NYMEX Natural Gas Future May 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 2.528 2.514 -0.014 -0.6% 2.446
High 2.536 2.542 0.006 0.2% 2.547
Low 2.492 2.489 -0.003 -0.1% 2.432
Close 2.505 2.513 0.008 0.3% 2.532
Range 0.044 0.053 0.009 20.5% 0.115
ATR 0.059 0.059 0.000 -0.7% 0.000
Volume 8,620 8,153 -467 -5.4% 30,103
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.674 2.646 2.542
R3 2.621 2.593 2.528
R2 2.568 2.568 2.523
R1 2.540 2.540 2.518 2.528
PP 2.515 2.515 2.515 2.508
S1 2.487 2.487 2.508 2.475
S2 2.462 2.462 2.503
S3 2.409 2.434 2.498
S4 2.356 2.381 2.484
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.849 2.805 2.595
R3 2.734 2.690 2.564
R2 2.619 2.619 2.553
R1 2.575 2.575 2.543 2.597
PP 2.504 2.504 2.504 2.515
S1 2.460 2.460 2.521 2.482
S2 2.389 2.389 2.511
S3 2.274 2.345 2.500
S4 2.159 2.230 2.469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.547 2.448 0.099 3.9% 0.059 2.3% 66% False False 8,430
10 2.547 2.374 0.173 6.9% 0.062 2.5% 80% False False 7,220
20 2.704 2.374 0.330 13.1% 0.059 2.3% 42% False False 5,998
40 2.831 2.374 0.457 18.2% 0.051 2.0% 30% False False 4,503
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.767
2.618 2.681
1.618 2.628
1.000 2.595
0.618 2.575
HIGH 2.542
0.618 2.522
0.500 2.516
0.382 2.509
LOW 2.489
0.618 2.456
1.000 2.436
1.618 2.403
2.618 2.350
4.250 2.264
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 2.516 2.511
PP 2.515 2.509
S1 2.514 2.507

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

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