NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 2.269 2.225 -0.044 -1.9% 2.313
High 2.276 2.252 -0.024 -1.1% 2.395
Low 2.206 2.186 -0.020 -0.9% 2.258
Close 2.220 2.232 0.012 0.5% 2.265
Range 0.070 0.066 -0.004 -5.7% 0.137
ATR 0.084 0.082 -0.001 -1.5% 0.000
Volume 37,863 32,733 -5,130 -13.5% 76,253
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.421 2.393 2.268
R3 2.355 2.327 2.250
R2 2.289 2.289 2.244
R1 2.261 2.261 2.238 2.275
PP 2.223 2.223 2.223 2.231
S1 2.195 2.195 2.226 2.209
S2 2.157 2.157 2.220
S3 2.091 2.129 2.214
S4 2.025 2.063 2.196
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 2.348 2.186 0.162 7.3% 0.072 3.2% 28% False True 28,315
10 2.549 2.186 0.363 16.3% 0.087 3.9% 13% False True 26,087
20 2.637 2.186 0.451 20.2% 0.085 3.8% 10% False True 25,508
40 2.920 2.186 0.734 32.9% 0.078 3.5% 6% False True 20,999
60 3.097 2.186 0.911 40.8% 0.071 3.2% 5% False True 17,424
80 3.282 2.186 1.096 49.1% 0.066 3.0% 4% False True 14,513
100 3.333 2.186 1.147 51.4% 0.064 2.9% 4% False True 12,341
120 3.370 2.186 1.184 53.0% 0.063 2.8% 4% False True 10,787
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.533
2.618 2.425
1.618 2.359
1.000 2.318
0.618 2.293
HIGH 2.252
0.618 2.227
0.500 2.219
0.382 2.211
LOW 2.186
0.618 2.145
1.000 2.120
1.618 2.079
2.618 2.013
4.250 1.906
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 2.228 2.248
PP 2.223 2.243
S1 2.219 2.237

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

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