NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 2.305 2.332 0.027 1.2% 2.268
High 2.364 2.350 -0.014 -0.6% 2.398
Low 2.292 2.249 -0.043 -1.9% 2.231
Close 2.320 2.263 -0.057 -2.5% 2.371
Range 0.072 0.101 0.029 40.3% 0.167
ATR 0.087 0.088 0.001 1.1% 0.000
Volume 149,632 162,914 13,282 8.9% 732,642
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.590 2.528 2.319
R3 2.489 2.427 2.291
R2 2.388 2.388 2.282
R1 2.326 2.326 2.272 2.307
PP 2.287 2.287 2.287 2.278
S1 2.225 2.225 2.254 2.206
S2 2.186 2.186 2.244
S3 2.085 2.124 2.235
S4 1.984 2.023 2.207
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.834 2.770 2.463
R3 2.667 2.603 2.417
R2 2.500 2.500 2.402
R1 2.436 2.436 2.386 2.468
PP 2.333 2.333 2.333 2.350
S1 2.269 2.269 2.356 2.301
S2 2.166 2.166 2.340
S3 1.999 2.102 2.325
S4 1.832 1.935 2.279
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.398 2.249 0.149 6.6% 0.100 4.4% 9% False True 164,226
10 2.398 2.188 0.210 9.3% 0.095 4.2% 36% False False 153,760
20 2.780 2.188 0.592 26.2% 0.088 3.9% 13% False False 134,570
40 2.908 2.188 0.720 31.8% 0.076 3.4% 10% False False 90,689
60 3.049 2.188 0.861 38.0% 0.070 3.1% 9% False False 67,359
80 3.237 2.188 1.049 46.4% 0.069 3.1% 7% False False 54,865
100 3.237 2.188 1.049 46.4% 0.068 3.0% 7% False False 46,576
120 3.283 2.188 1.095 48.4% 0.070 3.1% 7% False False 40,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.779
2.618 2.614
1.618 2.513
1.000 2.451
0.618 2.412
HIGH 2.350
0.618 2.311
0.500 2.300
0.382 2.288
LOW 2.249
0.618 2.187
1.000 2.148
1.618 2.086
2.618 1.985
4.250 1.820
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 2.300 2.318
PP 2.287 2.300
S1 2.275 2.281

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

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