NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 2.065 2.003 -0.062 -3.0% 2.159
High 2.099 2.011 -0.088 -4.2% 2.162
Low 1.999 1.959 -0.040 -2.0% 1.959
Close 2.015 1.990 -0.025 -1.2% 1.990
Range 0.100 0.052 -0.048 -48.0% 0.203
ATR 0.086 0.084 -0.002 -2.5% 0.000
Volume 186,400 168,113 -18,287 -9.8% 869,330
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.143 2.118 2.019
R3 2.091 2.066 2.004
R2 2.039 2.039 2.000
R1 2.014 2.014 1.995 2.001
PP 1.987 1.987 1.987 1.980
S1 1.962 1.962 1.985 1.949
S2 1.935 1.935 1.980
S3 1.883 1.910 1.976
S4 1.831 1.858 1.961
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.646 2.521 2.102
R3 2.443 2.318 2.046
R2 2.240 2.240 2.027
R1 2.115 2.115 2.009 2.076
PP 2.037 2.037 2.037 2.018
S1 1.912 1.912 1.971 1.873
S2 1.834 1.834 1.953
S3 1.631 1.709 1.934
S4 1.428 1.506 1.878
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.162 1.959 0.203 10.2% 0.081 4.1% 15% False True 173,866
10 2.259 1.959 0.300 15.1% 0.073 3.7% 10% False True 146,477
20 2.600 1.959 0.641 32.2% 0.086 4.3% 5% False True 124,891
40 2.842 1.959 0.883 44.4% 0.084 4.2% 4% False True 95,251
60 3.005 1.959 1.046 52.6% 0.076 3.8% 3% False True 77,504
80 3.146 1.959 1.187 59.6% 0.072 3.6% 3% False True 63,508
100 3.343 1.959 1.384 69.5% 0.070 3.5% 2% False True 55,033
120 3.343 1.959 1.384 69.5% 0.069 3.5% 2% False True 48,522
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.017
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.232
2.618 2.147
1.618 2.095
1.000 2.063
0.618 2.043
HIGH 2.011
0.618 1.991
0.500 1.985
0.382 1.979
LOW 1.959
0.618 1.927
1.000 1.907
1.618 1.875
2.618 1.823
4.250 1.738
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 1.988 2.039
PP 1.987 2.022
S1 1.985 2.006

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

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