NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 2.304 2.300 -0.004 -0.2% 2.334
High 2.338 2.304 -0.034 -1.5% 2.412
Low 2.280 2.238 -0.042 -1.8% 2.270
Close 2.314 2.252 -0.062 -2.7% 2.293
Range 0.058 0.066 0.008 13.8% 0.142
ATR 0.082 0.081 0.000 -0.5% 0.000
Volume 47,516 53,222 5,706 12.0% 98,824
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.463 2.423 2.288
R3 2.397 2.357 2.270
R2 2.331 2.331 2.264
R1 2.291 2.291 2.258 2.278
PP 2.265 2.265 2.265 2.258
S1 2.225 2.225 2.246 2.212
S2 2.199 2.199 2.240
S3 2.133 2.159 2.234
S4 2.067 2.093 2.216
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 2.751 2.664 2.371
R3 2.609 2.522 2.332
R2 2.467 2.467 2.319
R1 2.380 2.380 2.306 2.353
PP 2.325 2.325 2.325 2.311
S1 2.238 2.238 2.280 2.211
S2 2.183 2.183 2.267
S3 2.041 2.096 2.254
S4 1.899 1.954 2.215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.412 2.238 0.174 7.7% 0.071 3.1% 8% False True 33,736
10 2.605 2.238 0.367 16.3% 0.085 3.8% 4% False True 31,849
20 2.631 2.238 0.393 17.5% 0.082 3.6% 4% False True 32,248
40 2.887 2.238 0.649 28.8% 0.075 3.3% 2% False True 28,654
60 3.062 2.238 0.824 36.6% 0.068 3.0% 2% False True 23,882
80 3.238 2.238 1.000 44.4% 0.063 2.8% 1% False True 19,993
100 3.290 2.238 1.052 46.7% 0.063 2.8% 1% False True 17,451
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.585
2.618 2.477
1.618 2.411
1.000 2.370
0.618 2.345
HIGH 2.304
0.618 2.279
0.500 2.271
0.382 2.263
LOW 2.238
0.618 2.197
1.000 2.172
1.618 2.131
2.618 2.065
4.250 1.958
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 2.271 2.288
PP 2.265 2.276
S1 2.258 2.264

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

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