NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 2.398 2.456 0.058 2.4% 2.642
High 2.488 2.489 0.001 0.0% 2.642
Low 2.384 2.424 0.040 1.7% 2.428
Close 2.488 2.483 -0.005 -0.2% 2.433
Range 0.104 0.065 -0.039 -37.5% 0.214
ATR 0.064 0.064 0.000 0.1% 0.000
Volume 3,458 4,513 1,055 30.5% 16,295
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.660 2.637 2.519
R3 2.595 2.572 2.501
R2 2.530 2.530 2.495
R1 2.507 2.507 2.489 2.519
PP 2.465 2.465 2.465 2.471
S1 2.442 2.442 2.477 2.454
S2 2.400 2.400 2.471
S3 2.335 2.377 2.465
S4 2.270 2.312 2.447
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 3.143 3.002 2.551
R3 2.929 2.788 2.492
R2 2.715 2.715 2.472
R1 2.574 2.574 2.453 2.538
PP 2.501 2.501 2.501 2.483
S1 2.360 2.360 2.413 2.324
S2 2.287 2.287 2.394
S3 2.073 2.146 2.374
S4 1.859 1.932 2.315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.622 2.384 0.238 9.6% 0.076 3.1% 42% False False 3,842
10 2.642 2.384 0.258 10.4% 0.064 2.6% 38% False False 3,590
20 2.642 2.384 0.258 10.4% 0.065 2.6% 38% False False 3,560
40 2.787 2.384 0.403 16.2% 0.053 2.1% 25% False False 2,887
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.017
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.765
2.618 2.659
1.618 2.594
1.000 2.554
0.618 2.529
HIGH 2.489
0.618 2.464
0.500 2.457
0.382 2.449
LOW 2.424
0.618 2.384
1.000 2.359
1.618 2.319
2.618 2.254
4.250 2.148
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 2.474 2.470
PP 2.465 2.456
S1 2.457 2.443

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

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