NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 2.235 2.275 0.040 1.8% 2.262
High 2.258 2.306 0.048 2.1% 2.279
Low 2.185 2.236 0.051 2.3% 2.147
Close 2.248 2.287 0.039 1.7% 2.248
Range 0.073 0.070 -0.003 -4.1% 0.132
ATR 0.065 0.065 0.000 0.5% 0.000
Volume 5,921 6,575 654 11.0% 43,906
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.486 2.457 2.326
R3 2.416 2.387 2.306
R2 2.346 2.346 2.300
R1 2.317 2.317 2.293 2.332
PP 2.276 2.276 2.276 2.284
S1 2.247 2.247 2.281 2.262
S2 2.206 2.206 2.274
S3 2.136 2.177 2.268
S4 2.066 2.107 2.249
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.621 2.566 2.321
R3 2.489 2.434 2.284
R2 2.357 2.357 2.272
R1 2.302 2.302 2.260 2.264
PP 2.225 2.225 2.225 2.205
S1 2.170 2.170 2.236 2.132
S2 2.093 2.093 2.224
S3 1.961 2.038 2.212
S4 1.829 1.906 2.175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.306 2.147 0.159 7.0% 0.076 3.3% 88% True False 8,801
10 2.378 2.147 0.231 10.1% 0.062 2.7% 61% False False 9,375
20 2.498 2.147 0.351 15.3% 0.056 2.4% 40% False False 6,748
40 2.642 2.147 0.495 21.6% 0.060 2.6% 28% False False 5,147
Crabel Price Patterns
NR True
NR4 False
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.604
2.618 2.489
1.618 2.419
1.000 2.376
0.618 2.349
HIGH 2.306
0.618 2.279
0.500 2.271
0.382 2.263
LOW 2.236
0.618 2.193
1.000 2.166
1.618 2.123
2.618 2.053
4.250 1.939
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 2.282 2.273
PP 2.276 2.259
S1 2.271 2.246

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

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