NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 2.003 1.913 -0.090 -4.5% 2.159
High 2.011 1.923 -0.088 -4.4% 2.162
Low 1.959 1.862 -0.097 -5.0% 1.959
Close 1.990 1.894 -0.096 -4.8% 1.990
Range 0.052 0.061 0.009 17.3% 0.203
ATR 0.084 0.087 0.003 3.8% 0.000
Volume 168,113 140,549 -27,564 -16.4% 869,330
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.076 2.046 1.928
R3 2.015 1.985 1.911
R2 1.954 1.954 1.905
R1 1.924 1.924 1.900 1.909
PP 1.893 1.893 1.893 1.885
S1 1.863 1.863 1.888 1.848
S2 1.832 1.832 1.883
S3 1.771 1.802 1.877
S4 1.710 1.741 1.860
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 2.118 1.862 0.256 13.5% 0.072 3.8% 13% False True 164,227
10 2.259 1.862 0.397 21.0% 0.072 3.8% 8% False True 151,196
20 2.600 1.862 0.738 39.0% 0.085 4.5% 4% False True 127,237
40 2.842 1.862 0.980 51.7% 0.084 4.4% 3% False True 97,796
60 2.987 1.862 1.125 59.4% 0.076 4.0% 3% False True 79,549
80 3.131 1.862 1.269 67.0% 0.071 3.8% 3% False True 64,947
100 3.293 1.862 1.431 75.6% 0.069 3.7% 2% False True 56,271
120 3.343 1.862 1.481 78.2% 0.069 3.7% 2% False True 49,625
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.182
2.618 2.083
1.618 2.022
1.000 1.984
0.618 1.961
HIGH 1.923
0.618 1.900
0.500 1.893
0.382 1.885
LOW 1.862
0.618 1.824
1.000 1.801
1.618 1.763
2.618 1.702
4.250 1.603
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 1.894 1.981
PP 1.893 1.952
S1 1.893 1.923

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

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