NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 2.614 2.563 -0.051 -2.0% 2.558
High 2.637 2.594 -0.043 -1.6% 2.586
Low 2.550 2.509 -0.041 -1.6% 2.453
Close 2.595 2.573 -0.022 -0.8% 2.570
Range 0.087 0.085 -0.002 -2.3% 0.133
ATR 0.079 0.080 0.000 0.6% 0.000
Volume 21,872 23,989 2,117 9.7% 135,236
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.814 2.778 2.620
R3 2.729 2.693 2.596
R2 2.644 2.644 2.589
R1 2.608 2.608 2.581 2.626
PP 2.559 2.559 2.559 2.568
S1 2.523 2.523 2.565 2.541
S2 2.474 2.474 2.557
S3 2.389 2.438 2.550
S4 2.304 2.353 2.526
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.935 2.886 2.643
R3 2.802 2.753 2.607
R2 2.669 2.669 2.594
R1 2.620 2.620 2.582 2.645
PP 2.536 2.536 2.536 2.549
S1 2.487 2.487 2.558 2.512
S2 2.403 2.403 2.546
S3 2.270 2.354 2.533
S4 2.137 2.221 2.497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.637 2.474 0.163 6.3% 0.075 2.9% 61% False False 27,630
10 2.637 2.453 0.184 7.2% 0.082 3.2% 65% False False 25,073
20 2.836 2.382 0.454 17.6% 0.084 3.3% 42% False False 22,447
40 2.989 2.382 0.607 23.6% 0.071 2.8% 31% False False 17,454
60 3.097 2.382 0.715 27.8% 0.063 2.5% 27% False False 13,892
80 3.282 2.382 0.900 35.0% 0.062 2.4% 21% False False 11,591
100 3.333 2.382 0.951 37.0% 0.061 2.4% 20% False False 9,912
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.955
2.618 2.817
1.618 2.732
1.000 2.679
0.618 2.647
HIGH 2.594
0.618 2.562
0.500 2.552
0.382 2.541
LOW 2.509
0.618 2.456
1.000 2.424
1.618 2.371
2.618 2.286
4.250 2.148
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 2.566 2.573
PP 2.559 2.573
S1 2.552 2.573

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

View Archives - Comment on this page... - Back to Index of Symbols