NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 1.965 2.017 0.052 2.6% 2.038
High 2.010 2.091 0.081 4.0% 2.041
Low 1.910 1.973 0.063 3.3% 1.910
Close 1.972 2.065 0.093 4.7% 1.972
Range 0.100 0.118 0.018 18.0% 0.131
ATR 0.081 0.084 0.003 3.3% 0.000
Volume 55,822 61,269 5,447 9.8% 305,653
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.397 2.349 2.130
R3 2.279 2.231 2.097
R2 2.161 2.161 2.087
R1 2.113 2.113 2.076 2.137
PP 2.043 2.043 2.043 2.055
S1 1.995 1.995 2.054 2.019
S2 1.925 1.925 2.043
S3 1.807 1.877 2.033
S4 1.689 1.759 2.000
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.367 2.301 2.044
R3 2.236 2.170 2.008
R2 2.105 2.105 1.996
R1 2.039 2.039 1.984 2.007
PP 1.974 1.974 1.974 1.958
S1 1.908 1.908 1.960 1.876
S2 1.843 1.843 1.948
S3 1.712 1.777 1.936
S4 1.581 1.646 1.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 2.091 1.910 0.181 8.8% 0.094 4.6% 86% True False 64,715
10 2.212 1.910 0.302 14.6% 0.077 3.7% 51% False False 65,037
20 2.412 1.910 0.502 24.3% 0.075 3.6% 31% False False 51,924
40 2.631 1.910 0.721 34.9% 0.081 3.9% 21% False False 41,768
60 2.956 1.910 1.046 50.7% 0.073 3.5% 15% False False 35,070
80 3.062 1.910 1.152 55.8% 0.067 3.2% 13% False False 28,946
100 3.238 1.910 1.328 64.3% 0.064 3.1% 12% False False 24,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 2.593
2.618 2.400
1.618 2.282
1.000 2.209
0.618 2.164
HIGH 2.091
0.618 2.046
0.500 2.032
0.382 2.018
LOW 1.973
0.618 1.900
1.000 1.855
1.618 1.782
2.618 1.664
4.250 1.472
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 2.054 2.044
PP 2.043 2.022
S1 2.032 2.001

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

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