NYMEX Natural Gas Future May 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 2.431 2.388 -0.043 -1.8% 2.374
High 2.451 2.388 -0.063 -2.6% 2.451
Low 2.393 2.350 -0.043 -1.8% 2.334
Close 2.422 2.366 -0.056 -2.3% 2.366
Range 0.058 0.038 -0.020 -34.5% 0.117
ATR 0.067 0.067 0.000 0.6% 0.000
Volume 6,497 3,293 -3,204 -49.3% 27,432
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.482 2.462 2.387
R3 2.444 2.424 2.376
R2 2.406 2.406 2.373
R1 2.386 2.386 2.369 2.377
PP 2.368 2.368 2.368 2.364
S1 2.348 2.348 2.363 2.339
S2 2.330 2.330 2.359
S3 2.292 2.310 2.356
S4 2.254 2.272 2.345
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 2.470 2.334 0.136 5.7% 0.074 3.1% 24% False False 7,565
10 2.602 2.334 0.268 11.3% 0.068 2.9% 12% False False 7,227
20 2.602 2.334 0.268 11.3% 0.065 2.7% 12% False False 7,224
40 2.760 2.334 0.426 18.0% 0.057 2.4% 8% False False 5,684
60 2.907 2.334 0.573 24.2% 0.052 2.2% 6% False False 4,515
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 2.550
2.618 2.487
1.618 2.449
1.000 2.426
0.618 2.411
HIGH 2.388
0.618 2.373
0.500 2.369
0.382 2.365
LOW 2.350
0.618 2.327
1.000 2.312
1.618 2.289
2.618 2.251
4.250 2.189
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 2.369 2.401
PP 2.368 2.389
S1 2.367 2.378

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

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