NYMEX Natural Gas Future December 2015


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 2.285 2.449 0.164 7.2% 2.373
High 2.391 2.460 0.069 2.9% 2.391
Low 2.284 2.330 0.046 2.0% 2.234
Close 2.361 2.385 0.024 1.0% 2.361
Range 0.107 0.130 0.023 21.5% 0.157
ATR 0.091 0.094 0.003 3.1% 0.000
Volume 167,723 157,363 -10,360 -6.2% 783,189
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.782 2.713 2.457
R3 2.652 2.583 2.421
R2 2.522 2.522 2.409
R1 2.453 2.453 2.397 2.423
PP 2.392 2.392 2.392 2.376
S1 2.323 2.323 2.373 2.293
S2 2.262 2.262 2.361
S3 2.132 2.193 2.349
S4 2.002 2.063 2.314
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.800 2.737 2.447
R3 2.643 2.580 2.404
R2 2.486 2.486 2.390
R1 2.423 2.423 2.375 2.376
PP 2.329 2.329 2.329 2.305
S1 2.266 2.266 2.347 2.219
S2 2.172 2.172 2.332
S3 2.015 2.109 2.318
S4 1.858 1.952 2.275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.460 2.234 0.226 9.5% 0.098 4.1% 67% True False 157,834
10 2.460 2.234 0.226 9.5% 0.094 3.9% 67% True False 155,029
20 2.699 2.188 0.511 21.4% 0.094 4.0% 39% False False 146,980
40 2.875 2.188 0.687 28.8% 0.080 3.3% 29% False False 100,849
60 2.998 2.188 0.810 34.0% 0.072 3.0% 24% False False 74,394
80 3.198 2.188 1.010 42.3% 0.070 3.0% 20% False False 60,335
100 3.237 2.188 1.049 44.0% 0.070 2.9% 19% False False 51,099
120 3.283 2.188 1.095 45.9% 0.070 3.0% 18% False False 44,355
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 3.013
2.618 2.800
1.618 2.670
1.000 2.590
0.618 2.540
HIGH 2.460
0.618 2.410
0.500 2.395
0.382 2.380
LOW 2.330
0.618 2.250
1.000 2.200
1.618 2.120
2.618 1.990
4.250 1.778
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 2.395 2.372
PP 2.392 2.360
S1 2.388 2.347

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

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