NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 2.452 2.313 -0.139 -5.7% 2.614
High 2.456 2.392 -0.064 -2.6% 2.637
Low 2.327 2.275 -0.052 -2.2% 2.327
Close 2.338 2.386 0.048 2.1% 2.338
Range 0.129 0.117 -0.012 -9.3% 0.310
ATR 0.086 0.088 0.002 2.6% 0.000
Volume 29,663 19,935 -9,728 -32.8% 119,287
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.702 2.661 2.450
R3 2.585 2.544 2.418
R2 2.468 2.468 2.407
R1 2.427 2.427 2.397 2.448
PP 2.351 2.351 2.351 2.361
S1 2.310 2.310 2.375 2.331
S2 2.234 2.234 2.365
S3 2.117 2.193 2.354
S4 2.000 2.076 2.322
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 3.364 3.161 2.509
R3 3.054 2.851 2.423
R2 2.744 2.744 2.395
R1 2.541 2.541 2.366 2.488
PP 2.434 2.434 2.434 2.407
S1 2.231 2.231 2.310 2.178
S2 2.124 2.124 2.281
S3 1.814 1.921 2.253
S4 1.504 1.611 2.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.605 2.275 0.330 13.8% 0.105 4.4% 34% False True 23,470
10 2.637 2.275 0.362 15.2% 0.088 3.7% 31% False True 25,386
20 2.637 2.275 0.362 15.2% 0.091 3.8% 31% False True 23,544
40 2.963 2.275 0.688 28.8% 0.076 3.2% 16% False True 18,565
60 3.097 2.275 0.822 34.5% 0.068 2.8% 14% False True 15,172
80 3.282 2.275 1.007 42.2% 0.064 2.7% 11% False True 12,593
100 3.333 2.275 1.058 44.3% 0.064 2.7% 10% False True 10,726
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 True
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.889
2.618 2.698
1.618 2.581
1.000 2.509
0.618 2.464
HIGH 2.392
0.618 2.347
0.500 2.334
0.382 2.320
LOW 2.275
0.618 2.203
1.000 2.158
1.618 2.086
2.618 1.969
4.250 1.778
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 2.369 2.412
PP 2.351 2.403
S1 2.334 2.395

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

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