NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 2.388 2.343 -0.045 -1.9% 2.374
High 2.388 2.393 0.005 0.2% 2.451
Low 2.350 2.341 -0.009 -0.4% 2.334
Close 2.366 2.391 0.025 1.1% 2.366
Range 0.038 0.052 0.014 36.8% 0.117
ATR 0.067 0.066 -0.001 -1.6% 0.000
Volume 3,293 6,564 3,271 99.3% 27,432
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.531 2.513 2.420
R3 2.479 2.461 2.405
R2 2.427 2.427 2.401
R1 2.409 2.409 2.396 2.418
PP 2.375 2.375 2.375 2.380
S1 2.357 2.357 2.386 2.366
S2 2.323 2.323 2.381
S3 2.271 2.305 2.377
S4 2.219 2.253 2.362
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.735 2.667 2.430
R3 2.618 2.550 2.398
R2 2.501 2.501 2.387
R1 2.433 2.433 2.377 2.409
PP 2.384 2.384 2.384 2.371
S1 2.316 2.316 2.355 2.292
S2 2.267 2.267 2.345
S3 2.150 2.199 2.334
S4 2.033 2.082 2.302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.451 2.334 0.117 4.9% 0.067 2.8% 49% False False 6,799
10 2.602 2.334 0.268 11.2% 0.069 2.9% 21% False False 7,294
20 2.602 2.334 0.268 11.2% 0.062 2.6% 21% False False 7,112
40 2.760 2.334 0.426 17.8% 0.057 2.4% 13% False False 5,766
60 2.907 2.334 0.573 24.0% 0.052 2.2% 10% False False 4,575
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.614
2.618 2.529
1.618 2.477
1.000 2.445
0.618 2.425
HIGH 2.393
0.618 2.373
0.500 2.367
0.382 2.361
LOW 2.341
0.618 2.309
1.000 2.289
1.618 2.257
2.618 2.205
4.250 2.120
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 2.383 2.396
PP 2.375 2.394
S1 2.367 2.393

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

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