NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 2.180 2.165 -0.015 -0.7% 2.260
High 2.212 2.197 -0.015 -0.7% 2.338
Low 2.146 2.118 -0.028 -1.3% 2.217
Close 2.162 2.129 -0.033 -1.5% 2.273
Range 0.066 0.079 0.013 19.7% 0.121
ATR 0.077 0.077 0.000 0.2% 0.000
Volume 67,842 79,820 11,978 17.7% 209,862
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.385 2.336 2.172
R3 2.306 2.257 2.151
R2 2.227 2.227 2.143
R1 2.178 2.178 2.136 2.163
PP 2.148 2.148 2.148 2.141
S1 2.099 2.099 2.122 2.084
S2 2.069 2.069 2.115
S3 1.990 2.020 2.107
S4 1.911 1.941 2.086
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.639 2.577 2.340
R3 2.518 2.456 2.306
R2 2.397 2.397 2.295
R1 2.335 2.335 2.284 2.366
PP 2.276 2.276 2.276 2.292
S1 2.214 2.214 2.262 2.245
S2 2.155 2.155 2.251
S3 2.034 2.093 2.240
S4 1.913 1.972 2.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.289 2.118 0.171 8.0% 0.067 3.1% 6% False True 65,343
10 2.363 2.118 0.245 11.5% 0.068 3.2% 4% False True 52,074
20 2.631 2.118 0.513 24.1% 0.077 3.6% 2% False True 40,947
40 2.887 2.118 0.769 36.1% 0.078 3.6% 1% False True 35,114
60 2.976 2.118 0.858 40.3% 0.069 3.3% 1% False True 29,088
80 3.099 2.118 0.981 46.1% 0.064 3.0% 1% False True 24,134
100 3.290 2.118 1.172 55.0% 0.063 3.0% 1% False True 20,825
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 0.015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 2.533
2.618 2.404
1.618 2.325
1.000 2.276
0.618 2.246
HIGH 2.197
0.618 2.167
0.500 2.158
0.382 2.148
LOW 2.118
0.618 2.069
1.000 2.039
1.618 1.990
2.618 1.911
4.250 1.782
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 2.158 2.165
PP 2.148 2.153
S1 2.139 2.141

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

View Archives - Comment on this page... - Back to Index of Symbols