NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 2.343 2.379 0.036 1.5% 2.374
High 2.393 2.404 0.011 0.5% 2.451
Low 2.341 2.367 0.026 1.1% 2.334
Close 2.391 2.399 0.008 0.3% 2.366
Range 0.052 0.037 -0.015 -28.8% 0.117
ATR 0.066 0.064 -0.002 -3.1% 0.000
Volume 6,564 13,637 7,073 107.8% 27,432
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.501 2.487 2.419
R3 2.464 2.450 2.409
R2 2.427 2.427 2.406
R1 2.413 2.413 2.402 2.420
PP 2.390 2.390 2.390 2.394
S1 2.376 2.376 2.396 2.383
S2 2.353 2.353 2.392
S3 2.316 2.339 2.389
S4 2.279 2.302 2.379
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 2.341 0.110 4.6% 0.052 2.2% 53% False False 8,084
10 2.585 2.334 0.251 10.5% 0.067 2.8% 26% False False 7,968
20 2.602 2.334 0.268 11.2% 0.062 2.6% 24% False False 7,492
40 2.760 2.334 0.426 17.8% 0.057 2.4% 15% False False 6,036
60 2.907 2.334 0.573 23.9% 0.052 2.2% 11% False False 4,784
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 2.561
2.618 2.501
1.618 2.464
1.000 2.441
0.618 2.427
HIGH 2.404
0.618 2.390
0.500 2.386
0.382 2.381
LOW 2.367
0.618 2.344
1.000 2.330
1.618 2.307
2.618 2.270
4.250 2.210
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 2.395 2.390
PP 2.390 2.381
S1 2.386 2.373

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

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