NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 2.563 2.592 0.029 1.1% 2.558
High 2.594 2.605 0.011 0.4% 2.586
Low 2.509 2.521 0.012 0.5% 2.453
Close 2.573 2.538 -0.035 -1.4% 2.570
Range 0.085 0.084 -0.001 -1.2% 0.133
ATR 0.080 0.080 0.000 0.4% 0.000
Volume 23,989 18,427 -5,562 -23.2% 135,236
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.807 2.756 2.584
R3 2.723 2.672 2.561
R2 2.639 2.639 2.553
R1 2.588 2.588 2.546 2.572
PP 2.555 2.555 2.555 2.546
S1 2.504 2.504 2.530 2.488
S2 2.471 2.471 2.523
S3 2.387 2.420 2.515
S4 2.303 2.336 2.492
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 6.4% 0.079 3.1% 39% False False 24,344
10 2.637 2.453 0.184 7.2% 0.083 3.3% 46% False False 24,929
20 2.776 2.382 0.394 15.5% 0.084 3.3% 40% False False 22,625
40 2.989 2.382 0.607 23.9% 0.072 2.9% 26% False False 17,725
60 3.097 2.382 0.715 28.2% 0.064 2.5% 22% False False 14,117
80 3.282 2.382 0.900 35.5% 0.062 2.5% 17% False False 11,774
100 3.333 2.382 0.951 37.5% 0.062 2.4% 16% False False 10,074
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.962
2.618 2.825
1.618 2.741
1.000 2.689
0.618 2.657
HIGH 2.605
0.618 2.573
0.500 2.563
0.382 2.553
LOW 2.521
0.618 2.469
1.000 2.437
1.618 2.385
2.618 2.301
4.250 2.164
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 2.563 2.573
PP 2.555 2.561
S1 2.546 2.550

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

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