NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 2.388 2.385 -0.003 -0.1% 2.627
High 2.402 2.412 0.010 0.4% 2.631
Low 2.326 2.343 0.017 0.7% 2.343
Close 2.392 2.372 -0.020 -0.8% 2.353
Range 0.076 0.069 -0.007 -9.2% 0.288
ATR 0.084 0.083 -0.001 -1.3% 0.000
Volume 30,443 29,148 -1,295 -4.3% 151,039
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.583 2.546 2.410
R3 2.514 2.477 2.391
R2 2.445 2.445 2.385
R1 2.408 2.408 2.378 2.392
PP 2.376 2.376 2.376 2.368
S1 2.339 2.339 2.366 2.323
S2 2.307 2.307 2.359
S3 2.238 2.270 2.353
S4 2.169 2.201 2.334
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 3.306 3.118 2.511
R3 3.018 2.830 2.432
R2 2.730 2.730 2.406
R1 2.542 2.542 2.379 2.492
PP 2.442 2.442 2.442 2.418
S1 2.254 2.254 2.327 2.204
S2 2.154 2.154 2.300
S3 1.866 1.966 2.274
S4 1.578 1.678 2.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.557 2.294 0.263 11.1% 0.098 4.1% 30% False False 30,476
10 2.631 2.294 0.337 14.2% 0.086 3.6% 23% False False 29,820
20 2.631 2.294 0.337 14.2% 0.086 3.6% 23% False False 31,112
40 2.887 2.294 0.593 25.0% 0.073 3.1% 13% False False 27,242
60 3.062 2.294 0.768 32.4% 0.066 2.8% 10% False False 22,344
80 3.238 2.294 0.944 39.8% 0.063 2.6% 8% False False 18,707
100 3.290 2.294 0.996 42.0% 0.062 2.6% 8% False False 16,398
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 2.705
2.618 2.593
1.618 2.524
1.000 2.481
0.618 2.455
HIGH 2.412
0.618 2.386
0.500 2.378
0.382 2.369
LOW 2.343
0.618 2.300
1.000 2.274
1.618 2.231
2.618 2.162
4.250 2.050
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 2.378 2.366
PP 2.376 2.359
S1 2.374 2.353

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

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