NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 2.512 2.470 -0.042 -1.7% 2.595
High 2.548 2.470 -0.078 -3.1% 2.602
Low 2.468 2.382 -0.086 -3.5% 2.382
Close 2.478 2.388 -0.090 -3.6% 2.388
Range 0.080 0.088 0.008 10.0% 0.220
ATR 0.061 0.063 0.003 4.1% 0.000
Volume 9,122 10,395 1,273 14.0% 38,947
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.677 2.621 2.436
R3 2.589 2.533 2.412
R2 2.501 2.501 2.404
R1 2.445 2.445 2.396 2.429
PP 2.413 2.413 2.413 2.406
S1 2.357 2.357 2.380 2.341
S2 2.325 2.325 2.372
S3 2.237 2.269 2.364
S4 2.149 2.181 2.340
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 3.117 2.973 2.509
R3 2.897 2.753 2.449
R2 2.677 2.677 2.428
R1 2.533 2.533 2.408 2.495
PP 2.457 2.457 2.457 2.439
S1 2.313 2.313 2.368 2.275
S2 2.237 2.237 2.348
S3 2.017 2.093 2.328
S4 1.797 1.873 2.267
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.602 2.382 0.220 9.2% 0.072 3.0% 3% False True 7,789
10 2.602 2.382 0.220 9.2% 0.064 2.7% 3% False True 7,815
20 2.602 2.374 0.228 9.5% 0.067 2.8% 6% False False 7,271
40 2.809 2.374 0.435 18.2% 0.055 2.3% 3% False False 5,374
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 2.844
2.618 2.700
1.618 2.612
1.000 2.558
0.618 2.524
HIGH 2.470
0.618 2.436
0.500 2.426
0.382 2.416
LOW 2.382
0.618 2.328
1.000 2.294
1.618 2.240
2.618 2.152
4.250 2.008
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 2.426 2.483
PP 2.413 2.451
S1 2.401 2.420

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

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