NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 2.470 2.374 -0.096 -3.9% 2.595
High 2.470 2.446 -0.024 -1.0% 2.602
Low 2.382 2.334 -0.048 -2.0% 2.382
Close 2.388 2.443 0.055 2.3% 2.388
Range 0.088 0.112 0.024 27.3% 0.220
ATR 0.063 0.067 0.003 5.5% 0.000
Volume 10,395 7,213 -3,182 -30.6% 38,947
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.744 2.705 2.505
R3 2.632 2.593 2.474
R2 2.520 2.520 2.464
R1 2.481 2.481 2.453 2.501
PP 2.408 2.408 2.408 2.417
S1 2.369 2.369 2.433 2.389
S2 2.296 2.296 2.422
S3 2.184 2.257 2.412
S4 2.072 2.145 2.381
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 2.585 2.334 0.251 10.3% 0.083 3.4% 43% False True 7,852
10 2.602 2.334 0.268 11.0% 0.066 2.7% 41% False True 7,570
20 2.602 2.334 0.268 11.0% 0.070 2.9% 41% False True 7,233
40 2.790 2.334 0.456 18.7% 0.057 2.3% 24% False True 5,480
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 0.020
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 2.922
2.618 2.739
1.618 2.627
1.000 2.558
0.618 2.515
HIGH 2.446
0.618 2.403
0.500 2.390
0.382 2.377
LOW 2.334
0.618 2.265
1.000 2.222
1.618 2.153
2.618 2.041
4.250 1.858
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 2.425 2.442
PP 2.408 2.442
S1 2.390 2.441

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

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