NYMEX Natural Gas Future July 2016

Trading Metrics calculated at close of trading on 22-Dec-2015

Day Change Summary
	Previous	Current
	21-Dec-2015	22-Dec-2015	Change	Change %	Previous Week
Open	2.323	2.345	0.022	0.9%	2.322
High	2.365	2.365	0.000	0.0%	2.343
Low	2.298	2.298	0.000	0.0%	2.206
Close	2.348	2.310	-0.038	-1.6%	2.313
Range	0.067	0.067	0.000	0.0%	0.137
ATR	0.062	0.063	0.000	0.5%	0.000
Volume	7,638	4,016	-3,622	-47.4%	40,229

Daily Pivots for day following 22-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.525	2.485	2.347
R3	2.458	2.418	2.328
R2	2.391	2.391	2.322
R1	2.351	2.351	2.316	2.338
PP	2.324	2.324	2.324	2.318
S1	2.284	2.284	2.304	2.271
S2	2.257	2.257	2.298
S3	2.190	2.217	2.292
S4	2.123	2.150	2.273

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.698	2.643	2.388
R3	2.561	2.506	2.351
R2	2.424	2.424	2.338
R1	2.369	2.369	2.326	2.328
PP	2.287	2.287	2.287	2.267
S1	2.232	2.232	2.300	2.191
S2	2.150	2.150	2.288
S3	2.013	2.095	2.275
S4	1.876	1.958	2.238

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.365	2.206	0.159	6.9%	0.071	3.1%	65%	True	False	8,463
10	2.430	2.206	0.224	9.7%	0.060	2.6%	46%	False	False	7,865
20	2.543	2.206	0.337	14.6%	0.052	2.2%	31%	False	False	6,273

Crabel Price Patterns
NR	False
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	0.013

Fibonacci Retracements and Extensions
4.250	2.650
2.618	2.540
1.618	2.473
1.000	2.432
0.618	2.406
HIGH	2.365
0.618	2.339
0.500	2.332
0.382	2.324
LOW	2.298
0.618	2.257
1.000	2.231
1.618	2.190
2.618	2.123
4.250	2.013

Fisher Pivots for day following 22-Dec-2015
Pivot	1 day	3 day
R1	2.332	2.323
PP	2.324	2.319
S1	2.317	2.314

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols