NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 1.902 1.864 -0.038 -2.0% 1.977
High 1.930 1.910 -0.020 -1.0% 1.985
Low 1.859 1.802 -0.057 -3.1% 1.802
Close 1.873 1.869 -0.004 -0.2% 1.869
Range 0.071 0.108 0.037 52.1% 0.183
ATR 0.083 0.085 0.002 2.2% 0.000
Volume 111,661 95,113 -16,548 -14.8% 450,936
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.184 2.135 1.928
R3 2.076 2.027 1.899
R2 1.968 1.968 1.889
R1 1.919 1.919 1.879 1.944
PP 1.860 1.860 1.860 1.873
S1 1.811 1.811 1.859 1.836
S2 1.752 1.752 1.849
S3 1.644 1.703 1.839
S4 1.536 1.595 1.810
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.434 2.335 1.970
R3 2.251 2.152 1.919
R2 2.068 2.068 1.903
R1 1.969 1.969 1.886 1.927
PP 1.885 1.885 1.885 1.865
S1 1.786 1.786 1.852 1.744
S2 1.702 1.702 1.835
S3 1.519 1.603 1.819
S4 1.336 1.420 1.768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.985 1.802 0.183 9.8% 0.085 4.5% 37% False True 90,187
10 2.238 1.802 0.436 23.3% 0.081 4.3% 15% False True 82,741
20 2.456 1.802 0.654 35.0% 0.080 4.3% 10% False True 54,861
40 2.718 1.802 0.916 49.0% 0.083 4.5% 7% False True 38,879
60 2.989 1.802 1.187 63.5% 0.075 4.0% 6% False True 30,294
80 3.097 1.802 1.295 69.3% 0.069 3.7% 5% False True 24,573
100 3.282 1.802 1.480 79.2% 0.067 3.6% 5% False True 20,605
120 3.333 1.802 1.531 81.9% 0.065 3.5% 4% False True 17,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 2.369
2.618 2.193
1.618 2.085
1.000 2.018
0.618 1.977
HIGH 1.910
0.618 1.869
0.500 1.856
0.382 1.843
LOW 1.802
0.618 1.735
1.000 1.694
1.618 1.627
2.618 1.519
4.250 1.343
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 1.865 1.868
PP 1.860 1.867
S1 1.856 1.866

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

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