NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 2.068 2.080 0.012 0.6% 2.175
High 2.093 2.118 0.025 1.2% 2.259
Low 2.014 2.048 0.034 1.7% 2.131
Close 2.070 2.062 -0.008 -0.4% 2.186
Range 0.079 0.070 -0.009 -11.4% 0.128
ATR 0.086 0.085 -0.001 -1.3% 0.000
Volume 172,495 153,581 -18,914 -11.0% 595,442
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.286 2.244 2.101
R3 2.216 2.174 2.081
R2 2.146 2.146 2.075
R1 2.104 2.104 2.068 2.090
PP 2.076 2.076 2.076 2.069
S1 2.034 2.034 2.056 2.020
S2 2.006 2.006 2.049
S3 1.936 1.964 2.043
S4 1.866 1.894 2.024
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.576 2.509 2.256
R3 2.448 2.381 2.221
R2 2.320 2.320 2.209
R1 2.253 2.253 2.198 2.287
PP 2.192 2.192 2.192 2.209
S1 2.125 2.125 2.174 2.159
S2 2.064 2.064 2.163
S3 1.936 1.997 2.151
S4 1.808 1.869 2.116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.211 2.014 0.197 9.6% 0.073 3.5% 24% False False 148,624
10 2.347 2.014 0.333 16.1% 0.076 3.7% 14% False False 128,082
20 2.600 2.014 0.586 28.4% 0.085 4.1% 8% False False 117,380
40 2.918 2.014 0.904 43.8% 0.084 4.1% 5% False False 89,318
60 3.068 2.014 1.054 51.1% 0.076 3.7% 5% False False 72,154
80 3.146 2.014 1.132 54.9% 0.071 3.4% 4% False False 59,702
100 3.343 2.014 1.329 64.5% 0.069 3.4% 4% False False 51,790
120 3.343 2.014 1.329 64.5% 0.069 3.3% 4% False False 45,771
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.416
2.618 2.301
1.618 2.231
1.000 2.188
0.618 2.161
HIGH 2.118
0.618 2.091
0.500 2.083
0.382 2.075
LOW 2.048
0.618 2.005
1.000 1.978
1.618 1.935
2.618 1.865
4.250 1.751
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 2.083 2.088
PP 2.076 2.079
S1 2.069 2.071

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

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