NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 2.230 2.221 -0.009 -0.4% 2.270
High 2.259 2.225 -0.034 -1.5% 2.351
Low 2.193 2.151 -0.042 -1.9% 2.205
Close 2.231 2.165 -0.066 -3.0% 2.212
Range 0.066 0.074 0.008 12.1% 0.146
ATR 0.089 0.088 -0.001 -0.7% 0.000
Volume 140,269 133,512 -6,757 -4.8% 415,549
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.402 2.358 2.206
R3 2.328 2.284 2.185
R2 2.254 2.254 2.179
R1 2.210 2.210 2.172 2.195
PP 2.180 2.180 2.180 2.173
S1 2.136 2.136 2.158 2.121
S2 2.106 2.106 2.151
S3 2.032 2.062 2.145
S4 1.958 1.988 2.124
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.694 2.599 2.292
R3 2.548 2.453 2.252
R2 2.402 2.402 2.239
R1 2.307 2.307 2.225 2.282
PP 2.256 2.256 2.256 2.243
S1 2.161 2.161 2.199 2.136
S2 2.110 2.110 2.185
S3 1.964 2.015 2.172
S4 1.818 1.869 2.132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.347 2.151 0.196 9.1% 0.078 3.6% 7% False True 107,539
10 2.564 2.151 0.413 19.1% 0.093 4.3% 3% False True 112,717
20 2.600 2.151 0.449 20.7% 0.090 4.1% 3% False True 102,057
40 2.918 2.151 0.767 35.4% 0.081 3.8% 2% False True 78,525
60 3.103 2.151 0.952 44.0% 0.074 3.4% 1% False True 61,806
80 3.293 2.151 1.142 52.7% 0.070 3.2% 1% False True 52,039
100 3.343 2.151 1.192 55.1% 0.069 3.2% 1% False True 45,255
120 3.383 2.151 1.232 56.9% 0.069 3.2% 1% False True 40,190
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.540
2.618 2.419
1.618 2.345
1.000 2.299
0.618 2.271
HIGH 2.225
0.618 2.197
0.500 2.188
0.382 2.179
LOW 2.151
0.618 2.105
1.000 2.077
1.618 2.031
2.618 1.957
4.250 1.837
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 2.188 2.205
PP 2.180 2.192
S1 2.173 2.178

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

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