NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 2.300 2.259 -0.041 -1.8% 2.334
High 2.304 2.279 -0.025 -1.1% 2.412
Low 2.238 2.217 -0.021 -0.9% 2.270
Close 2.252 2.256 0.004 0.2% 2.293
Range 0.066 0.062 -0.004 -6.1% 0.142
ATR 0.081 0.080 -0.001 -1.7% 0.000
Volume 53,222 54,495 1,273 2.4% 98,824
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.437 2.408 2.290
R3 2.375 2.346 2.273
R2 2.313 2.313 2.267
R1 2.284 2.284 2.262 2.268
PP 2.251 2.251 2.251 2.242
S1 2.222 2.222 2.250 2.206
S2 2.189 2.189 2.245
S3 2.127 2.160 2.239
S4 2.065 2.098 2.222
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 2.363 2.217 0.146 6.5% 0.069 3.1% 27% False True 38,806
10 2.557 2.217 0.340 15.1% 0.084 3.7% 11% False True 34,641
20 2.631 2.217 0.414 18.4% 0.082 3.6% 9% False True 33,678
40 2.887 2.217 0.670 29.7% 0.075 3.3% 6% False True 29,345
60 3.062 2.217 0.845 37.5% 0.068 3.0% 5% False True 24,614
80 3.238 2.217 1.021 45.3% 0.064 2.8% 4% False True 20,590
100 3.290 2.217 1.073 47.6% 0.062 2.8% 4% False True 17,869
Crabel Price Patterns
NR True
NR4 False
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.543
2.618 2.441
1.618 2.379
1.000 2.341
0.618 2.317
HIGH 2.279
0.618 2.255
0.500 2.248
0.382 2.241
LOW 2.217
0.618 2.179
1.000 2.155
1.618 2.117
2.618 2.055
4.250 1.954
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 2.253 2.278
PP 2.251 2.270
S1 2.248 2.263

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

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