NYMEX Natural Gas Future June 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 2.291 2.273 -0.018 -0.8% 2.262
High 2.303 2.286 -0.017 -0.7% 2.279
Low 2.237 2.225 -0.012 -0.5% 2.147
Close 2.250 2.277 0.027 1.2% 2.248
Range 0.066 0.061 -0.005 -7.6% 0.132
ATR 0.065 0.065 0.000 -0.5% 0.000
Volume 4,142 5,869 1,727 41.7% 43,906
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.446 2.422 2.311
R3 2.385 2.361 2.294
R2 2.324 2.324 2.288
R1 2.300 2.300 2.283 2.312
PP 2.263 2.263 2.263 2.269
S1 2.239 2.239 2.271 2.251
S2 2.202 2.202 2.266
S3 2.141 2.178 2.260
S4 2.080 2.117 2.243
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 2.185 0.121 5.3% 0.066 2.9% 76% False False 7,100
10 2.367 2.147 0.220 9.7% 0.064 2.8% 59% False False 7,924
20 2.498 2.147 0.351 15.4% 0.054 2.4% 37% False False 6,850
40 2.642 2.147 0.495 21.7% 0.060 2.6% 26% False False 5,205
60 2.787 2.147 0.640 28.1% 0.053 2.3% 20% False False 4,208
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 0.014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.545
2.618 2.446
1.618 2.385
1.000 2.347
0.618 2.324
HIGH 2.286
0.618 2.263
0.500 2.256
0.382 2.248
LOW 2.225
0.618 2.187
1.000 2.164
1.618 2.126
2.618 2.065
4.250 1.966
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 2.270 2.273
PP 2.263 2.269
S1 2.256 2.266

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

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