NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 2.480 2.448 -0.032 -1.3% 2.530
High 2.505 2.536 0.031 1.2% 2.542
Low 2.452 2.448 -0.004 -0.2% 2.374
Close 2.458 2.528 0.070 2.8% 2.481
Range 0.053 0.088 0.035 66.0% 0.168
ATR 0.056 0.059 0.002 4.0% 0.000
Volume 4,206 5,539 1,333 31.7% 37,165
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.768 2.736 2.576
R3 2.680 2.648 2.552
R2 2.592 2.592 2.544
R1 2.560 2.560 2.536 2.576
PP 2.504 2.504 2.504 2.512
S1 2.472 2.472 2.520 2.488
S2 2.416 2.416 2.512
S3 2.328 2.384 2.504
S4 2.240 2.296 2.480
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 2.970 2.893 2.573
R3 2.802 2.725 2.527
R2 2.634 2.634 2.512
R1 2.557 2.557 2.496 2.512
PP 2.466 2.466 2.466 2.443
S1 2.389 2.389 2.466 2.344
S2 2.298 2.298 2.450
S3 2.130 2.221 2.435
S4 1.962 2.053 2.389
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.536 2.374 0.162 6.4% 0.064 2.5% 95% True False 6,011
10 2.637 2.374 0.263 10.4% 0.072 2.9% 59% False False 6,314
20 2.760 2.374 0.386 15.3% 0.055 2.2% 40% False False 4,653
40 2.907 2.374 0.533 21.1% 0.049 1.9% 29% False False 3,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.018
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.910
2.618 2.766
1.618 2.678
1.000 2.624
0.618 2.590
HIGH 2.536
0.618 2.502
0.500 2.492
0.382 2.482
LOW 2.448
0.618 2.394
1.000 2.360
1.618 2.306
2.618 2.218
4.250 2.074
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 2.516 2.516
PP 2.504 2.504
S1 2.492 2.492

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

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