NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 2.337 2.228 -0.109 -4.7% 2.313
High 2.348 2.300 -0.048 -2.0% 2.395
Low 2.258 2.228 -0.030 -1.3% 2.258
Close 2.265 2.290 0.025 1.1% 2.265
Range 0.090 0.072 -0.018 -20.0% 0.137
ATR 0.087 0.086 -0.001 -1.2% 0.000
Volume 11,954 20,925 8,971 75.0% 76,253
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.489 2.461 2.330
R3 2.417 2.389 2.310
R2 2.345 2.345 2.303
R1 2.317 2.317 2.297 2.331
PP 2.273 2.273 2.273 2.280
S1 2.245 2.245 2.283 2.259
S2 2.201 2.201 2.277
S3 2.129 2.173 2.270
S4 2.057 2.101 2.250
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.717 2.628 2.340
R3 2.580 2.491 2.303
R2 2.443 2.443 2.290
R1 2.354 2.354 2.278 2.330
PP 2.306 2.306 2.306 2.294
S1 2.217 2.217 2.252 2.193
S2 2.169 2.169 2.240
S3 2.032 2.080 2.227
S4 1.895 1.943 2.190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.395 2.228 0.167 7.3% 0.086 3.8% 37% False True 19,435
10 2.637 2.228 0.409 17.9% 0.093 4.0% 15% False True 21,646
20 2.637 2.228 0.409 17.9% 0.083 3.6% 15% False True 23,175
40 2.920 2.228 0.692 30.2% 0.076 3.3% 9% False True 19,215
60 3.097 2.228 0.869 37.9% 0.069 3.0% 7% False True 15,969
80 3.282 2.228 1.054 46.0% 0.065 2.8% 6% False True 13,310
100 3.333 2.228 1.105 48.3% 0.064 2.8% 6% False True 11,381
120 3.370 2.228 1.142 49.9% 0.063 2.8% 5% False True 9,946
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.606
2.618 2.488
1.618 2.416
1.000 2.372
0.618 2.344
HIGH 2.300
0.618 2.272
0.500 2.264
0.382 2.256
LOW 2.228
0.618 2.184
1.000 2.156
1.618 2.112
2.618 2.040
4.250 1.922
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 2.281 2.312
PP 2.273 2.304
S1 2.264 2.297

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

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