NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 2.549 2.595 0.046 1.8% 2.529
High 2.570 2.602 0.032 1.2% 2.570
Low 2.529 2.544 0.015 0.6% 2.448
Close 2.560 2.582 0.022 0.9% 2.560
Range 0.041 0.058 0.017 41.5% 0.122
ATR 0.058 0.058 0.000 -0.1% 0.000
Volume 5,897 6,900 1,003 17.0% 39,211
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.750 2.724 2.614
R3 2.692 2.666 2.598
R2 2.634 2.634 2.593
R1 2.608 2.608 2.587 2.592
PP 2.576 2.576 2.576 2.568
S1 2.550 2.550 2.577 2.534
S2 2.518 2.518 2.571
S3 2.460 2.492 2.566
S4 2.402 2.434 2.550
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.892 2.848 2.627
R3 2.770 2.726 2.594
R2 2.648 2.648 2.582
R1 2.604 2.604 2.571 2.626
PP 2.526 2.526 2.526 2.537
S1 2.482 2.482 2.549 2.504
S2 2.404 2.404 2.538
S3 2.282 2.360 2.526
S4 2.160 2.238 2.493
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.602 2.471 0.131 5.1% 0.050 1.9% 85% True False 7,289
10 2.602 2.448 0.154 6.0% 0.057 2.2% 87% True False 7,016
20 2.704 2.374 0.330 12.8% 0.061 2.4% 63% False False 6,406
40 2.809 2.374 0.435 16.8% 0.052 2.0% 48% False False 4,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.849
2.618 2.754
1.618 2.696
1.000 2.660
0.618 2.638
HIGH 2.602
0.618 2.580
0.500 2.573
0.382 2.566
LOW 2.544
0.618 2.508
1.000 2.486
1.618 2.450
2.618 2.392
4.250 2.298
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 2.579 2.570
PP 2.576 2.558
S1 2.573 2.546

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

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