NYMEX Natural Gas Future July 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 2.385 2.374 -0.011 -0.5% 2.426
High 2.417 2.374 -0.043 -1.8% 2.430
Low 2.367 2.345 -0.022 -0.9% 2.345
Close 2.384 2.366 -0.018 -0.8% 2.366
Range 0.050 0.029 -0.021 -42.0% 0.085
ATR 0.056 0.054 -0.001 -2.1% 0.000
Volume 10,396 6,651 -3,745 -36.0% 48,248
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.449 2.436 2.382
R3 2.420 2.407 2.374
R2 2.391 2.391 2.371
R1 2.378 2.378 2.369 2.370
PP 2.362 2.362 2.362 2.358
S1 2.349 2.349 2.363 2.341
S2 2.333 2.333 2.361
S3 2.304 2.320 2.358
S4 2.275 2.291 2.350
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.635 2.586 2.413
R3 2.550 2.501 2.389
R2 2.465 2.465 2.382
R1 2.416 2.416 2.374 2.398
PP 2.380 2.380 2.380 2.372
S1 2.331 2.331 2.358 2.313
S2 2.295 2.295 2.350
S3 2.210 2.246 2.343
S4 2.125 2.161 2.319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.430 2.345 0.085 3.6% 0.047 2.0% 25% False True 9,649
10 2.498 2.345 0.153 6.5% 0.042 1.8% 14% False True 6,537
20 2.684 2.345 0.339 14.3% 0.051 2.2% 6% False True 4,590
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 0.010
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 2.497
2.618 2.450
1.618 2.421
1.000 2.403
0.618 2.392
HIGH 2.374
0.618 2.363
0.500 2.360
0.382 2.356
LOW 2.345
0.618 2.327
1.000 2.316
1.618 2.298
2.618 2.269
4.250 2.222
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 2.364 2.388
PP 2.362 2.380
S1 2.360 2.373

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

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