NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 2.558 2.491 -0.067 -2.6% 2.466
High 2.571 2.535 -0.036 -1.4% 2.590
Low 2.453 2.473 0.020 0.8% 2.442
Close 2.480 2.514 0.034 1.4% 2.557
Range 0.118 0.062 -0.056 -47.5% 0.148
ATR 0.081 0.080 -0.001 -1.7% 0.000
Volume 20,591 22,352 1,761 8.6% 111,814
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.693 2.666 2.548
R3 2.631 2.604 2.531
R2 2.569 2.569 2.525
R1 2.542 2.542 2.520 2.556
PP 2.507 2.507 2.507 2.514
S1 2.480 2.480 2.508 2.494
S2 2.445 2.445 2.503
S3 2.383 2.418 2.497
S4 2.321 2.356 2.480
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.974 2.913 2.638
R3 2.826 2.765 2.598
R2 2.678 2.678 2.584
R1 2.617 2.617 2.571 2.648
PP 2.530 2.530 2.530 2.545
S1 2.469 2.469 2.543 2.500
S2 2.382 2.382 2.530
S3 2.234 2.321 2.516
S4 2.086 2.173 2.476
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.590 2.453 0.137 5.4% 0.088 3.5% 45% False False 22,515
10 2.590 2.382 0.208 8.3% 0.091 3.6% 63% False False 22,269
20 2.920 2.382 0.538 21.4% 0.078 3.1% 25% False False 18,651
40 3.063 2.382 0.681 27.1% 0.068 2.7% 19% False False 14,887
60 3.141 2.382 0.759 30.2% 0.062 2.5% 17% False False 12,016
80 3.333 2.382 0.951 37.8% 0.061 2.4% 14% False False 10,049
100 3.333 2.382 0.951 37.8% 0.060 2.4% 14% False False 8,654
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 2.799
2.618 2.697
1.618 2.635
1.000 2.597
0.618 2.573
HIGH 2.535
0.618 2.511
0.500 2.504
0.382 2.497
LOW 2.473
0.618 2.435
1.000 2.411
1.618 2.373
2.618 2.311
4.250 2.210
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 2.511 2.522
PP 2.507 2.519
S1 2.504 2.517

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

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