NYMEX Natural Gas Future April 2016

Trading Metrics calculated at close of trading on 15-Dec-2015

Day Change Summary
	Previous	Current
	14-Dec-2015	15-Dec-2015	Change	Change %	Previous Week
Open	2.121	2.110	-0.011	-0.5%	2.287
High	2.134	2.114	-0.020	-0.9%	2.287
Low	2.088	2.036	-0.052	-2.5%	2.163
Close	2.109	2.051	-0.058	-2.8%	2.192
Range	0.046	0.078	0.032	69.6%	0.124
ATR	0.067	0.067	0.001	1.2%	0.000
Volume	29,378	29,033	-345	-1.2%	218,112

Daily Pivots for day following 15-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.301	2.254	2.094
R3	2.223	2.176	2.072
R2	2.145	2.145	2.065
R1	2.098	2.098	2.058	2.083
PP	2.067	2.067	2.067	2.059
S1	2.020	2.020	2.044	2.005
S2	1.989	1.989	2.037
S3	1.911	1.942	2.030
S4	1.833	1.864	2.008

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	2.586	2.513	2.260
R3	2.462	2.389	2.226
R2	2.338	2.338	2.215
R1	2.265	2.265	2.203	2.240
PP	2.214	2.214	2.214	2.201
S1	2.141	2.141	2.181	2.116
S2	2.090	2.090	2.169
S3	1.966	2.017	2.158
S4	1.842	1.893	2.124

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.274	2.036	0.238	11.6%	0.056	2.7%	6%	False	True	36,609
10	2.342	2.036	0.306	14.9%	0.053	2.6%	5%	False	True	37,106
20	2.557	2.036	0.521	25.4%	0.064	3.1%	3%	False	True	30,458
40	2.691	2.036	0.655	31.9%	0.066	3.2%	2%	False	True	27,240
60	2.811	2.036	0.775	37.8%	0.059	2.9%	2%	False	True	22,840
80	2.912	2.036	0.876	42.7%	0.054	2.6%	2%	False	True	19,434

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	0.014
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	2.446
2.618	2.318
1.618	2.240
1.000	2.192
0.618	2.162
HIGH	2.114
0.618	2.084
0.500	2.075
0.382	2.066
LOW	2.036
0.618	1.988
1.000	1.958
1.618	1.910
2.618	1.832
4.250	1.705

Fisher Pivots for day following 15-Dec-2015
Pivot	1 day	3 day
R1	2.075	2.118
PP	2.067	2.096
S1	2.059	2.073

Download as Excel Spreadsheet

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

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