NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 2.055 2.114 0.059 2.9% 1.922
High 2.100 2.272 0.172 8.2% 2.100
Low 2.032 2.111 0.079 3.9% 1.877
Close 2.079 2.256 0.177 8.5% 2.079
Range 0.068 0.161 0.093 136.8% 0.223
ATR 0.089 0.096 0.007 8.4% 0.000
Volume 63,166 178,146 114,980 182.0% 350,988
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.696 2.637 2.345
R3 2.535 2.476 2.300
R2 2.374 2.374 2.286
R1 2.315 2.315 2.271 2.345
PP 2.213 2.213 2.213 2.228
S1 2.154 2.154 2.241 2.184
S2 2.052 2.052 2.226
S3 1.891 1.993 2.212
S4 1.730 1.832 2.167
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.688 2.606 2.202
R3 2.465 2.383 2.140
R2 2.242 2.242 2.120
R1 2.160 2.160 2.099 2.201
PP 2.019 2.019 2.019 2.039
S1 1.937 1.937 2.059 1.978
S2 1.796 1.796 2.038
S3 1.573 1.714 2.018
S4 1.350 1.491 1.956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.272 1.877 0.395 17.5% 0.113 5.0% 96% True False 105,826
10 2.272 1.802 0.470 20.8% 0.099 4.4% 97% True False 98,007
20 2.310 1.802 0.508 22.5% 0.084 3.7% 89% False False 76,022
40 2.637 1.802 0.835 37.0% 0.085 3.8% 54% False False 49,830
60 2.920 1.802 1.118 49.6% 0.079 3.5% 41% False False 38,019
80 3.097 1.802 1.295 57.4% 0.073 3.3% 35% False False 30,914
100 3.282 1.802 1.480 65.6% 0.069 3.1% 31% False False 25,695
120 3.333 1.802 1.531 67.9% 0.067 3.0% 30% False False 22,014
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 0.024
Widest range in 141 trading days
Fibonacci Retracements and Extensions
4.250 2.956
2.618 2.693
1.618 2.532
1.000 2.433
0.618 2.371
HIGH 2.272
0.618 2.210
0.500 2.192
0.382 2.173
LOW 2.111
0.618 2.012
1.000 1.950
1.618 1.851
2.618 1.690
4.250 1.427
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 2.235 2.205
PP 2.213 2.154
S1 2.192 2.103

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

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