.310 12.4% 0.045 1.8% 17% False True 3,843
40 2.907 2.450 0.457 18.3% 0.042 1.7% 11% False True 2,942
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 0.009
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 2.854
2.618 2.729
1.618 2.652
1.000 2.604
0.618 2.575
HIGH 2.527
0.618 2.498
0.500 2.489
0.382 2.479
LOW 2.450
0.618 2.402
1.000 2.373
1.618 2.325
2.618 2.248
4.250 2.123
Fisher Pivots for day following 27-Oct-2015
Pivot 1 day 3 day
R1 2.498 2.544
PP 2.493 2.530
S1 2.489 2.516

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

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