NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 2.322 2.273 -0.049 -2.1% 1.922
High 2.335 2.378 0.043 1.8% 2.100
Low 2.188 2.270 0.082 3.7% 1.877
Close 2.214 2.337 0.123 5.6% 2.079
Range 0.147 0.108 -0.039 -26.5% 0.223
ATR 0.105 0.109 0.004 4.0% 0.000
Volume 134,926 144,665 9,739 7.2% 350,988
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.652 2.603 2.396
R3 2.544 2.495 2.367
R2 2.436 2.436 2.357
R1 2.387 2.387 2.347 2.412
PP 2.328 2.328 2.328 2.341
S1 2.279 2.279 2.327 2.304
S2 2.220 2.220 2.317
S3 2.112 2.171 2.307
S4 2.004 2.063 2.278
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 2.386 2.032 0.354 15.1% 0.123 5.2% 86% False False 138,096
10 2.386 1.802 0.584 25.0% 0.113 4.8% 92% False False 118,507
20 2.386 1.802 0.584 25.0% 0.093 4.0% 92% False False 93,636
40 2.637 1.802 0.835 35.7% 0.089 3.8% 64% False False 59,250
60 2.920 1.802 1.118 47.8% 0.083 3.5% 48% False False 44,958
80 3.097 1.802 1.295 55.4% 0.076 3.2% 41% False False 36,162
100 3.282 1.802 1.480 63.3% 0.071 3.0% 36% False False 30,040
120 3.333 1.802 1.531 65.5% 0.069 3.0% 35% False False 25,657
Crabel Price Patterns
NR True
NR4 True
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 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 2.837
2.618 2.661
1.618 2.553
1.000 2.486
0.618 2.445
HIGH 2.378
0.618 2.337
0.500 2.324
0.382 2.311
LOW 2.270
0.618 2.203
1.000 2.162
1.618 2.095
2.618 1.987
4.250 1.811
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 2.333 2.320
PP 2.328 2.304
S1 2.324 2.287

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

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