NYMEX Natural Gas Future January 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 1.804 1.825 0.021 1.2% 2.159
High 1.849 1.854 0.005 0.3% 2.162
Low 1.775 1.734 -0.041 -2.3% 1.959
Close 1.790 1.755 -0.035 -2.0% 1.990
Range 0.074 0.120 0.046 62.2% 0.203
ATR 0.088 0.090 0.002 2.6% 0.000
Volume 157,968 213,109 55,141 34.9% 869,330
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.141 2.068 1.821
R3 2.021 1.948 1.788
R2 1.901 1.901 1.777
R1 1.828 1.828 1.766 1.805
PP 1.781 1.781 1.781 1.769
S1 1.708 1.708 1.744 1.685
S2 1.661 1.661 1.733
S3 1.541 1.588 1.722
S4 1.421 1.468 1.689
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 2.011 1.734 0.277 15.8% 0.083 4.8% 8% False True 170,340
10 2.211 1.734 0.477 27.2% 0.081 4.6% 4% False True 163,815
20 2.510 1.734 0.776 44.2% 0.086 4.9% 3% False True 141,069
40 2.768 1.734 1.034 58.9% 0.087 5.0% 2% False True 108,542
60 2.987 1.734 1.253 71.4% 0.080 4.5% 2% False True 87,646
80 3.103 1.734 1.369 78.0% 0.073 4.1% 2% False True 70,999
100 3.293 1.734 1.559 88.8% 0.071 4.0% 1% False True 61,376
120 3.343 1.734 1.609 91.7% 0.070 4.0% 1% False True 53,747
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 2.364
2.618 2.168
1.618 2.048
1.000 1.974
0.618 1.928
HIGH 1.854
0.618 1.808
0.500 1.794
0.382 1.780
LOW 1.734
0.618 1.660
1.000 1.614
1.618 1.540
2.618 1.420
4.250 1.224
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 1.794 1.820
PP 1.781 1.798
S1 1.768 1.777

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

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