NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 2.561 2.558 -0.003 -0.1% 2.466
High 2.590 2.571 -0.019 -0.7% 2.590
Low 2.513 2.453 -0.060 -2.4% 2.442
Close 2.557 2.480 -0.077 -3.0% 2.557
Range 0.077 0.118 0.041 53.2% 0.148
ATR 0.078 0.081 0.003 3.6% 0.000
Volume 23,651 20,591 -3,060 -12.9% 111,814
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.855 2.786 2.545
R3 2.737 2.668 2.512
R2 2.619 2.619 2.502
R1 2.550 2.550 2.491 2.526
PP 2.501 2.501 2.501 2.489
S1 2.432 2.432 2.469 2.408
S2 2.383 2.383 2.458
S3 2.265 2.314 2.448
S4 2.147 2.196 2.415
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.974 2.913 2.638
R3 2.826 2.765 2.598
R2 2.678 2.678 2.584
R1 2.617 2.617 2.571 2.648
PP 2.530 2.530 2.530 2.545
S1 2.469 2.469 2.543 2.500
S2 2.382 2.382 2.530
S3 2.234 2.321 2.516
S4 2.086 2.173 2.476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.590 2.453 0.137 5.5% 0.085 3.4% 20% False True 21,428
10 2.598 2.382 0.216 8.7% 0.094 3.8% 45% False False 21,702
20 2.920 2.382 0.538 21.7% 0.078 3.1% 18% False False 18,281
40 3.097 2.382 0.715 28.8% 0.067 2.7% 14% False False 14,492
60 3.178 2.382 0.796 32.1% 0.062 2.5% 12% False False 11,763
80 3.333 2.382 0.951 38.3% 0.061 2.5% 10% False False 9,806
100 3.333 2.382 0.951 38.3% 0.060 2.4% 10% False False 8,451
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.073
2.618 2.880
1.618 2.762
1.000 2.689
0.618 2.644
HIGH 2.571
0.618 2.526
0.500 2.512
0.382 2.498
LOW 2.453
0.618 2.380
1.000 2.335
1.618 2.262
2.618 2.144
4.250 1.952
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 2.512 2.522
PP 2.501 2.508
S1 2.491 2.494

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

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