NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 2.595 2.505 -0.090 -3.5% 2.535
High 2.600 2.552 -0.048 -1.8% 2.547
Low 2.505 2.462 -0.043 -1.7% 2.423
Close 2.554 2.527 -0.027 -1.1% 2.526
Range 0.095 0.090 -0.005 -5.3% 0.124
ATR 0.084 0.084 0.001 0.7% 0.000
Volume 95,073 84,319 -10,754 -11.3% 496,519
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.784 2.745 2.577
R3 2.694 2.655 2.552
R2 2.604 2.604 2.544
R1 2.565 2.565 2.535 2.585
PP 2.514 2.514 2.514 2.523
S1 2.475 2.475 2.519 2.495
S2 2.424 2.424 2.511
S3 2.334 2.385 2.502
S4 2.244 2.295 2.478
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.871 2.822 2.594
R3 2.747 2.698 2.560
R2 2.623 2.623 2.549
R1 2.574 2.574 2.537 2.537
PP 2.499 2.499 2.499 2.480
S1 2.450 2.450 2.515 2.413
S2 2.375 2.375 2.503
S3 2.251 2.326 2.492
S4 2.127 2.202 2.458
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.600 2.429 0.171 6.8% 0.082 3.2% 57% False False 95,460
10 2.600 2.423 0.177 7.0% 0.086 3.4% 59% False False 91,396
20 2.832 2.357 0.475 18.8% 0.089 3.5% 36% False False 73,946
40 2.987 2.357 0.630 24.9% 0.075 3.0% 27% False False 59,220
60 3.103 2.357 0.746 29.5% 0.067 2.7% 23% False False 46,575
80 3.293 2.357 0.936 37.0% 0.066 2.6% 18% False False 40,520
100 3.343 2.357 0.986 39.0% 0.067 2.6% 17% False False 35,585
120 3.383 2.357 1.026 40.6% 0.067 2.7% 17% False False 32,163
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.935
2.618 2.788
1.618 2.698
1.000 2.642
0.618 2.608
HIGH 2.552
0.618 2.518
0.500 2.507
0.382 2.496
LOW 2.462
0.618 2.406
1.000 2.372
1.618 2.316
2.618 2.226
4.250 2.080
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 2.520 2.531
PP 2.514 2.530
S1 2.507 2.528

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

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