NYMEX Natural Gas Future February 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 2.091 2.135 0.044 2.1% 2.446
High 2.149 2.189 0.040 1.9% 2.480
Low 2.067 2.080 0.013 0.6% 2.086
Close 2.118 2.138 0.020 0.9% 2.100
Range 0.082 0.109 0.027 32.9% 0.394
ATR 0.113 0.113 0.000 -0.2% 0.000
Volume 106,102 161,148 55,046 51.9% 702,728
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 2.463 2.409 2.198
R3 2.354 2.300 2.168
R2 2.245 2.245 2.158
R1 2.191 2.191 2.148 2.218
PP 2.136 2.136 2.136 2.149
S1 2.082 2.082 2.128 2.109
S2 2.027 2.027 2.118
S3 1.918 1.973 2.108
S4 1.809 1.864 2.078
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 3.404 3.146 2.317
R3 3.010 2.752 2.208
R2 2.616 2.616 2.172
R1 2.358 2.358 2.136 2.290
PP 2.222 2.222 2.222 2.188
S1 1.964 1.964 2.064 1.896
S2 1.828 1.828 2.028
S3 1.434 1.570 1.992
S4 1.040 1.176 1.883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.294 2.044 0.250 11.7% 0.110 5.2% 38% False False 132,162
10 2.495 2.044 0.451 21.1% 0.115 5.4% 21% False False 148,143
20 2.495 1.933 0.562 26.3% 0.115 5.4% 36% False False 138,593
40 2.495 1.802 0.693 32.4% 0.098 4.6% 48% False False 98,818
60 2.637 1.802 0.835 39.1% 0.095 4.4% 40% False False 73,746
80 2.989 1.802 1.187 55.5% 0.086 4.0% 28% False False 58,624
100 3.097 1.802 1.295 60.6% 0.079 3.7% 26% False False 48,460
120 3.282 1.802 1.480 69.2% 0.075 3.5% 23% False False 41,188
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 2.652
2.618 2.474
1.618 2.365
1.000 2.298
0.618 2.256
HIGH 2.189
0.618 2.147
0.500 2.135
0.382 2.122
LOW 2.080
0.618 2.013
1.000 1.971
1.618 1.904
2.618 1.795
4.250 1.617
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 2.137 2.131
PP 2.136 2.124
S1 2.135 2.117

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

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