NYMEX Natural Gas Future March 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 2.049 2.108 0.059 2.9% 2.038
High 2.124 2.164 0.040 1.9% 2.041
Low 2.013 2.094 0.081 4.0% 1.910
Close 2.101 2.143 0.042 2.0% 1.972
Range 0.111 0.070 -0.041 -36.9% 0.131
ATR 0.085 0.084 -0.001 -1.3% 0.000
Volume 39,298 22,055 -17,243 -43.9% 305,653
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 2.344 2.313 2.182
R3 2.274 2.243 2.162
R2 2.204 2.204 2.156
R1 2.173 2.173 2.149 2.189
PP 2.134 2.134 2.134 2.141
S1 2.103 2.103 2.137 2.119
S2 2.064 2.064 2.130
S3 1.994 2.033 2.124
S4 1.924 1.963 2.105
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 2.164 1.910 0.254 11.9% 0.094 4.4% 92% True False 42,230
10 2.164 1.910 0.254 11.9% 0.081 3.8% 92% True False 52,633
20 2.363 1.910 0.453 21.1% 0.075 3.5% 51% False False 52,354
40 2.631 1.910 0.721 33.6% 0.080 3.7% 32% False False 41,733
60 2.887 1.910 0.977 45.6% 0.074 3.4% 24% False False 35,613
80 3.062 1.910 1.152 53.8% 0.068 3.2% 20% False False 29,846
100 3.238 1.910 1.328 62.0% 0.065 3.0% 18% False False 25,436
120 3.290 1.910 1.380 64.4% 0.064 3.0% 17% False False 22,391
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 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 2.462
2.618 2.347
1.618 2.277
1.000 2.234
0.618 2.207
HIGH 2.164
0.618 2.137
0.500 2.129
0.382 2.121
LOW 2.094
0.618 2.051
1.000 2.024
1.618 1.981
2.618 1.911
4.250 1.797
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 2.138 2.125
PP 2.134 2.107
S1 2.129 2.089

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

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