NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 2.447 2.539 0.092 3.8% 2.436
High 2.553 2.566 0.013 0.5% 2.566
Low 2.433 2.491 0.058 2.4% 2.412
Close 2.539 2.532 -0.007 -0.3% 2.532
Range 0.120 0.075 -0.045 -37.5% 0.154
ATR 0.082 0.082 -0.001 -0.6% 0.000
Volume 76,029 101,247 25,218 33.2% 360,860
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.755 2.718 2.573
R3 2.680 2.643 2.553
R2 2.605 2.605 2.546
R1 2.568 2.568 2.539 2.549
PP 2.530 2.530 2.530 2.520
S1 2.493 2.493 2.525 2.474
S2 2.455 2.455 2.518
S3 2.380 2.418 2.511
S4 2.305 2.343 2.491
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.965 2.903 2.617
R3 2.811 2.749 2.574
R2 2.657 2.657 2.560
R1 2.595 2.595 2.546 2.626
PP 2.503 2.503 2.503 2.519
S1 2.441 2.441 2.518 2.472
S2 2.349 2.349 2.504
S3 2.195 2.287 2.490
S4 2.041 2.133 2.447
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.566 2.412 0.154 6.1% 0.072 2.8% 78% True False 72,172
10 2.590 2.357 0.233 9.2% 0.093 3.7% 75% False False 65,699
20 2.918 2.357 0.561 22.2% 0.078 3.1% 31% False False 57,229
40 3.103 2.357 0.746 29.5% 0.069 2.7% 23% False False 45,848
60 3.222 2.357 0.865 34.2% 0.064 2.5% 20% False False 37,649
80 3.343 2.357 0.986 38.9% 0.065 2.5% 18% False False 33,207
100 3.343 2.357 0.986 38.9% 0.065 2.6% 18% False False 29,721
120 3.430 2.357 1.073 42.4% 0.067 2.6% 16% False False 27,266
Crabel Price Patterns
NR True
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.885
2.618 2.762
1.618 2.687
1.000 2.641
0.618 2.612
HIGH 2.566
0.618 2.537
0.500 2.529
0.382 2.520
LOW 2.491
0.618 2.445
1.000 2.416
1.618 2.370
2.618 2.295
4.250 2.172
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 2.531 2.521
PP 2.530 2.510
S1 2.529 2.500

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

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