NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 2.273 2.366 0.093 4.1% 2.114
High 2.378 2.375 -0.003 -0.1% 2.386
Low 2.270 2.239 -0.031 -1.4% 2.111
Close 2.337 2.334 -0.003 -0.1% 2.337
Range 0.108 0.136 0.028 25.9% 0.275
ATR 0.109 0.111 0.002 1.8% 0.000
Volume 144,665 135,238 -9,427 -6.5% 627,316
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.724 2.665 2.409
R3 2.588 2.529 2.371
R2 2.452 2.452 2.359
R1 2.393 2.393 2.346 2.355
PP 2.316 2.316 2.316 2.297
S1 2.257 2.257 2.322 2.219
S2 2.180 2.180 2.309
S3 2.044 2.121 2.297
S4 1.908 1.985 2.259
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 3.103 2.995 2.488
R3 2.828 2.720 2.413
R2 2.553 2.553 2.387
R1 2.445 2.445 2.362 2.499
PP 2.278 2.278 2.278 2.305
S1 2.170 2.170 2.312 2.224
S2 2.003 2.003 2.287
S3 1.728 1.895 2.261
S4 1.453 1.620 2.186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.386 2.111 0.275 11.8% 0.136 5.8% 81% False False 152,510
10 2.386 1.802 0.584 25.0% 0.119 5.1% 91% False False 120,865
20 2.386 1.802 0.584 25.0% 0.097 4.1% 91% False False 98,761
40 2.637 1.802 0.835 35.8% 0.091 3.9% 64% False False 62,134
60 2.920 1.802 1.118 47.9% 0.084 3.6% 48% False False 46,920
80 3.097 1.802 1.295 55.5% 0.077 3.3% 41% False False 37,758
100 3.282 1.802 1.480 63.4% 0.072 3.1% 36% False False 31,362
120 3.333 1.802 1.531 65.6% 0.070 3.0% 35% False False 26,744
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.953
2.618 2.731
1.618 2.595
1.000 2.511
0.618 2.459
HIGH 2.375
0.618 2.323
0.500 2.307
0.382 2.291
LOW 2.239
0.618 2.155
1.000 2.103
1.618 2.019
2.618 1.883
4.250 1.661
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 2.325 2.317
PP 2.316 2.300
S1 2.307 2.283

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

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